IEF vs. DFUSX
IEF (iShares 7-10 Year Treasury Bond ETF) and DFUSX (DFA U.S. Large Company Portfolio) are both funds - IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while DFUSX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 10 years, IEF returned 0.59%/yr vs 15.30%/yr for DFUSX. At a correlation of -0.26, they often move in opposite directions. IEF charges 0.15%/yr vs 0.08%/yr for DFUSX.
Performance
IEF vs. DFUSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IEF achieves a -0.47% return, which is significantly lower than DFUSX's 8.57% return. Over the past 10 years, IEF has underperformed DFUSX with an annualized return of 0.59%, while DFUSX has yielded a comparatively higher 15.30% annualized return.
IEF
- 1D
- -0.17%
- 1M
- 0.25%
- YTD
- -0.47%
- 6M
- -0.18%
- 1Y
- 3.78%
- 3Y*
- 2.86%
- 5Y*
- -1.24%
- 10Y*
- 0.59%
DFUSX
- 1D
- 1.80%
- 1M
- -0.12%
- YTD
- 8.57%
- 6M
- 8.90%
- 1Y
- 25.09%
- 3Y*
- 20.99%
- 5Y*
- 13.26%
- 10Y*
- 15.30%
IEF vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -0.47% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
DFUSX DFA U.S. Large Company Portfolio | 8.57% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
Correlation
The correlation between IEF and DFUSX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | -0.26 |
The correlation between IEF and DFUSX shifts across timeframes, from -0.26 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IEF vs. DFUSX — Risk / Return Rank
IEF
DFUSX
IEF vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and DFA U.S. Large Company Portfolio (DFUSX). 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.
| IEF | DFUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.36 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 2.76 | -1.92 |
| Martin ratioReturn relative to average drawdown | 2.35 | 12.54 | -10.20 |
Loading charts...
Drawdowns
IEF vs. DFUSX - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for IEF and DFUSX.
Loading charts...
Drawdown Indicators
| IEF | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -54.96% | +31.03% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -8.88% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -18.76% | +11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -24.58% | +3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | -33.79% | +9.86% |
Current DrawdownCurrent decline from peak | -11.18% | -2.81% | -8.37% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -10.59% | +5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.94% | -0.49% |
Volatility
IEF vs. DFUSX - Volatility Comparison
The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 4.46%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IEF | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 4.46% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 3.42% | 9.73% | -6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 12.09% | -7.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 16.95% | -9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 18.10% | -11.47% |
IEF vs. DFUSX - Expense Ratio Comparison
IEF has a 0.15% expense ratio, which is higher than DFUSX's 0.08% 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%.
Dividends
IEF vs. DFUSX - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.89%, more than DFUSX's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 0.98% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
Frequently Asked Questions
IEF and DFUSX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFUSX has higher volatility (4.46%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs DFUSX's -54.96%.
DFUSX currently has the higher Sharpe Ratio (2.03 vs 0.72), 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.
Find the right allocation for IEF and DFUSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer