DNYMX vs. DFFVX
Compare and contrast key facts about DFA NY Municipal Bond Portfolio (DNYMX) and DFA U.S. Targeted Value Portfolio (DFFVX).
DNYMX is managed by Dimensional. It was launched on Jun 15, 2015. DFFVX is managed by Dimensional. It was launched on Feb 23, 2000.
Performance
DNYMX vs. DFFVX - Performance Comparison
Loading graphics...
DNYMX vs. DFFVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DNYMX DFA NY Municipal Bond Portfolio | 0.57% | 2.69% | 2.87% | 2.76% | -1.17% | -0.10% | 1.26% | 2.42% | 1.02% | 1.74% |
DFFVX DFA U.S. Targeted Value Portfolio | 5.44% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
Returns By Period
In the year-to-date period, DNYMX achieves a 0.57% return, which is significantly lower than DFFVX's 5.44% return. Over the past 10 years, DNYMX has underperformed DFFVX with an annualized return of 1.34%, while DFFVX has yielded a comparatively higher 10.46% annualized return.
DNYMX
- 1D
- 0.10%
- 1M
- -0.04%
- YTD
- 0.57%
- 6M
- 1.24%
- 1Y
- 2.87%
- 3Y*
- 2.67%
- 5Y*
- 1.51%
- 10Y*
- 1.34%
DFFVX
- 1D
- 2.10%
- 1M
- -4.22%
- YTD
- 5.44%
- 6M
- 8.08%
- 1Y
- 23.93%
- 3Y*
- 14.30%
- 5Y*
- 8.31%
- 10Y*
- 10.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DNYMX vs. DFFVX - Expense Ratio Comparison
DNYMX has a 0.25% expense ratio, which is lower than DFFVX's 0.29% expense ratio.
Return for Risk
DNYMX vs. DFFVX — Risk / Return Rank
DNYMX
DFFVX
DNYMX vs. DFFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA NY Municipal Bond Portfolio (DNYMX) and DFA U.S. Targeted Value Portfolio (DFFVX). 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.
| DNYMX | DFFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.14 | 1.08 | +2.06 |
Sortino ratioReturn per unit of downside risk | 4.88 | 1.62 | +3.26 |
Omega ratioGain probability vs. loss probability | 2.61 | 1.22 | +1.39 |
Calmar ratioReturn relative to maximum drawdown | 3.24 | 1.66 | +1.58 |
Martin ratioReturn relative to average drawdown | 20.17 | 6.14 | +14.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DNYMX | DFFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | 1.08 | +2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.73 | 0.38 | +1.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.27 | 0.44 | +0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.46 | +0.85 |
Correlation
The correlation between DNYMX and DFFVX is -0.02. 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.
Dividends
DNYMX vs. DFFVX - Dividend Comparison
DNYMX's dividend yield for the trailing twelve months is around 2.74%, more than DFFVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNYMX DFA NY Municipal Bond Portfolio | 2.74% | 2.36% | 2.73% | 1.92% | 0.70% | 0.59% | 1.06% | 1.31% | 1.21% | 1.04% | 1.08% | 0.00% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.63% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
Drawdowns
DNYMX vs. DFFVX - Drawdown Comparison
The maximum DNYMX drawdown since its inception was -3.19%, smaller than the maximum DFFVX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for DNYMX and DFFVX.
Loading graphics...
Drawdown Indicators
| DNYMX | DFFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.19% | -64.21% | +61.02% |
Max Drawdown (1Y)Largest decline over 1 year | -0.89% | -14.71% | +13.82% |
Max Drawdown (5Y)Largest decline over 5 years | -2.53% | -26.09% | +23.56% |
Max Drawdown (10Y)Largest decline over 10 years | -3.19% | -50.75% | +47.56% |
Current DrawdownCurrent decline from peak | -0.14% | -6.13% | +5.99% |
Average DrawdownAverage peak-to-trough decline | -0.42% | -9.76% | +9.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.14% | 3.98% | -3.84% |
Volatility
DNYMX vs. DFFVX - Volatility Comparison
The current volatility for DFA NY Municipal Bond Portfolio (DNYMX) is 0.21%, while DFA U.S. Targeted Value Portfolio (DFFVX) has a volatility of 5.40%. This indicates that DNYMX experiences smaller price fluctuations and is considered to be less risky than DFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DNYMX | DFFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.21% | 5.40% | -5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 0.44% | 12.36% | -11.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.96% | 22.64% | -21.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.87% | 21.71% | -20.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.06% | 23.68% | -22.62% |