ETIRX vs. DSFIX

Last updated Jun 26, 2026

ETIRX (Eventide Core Bond Fund) and DSFIX (DFA Social Fixed Income Portfolio) are both Intermediate Core Bond funds. Over the past 5 years, ETIRX returned -0.17%/yr vs 0.47%/yr for DSFIX. Their correlation of 0.93 suggests significant overlap in exposure. ETIRX charges 0.58%/yr vs 0.21%/yr for DSFIX.

Performance

ETIRX vs. DSFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Core Bond Fund (ETIRX) and DFA Social Fixed Income Portfolio (DSFIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ETIRX achieves a 0.94% return, which is significantly lower than DSFIX's 1.20% return.

ETIRX

• 1D: 0.48%
• 1M: 0.85%
• YTD: 0.94%
• 6M: 0.91%
• 1Y: 4.98%
• 3Y*: 3.92%
• 5Y*: -0.17%
• 10Y*: —

DSFIX

• 1D: 0.54%
• 1M: 0.95%
• YTD: 1.20%
• 6M: 1.09%
• 1Y: 4.52%
• 3Y*: 4.67%
• 5Y*: 0.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ETIRX vs. DSFIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ETIRX Eventide Core Bond Fund	0.94%	7.49%	0.40%	5.03%	-13.24%	-2.49%	-0.29%
DSFIX DFA Social Fixed Income Portfolio	1.20%	6.80%	1.81%	7.18%	-13.07%	-2.19%	0.36%

Correlation

The correlation between ETIRX and DSFIX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020	0.93

The correlation between ETIRX and DSFIX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Return for Risk

ETIRX vs. DSFIX — Risk / Return Rank

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

ETIRX

ETIRX Risk / Return Rank: 31
ETIRX Sharpe Ratio Rank: 31
ETIRX Sortino Ratio Rank: 33
ETIRX Omega Ratio Rank: 32
ETIRX Calmar Ratio Rank: 30
ETIRX Martin Ratio Rank: 27

DSFIX

DSFIX Risk / Return Rank: 26
DSFIX Sharpe Ratio Rank: 26
DSFIX Sortino Ratio Rank: 27
DSFIX Omega Ratio Rank: 24
DSFIX Calmar Ratio Rank: 31
DSFIX Martin Ratio Rank: 24

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.

ETIRX vs. DSFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Core Bond Fund (ETIRX) and DFA Social Fixed Income Portfolio (DSFIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ETIRX	DSFIX	Difference
Sharpe ratio: Return per unit of total volatility	1.34	1.19	+0.15
Sortino ratio: Return per unit of downside risk	1.98	1.77	+0.21
Omega ratio: Gain probability vs. loss probability	1.25	1.21	+0.03
Calmar ratio: Return relative to maximum drawdown	1.74	1.75	-0.01
Martin ratio: Return relative to average drawdown	5.28	4.75	+0.52

ETIRX vs. DSFIX - Sharpe Ratio Comparison

The current ETIRX Sharpe Ratio is 1.34, which is comparable to the DSFIX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ETIRX and DSFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ETIRX vs. DSFIX - Drawdown Comparison

The maximum ETIRX drawdown since its inception was -19.29%, roughly equal to the maximum DSFIX drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for ETIRX and DSFIX.

Drawdown Indicators

	ETIRX	DSFIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.29%	-18.94%	-0.35%
Max Drawdown (1Y) Largest decline over 1 year	-2.87%	-2.66%	-0.21%
Max Drawdown (3Y) Largest decline over 3 years	-6.53%	-4.70%	-1.83%
Max Drawdown (5Y) Largest decline over 5 years	-18.37%	-18.87%	+0.50%
Current Drawdown Current decline from peak	-3.49%	-0.65%	-2.84%
Average Drawdown Average peak-to-trough decline	-8.53%	-4.64%	-3.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	0.98%	-0.03%

Volatility

ETIRX vs. DSFIX - Volatility Comparison

Eventide Core Bond Fund (ETIRX) and DFA Social Fixed Income Portfolio (DSFIX) have volatilities of 1.16% and 1.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ETIRX	DSFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.16%	1.20%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	2.88%	2.83%	+0.05%
Volatility (1Y) Calculated over the trailing 1-year period	3.73%	3.94%	-0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.53%	5.79%	-0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.22%	4.95%	+0.27%

ETIRX vs. DSFIX - Expense Ratio Comparison

ETIRX has a 0.58% expense ratio, which is higher than DSFIX's 0.21% expense ratio.

Dividends

ETIRX vs. DSFIX - Dividend Comparison

ETIRX's dividend yield for the trailing twelve months is around 4.12%, which matches DSFIX's 4.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DSFIX DFA Social Fixed Income Portfolio	4.10%	3.61%	3.95%	3.28%	2.54%	2.70%	2.22%	2.58%	2.56%	1.87%
ETIRX Eventide Core Bond Fund	4.12%	4.16%	2.78%	2.79%	2.32%	1.39%	0.40%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ETIRX and DSFIX in my portfolio?

ETIRX and DSFIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ETIRX or DSFIX?

DSFIX has higher volatility (1.20%) compared to ETIRX (1.16%). In terms of maximum drawdown, ETIRX dropped -19.29% vs DSFIX's -18.94%.

Which has better risk-adjusted returns?

ETIRX currently has the higher Sharpe Ratio (1.34 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.