LTUSX vs. DFFGX
Compare and contrast key facts about Thornburg Limited Term U.S. Government Fund (LTUSX) and DFA Short-Term Government Portfolio (DFFGX).
LTUSX is managed by Thornburg. It was launched on Nov 15, 1987. DFFGX is managed by Dimensional. It was launched on May 31, 1987.
Performance
LTUSX vs. DFFGX - Performance Comparison
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LTUSX vs. DFFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTUSX Thornburg Limited Term U.S. Government Fund | 0.29% | 6.40% | 2.40% | 3.40% | -8.06% | -1.82% | 3.77% | 3.61% | 0.98% | 0.60% |
DFFGX DFA Short-Term Government Portfolio | 0.87% | 3.12% | 5.29% | 5.01% | -4.41% | -1.27% | 0.39% | 2.52% | 1.17% | 0.51% |
Returns By Period
In the year-to-date period, LTUSX achieves a 0.29% return, which is significantly lower than DFFGX's 0.87% return. Over the past 10 years, LTUSX has underperformed DFFGX with an annualized return of 1.02%, while DFFGX has yielded a comparatively higher 1.18% annualized return.
LTUSX
- 1D
- -0.08%
- 1M
- -1.29%
- YTD
- 0.29%
- 6M
- 1.12%
- 1Y
- 3.98%
- 3Y*
- 3.43%
- 5Y*
- 0.70%
- 10Y*
- 1.02%
DFFGX
- 1D
- 0.00%
- 1M
- 0.26%
- YTD
- 0.87%
- 6M
- 1.92%
- 1Y
- 2.99%
- 3Y*
- 4.36%
- 5Y*
- 1.81%
- 10Y*
- 1.18%
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LTUSX vs. DFFGX - Expense Ratio Comparison
LTUSX has a 0.92% expense ratio, which is higher than DFFGX's 0.18% expense ratio.
Return for Risk
LTUSX vs. DFFGX — Risk / Return Rank
LTUSX
DFFGX
LTUSX vs. DFFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thornburg Limited Term U.S. Government Fund (LTUSX) and DFA Short-Term Government Portfolio (DFFGX). 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.
| LTUSX | DFFGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 2.60 | -1.35 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.99 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.22 | 3.97 | -2.74 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 3.09 | -0.88 |
Martin ratioReturn relative to average drawdown | 6.75 | 9.14 | -2.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LTUSX | DFFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.60 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.98 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.76 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.49 | +0.66 |
Correlation
The correlation between LTUSX and DFFGX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LTUSX vs. DFFGX - Dividend Comparison
LTUSX's dividend yield for the trailing twelve months is around 2.33%, less than DFFGX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTUSX Thornburg Limited Term U.S. Government Fund | 2.33% | 2.69% | 2.62% | 1.89% | 1.63% | 1.21% | 1.35% | 1.77% | 1.90% | 1.45% | 2.52% | 1.50% |
DFFGX DFA Short-Term Government Portfolio | 2.86% | 2.98% | 4.87% | 3.57% | 1.85% | 0.15% | 0.29% | 1.83% | 1.53% | 1.18% | 0.99% | 1.27% |
Drawdowns
LTUSX vs. DFFGX - Drawdown Comparison
The maximum LTUSX drawdown since its inception was -12.34%, which is greater than DFFGX's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for LTUSX and DFFGX.
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Drawdown Indicators
| LTUSX | DFFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.34% | -10.09% | -2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.00% | -1.00% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -11.69% | -6.49% | -5.20% |
Max Drawdown (10Y)Largest decline over 10 years | -12.34% | -6.49% | -5.85% |
Current DrawdownCurrent decline from peak | -1.68% | 0.00% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -1.40% | -0.86% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | 0.34% | +0.32% |
Volatility
LTUSX vs. DFFGX - Volatility Comparison
Thornburg Limited Term U.S. Government Fund (LTUSX) has a higher volatility of 1.19% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.15%. This indicates that LTUSX's price experiences larger fluctuations and is considered to be riskier than DFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTUSX | DFFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 0.15% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.99% | 0.40% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.28% | 1.42% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.99% | 1.85% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.06% | 1.57% | +1.49% |