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DIPSX vs. VSCSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIPSX and VSCSX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

DIPSX vs. VSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Inflation-Protected Securities Portfolio (DIPSX) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DIPSX:

1.14

VSCSX:

2.77

Sortino Ratio

DIPSX:

1.66

VSCSX:

4.45

Omega Ratio

DIPSX:

1.21

VSCSX:

1.59

Calmar Ratio

DIPSX:

0.56

VSCSX:

4.94

Martin Ratio

DIPSX:

3.34

VSCSX:

13.48

Ulcer Index

DIPSX:

1.69%

VSCSX:

0.48%

Daily Std Dev

DIPSX:

4.82%

VSCSX:

2.27%

Max Drawdown

DIPSX:

-15.57%

VSCSX:

-9.56%

Current Drawdown

DIPSX:

-4.76%

VSCSX:

-0.56%

Returns By Period

In the year-to-date period, DIPSX achieves a 3.09% return, which is significantly higher than VSCSX's 2.03% return. Both investments have delivered pretty close results over the past 10 years, with DIPSX having a 2.44% annualized return and VSCSX not far behind at 2.38%.


DIPSX

YTD

3.09%

1M

0.45%

6M

2.60%

1Y

5.45%

5Y*

1.57%

10Y*

2.44%

VSCSX

YTD

2.03%

1M

0.64%

6M

2.51%

1Y

6.23%

5Y*

2.11%

10Y*

2.38%

*Annualized

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DIPSX vs. VSCSX - Expense Ratio Comparison

DIPSX has a 0.11% expense ratio, which is higher than VSCSX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

DIPSX vs. VSCSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIPSX
The Risk-Adjusted Performance Rank of DIPSX is 7979
Overall Rank
The Sharpe Ratio Rank of DIPSX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DIPSX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DIPSX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DIPSX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of DIPSX is 7777
Martin Ratio Rank

VSCSX
The Risk-Adjusted Performance Rank of VSCSX is 9696
Overall Rank
The Sharpe Ratio Rank of VSCSX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCSX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VSCSX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of VSCSX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VSCSX is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIPSX vs. VSCSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current DIPSX Sharpe Ratio is 1.14, which is lower than the VSCSX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of DIPSX and VSCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DIPSX vs. VSCSX - Dividend Comparison

DIPSX's dividend yield for the trailing twelve months is around 3.01%, less than VSCSX's 4.10% yield.


TTM20242023202220212020201920182017201620152014
DIPSX
DFA Inflation-Protected Securities Portfolio
3.01%2.70%3.74%8.15%4.82%1.28%1.97%2.28%2.64%1.75%0.69%2.15%
VSCSX
Vanguard Short-Term Corporate Bond Index Fund Admiral Shares
4.10%3.93%3.07%1.99%1.56%2.26%2.85%2.66%2.26%2.11%2.00%1.83%

Drawdowns

DIPSX vs. VSCSX - Drawdown Comparison

The maximum DIPSX drawdown since its inception was -15.57%, which is greater than VSCSX's maximum drawdown of -9.56%. Use the drawdown chart below to compare losses from any high point for DIPSX and VSCSX. For additional features, visit the drawdowns tool.


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Volatility

DIPSX vs. VSCSX - Volatility Comparison

DFA Inflation-Protected Securities Portfolio (DIPSX) has a higher volatility of 1.56% compared to Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) at 0.66%. This indicates that DIPSX's price experiences larger fluctuations and is considered to be riskier than VSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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