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ENIAX vs. DFYGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ENIAX vs. DFYGX

Last updated Apr 2, 2026

Compare and contrast key facts about SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) and DFA Two-Year Government Portfolio (DFYGX).

ENIAX is managed by SEI. It was launched on Dec 13, 2006. DFYGX is managed by Dimensional. It was launched on Jun 6, 1996.

Performance

ENIAX vs. DFYGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) and DFA Two-Year Government Portfolio (DFYGX). The values are adjusted to include any dividend payments, if applicable.

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ENIAX vs. DFYGX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		0.38%6.14%8.34%7.94%-1.16%2.67%2.47%5.82%1.82%3.93%
DFYGX
DFA Two-Year Government Portfolio		0.88%2.16%5.15%5.00%-3.02%-0.51%0.38%2.20%1.42%0.29%

Returns By Period

In the year-to-date period, ENIAX achieves a 0.38% return, which is significantly lower than DFYGX's 0.88% return. Over the past 10 years, ENIAX has outperformed DFYGX with an annualized return of 4.17%, while DFYGX has yielded a comparatively lower 1.38% annualized return.

ENIAX

1D
0.00%
1M
0.25%
YTD
0.38%
6M
1.58%
1Y
5.36%
3Y*
6.73%
5Y*
4.57%
10Y*
4.17%

DFYGX

1D
0.04%
1M
0.25%
YTD
0.88%
6M
1.90%
1Y
2.85%
3Y*
3.99%
5Y*
1.89%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEI Institutional Investments Trust Opportunistic Income Fund

DFA Two-Year Government Portfolio

Often compared with ENIAX:
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Often compared with DFYGX:
DFYGX vs. CULAXDFYGX vs. PIASXDFYGX vs. CUSDXDFYGX vs. FAPGXDFYGX vs. BBBIXDFYGX vs. PRTBXDFYGX vs. SADIX

ENIAX vs. DFYGX - Expense Ratio Comparison

ENIAX has a 0.23% expense ratio, which is higher than DFYGX's 0.17% 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%.

ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund
DFYGX
DFA Two-Year Government Portfolio

Return for Risk

ENIAX vs. DFYGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENIAX
ENIAX Risk / Return Rank: 9292
Overall Rank
ENIAX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ENIAX Sortino Ratio Rank: 8787
Sortino Ratio Rank
ENIAX Omega Ratio Rank: 9999
Omega Ratio Rank
ENIAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
ENIAX Martin Ratio Rank: 9292
Martin Ratio Rank
DFYGX
DFYGX Risk / Return Rank: 8686
Overall Rank
DFYGX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DFYGX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DFYGX Omega Ratio Rank: 100100
Omega Ratio Rank
DFYGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFYGX Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENIAX vs. DFYGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) and DFA Two-Year Government Portfolio (DFYGX). 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.

ENIAXDFYGXDifference

Sharpe ratio

Return per unit of total volatility

1.89

2.38

-0.49

Sortino ratio

Return per unit of downside risk

2.45

2.73

-0.28

Omega ratio

Gain probability vs. loss probability

2.41

3.66

-1.25

Calmar ratio

Return relative to maximum drawdown

2.54

2.02

+0.53

Martin ratio

Return relative to average drawdown

11.20

5.58

+5.62

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENIAX vs. DFYGX - Sharpe Ratio Comparison

The current ENIAX Sharpe Ratio is 1.89, which is comparable to the DFYGX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of ENIAX and DFYGX, 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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Sharpe Ratios by Period

ENIAXDFYGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.38

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.61

1.56

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.50

1.40

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.85

-1.20

Correlation

The correlation between ENIAX and DFYGX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ENIAX vs. DFYGX - Dividend Comparison

ENIAX's dividend yield for the trailing twelve months is around 5.98%, more than DFYGX's 2.81% yield.

TTM20252024202320222021202020192018201720162015
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund		5.98%6.00%6.78%5.33%4.07%2.66%2.96%4.32%3.96%3.02%2.75%2.54%
DFYGX
DFA Two-Year Government Portfolio		2.81%2.04%4.84%3.07%1.14%0.00%0.27%1.87%1.82%1.01%0.58%0.49%

Drawdowns

ENIAX vs. DFYGX - Drawdown Comparison

The maximum ENIAX drawdown since its inception was -33.30%, which is greater than DFYGX's maximum drawdown of -4.46%. Use the drawdown chart below to compare losses from any high point for ENIAX and DFYGX.

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Drawdown Indicators

ENIAXDFYGXDifference

Max Drawdown

Largest peak-to-trough decline

-33.30%

-4.46%

-28.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-1.04%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-3.52%

-4.36%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-13.45%

-4.46%

-8.99%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.86%

-0.30%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.38%

+0.10%

Volatility

ENIAX vs. DFYGX - Volatility Comparison

SEI Institutional Investments Trust Opportunistic Income Fund (ENIAX) has a higher volatility of 0.36% compared to DFA Two-Year Government Portfolio (DFYGX) at 0.15%. This indicates that ENIAX's price experiences larger fluctuations and is considered to be riskier than DFYGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ENIAXDFYGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

0.15%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

0.41%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

1.22%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.86%

1.22%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.78%

1.00%

+1.78%