LUBIX vs. DFTEX

Last updated Jun 4, 2026

LUBIX (Thrivent Income Fund) and DFTEX (DFA Intermediate-Term Extended Quality Portfolio Fund) are both Corporate Bonds funds. Over the past 10 years, LUBIX returned 2.71%/yr vs 2.39%/yr for DFTEX. Their correlation of 0.90 suggests significant overlap in exposure. LUBIX charges 0.74%/yr vs 0.20%/yr for DFTEX.

Performance

LUBIX vs. DFTEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Income Fund (LUBIX) and DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LUBIX achieves a 0.52% return, which is significantly lower than DFTEX's 0.97% return. Over the past 10 years, LUBIX has outperformed DFTEX with an annualized return of 2.71%, while DFTEX has yielded a comparatively lower 2.39% annualized return.

LUBIX

• 1D: 0.06%
• 1M: 0.78%
• YTD: 0.52%
• 6M: 0.39%
• 1Y: 5.85%
• 3Y*: 5.29%
• 5Y*: 0.55%
• 10Y*: 2.71%

DFTEX

• 1D: 0.10%
• 1M: 1.00%
• YTD: 0.97%
• 6M: 0.78%
• 1Y: 6.66%
• 3Y*: 5.95%
• 5Y*: 0.84%
• 10Y*: 2.39%

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

LUBIX vs. DFTEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LUBIX Thrivent Income Fund	0.52%	7.57%	2.93%	8.11%	-16.07%	-0.76%	11.61%	13.20%	-2.60%	5.69%
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund	0.97%	7.70%	2.89%	9.61%	-16.28%	-2.05%	10.26%	13.38%	-2.10%	5.20%

Correlation

The correlation between LUBIX and DFTEX is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Aug 6, 2012	0.90

The correlation between LUBIX and DFTEX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

Return for Risk

LUBIX vs. DFTEX — Risk / Return Rank

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

LUBIX

LUBIX Risk / Return Rank: 25
LUBIX Sharpe Ratio Rank: 25
LUBIX Sortino Ratio Rank: 25
LUBIX Omega Ratio Rank: 24
LUBIX Calmar Ratio Rank: 25
LUBIX Martin Ratio Rank: 25

DFTEX

DFTEX Risk / Return Rank: 33
DFTEX Sharpe Ratio Rank: 33
DFTEX Sortino Ratio Rank: 36
DFTEX Omega Ratio Rank: 32
DFTEX Calmar Ratio Rank: 32
DFTEX Martin Ratio Rank: 31

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.

LUBIX vs. DFTEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Income Fund (LUBIX) and DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX). 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.

	LUBIX	DFTEX	Difference
Sharpe ratio: Return per unit of total volatility	1.42	1.64	-0.22
Sortino ratio: Return per unit of downside risk	2.09	2.49	-0.39
Omega ratio: Gain probability vs. loss probability	1.25	1.30	-0.04
Calmar ratio: Return relative to maximum drawdown	1.86	2.14	-0.28
Martin ratio: Return relative to average drawdown	6.20	7.07	-0.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LUBIX vs. DFTEX - Sharpe Ratio Comparison

The current LUBIX Sharpe Ratio is 1.42, which is comparable to the DFTEX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of LUBIX and DFTEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LUBIX	DFTEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	1.64	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.13	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.41	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.48	+0.17

Drawdowns

LUBIX vs. DFTEX - Drawdown Comparison

The maximum LUBIX drawdown since its inception was -23.52%, roughly equal to the maximum DFTEX drawdown of -22.83%. Use the drawdown chart below to compare losses from any high point for LUBIX and DFTEX.

Drawdown Indicators

	LUBIX	DFTEX	Difference
Max Drawdown Largest peak-to-trough decline	-23.52%	-22.83%	-0.69%
Max Drawdown (1Y) Largest decline over 1 year	-3.22%	-3.22%	0.00%
Max Drawdown (3Y) Largest decline over 3 years	-6.35%	-5.38%	-0.97%
Max Drawdown (5Y) Largest decline over 5 years	-22.12%	-22.83%	+0.71%
Max Drawdown (10Y) Largest decline over 10 years	-22.12%	-22.83%	+0.71%
Current Drawdown Current decline from peak	-0.93%	-0.84%	-0.09%
Average Drawdown Average peak-to-trough decline	-3.79%	-4.46%	+0.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	0.97%	0.00%

Volatility

LUBIX vs. DFTEX - Volatility Comparison

Thrivent Income Fund (LUBIX) and DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) have volatilities of 1.45% and 1.39%, 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

	LUBIX	DFTEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.45%	1.39%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	3.08%	3.08%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	4.22%	4.20%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.40%	6.71%	-0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.63%	5.89%	-0.26%

LUBIX vs. DFTEX - Expense Ratio Comparison

LUBIX has a 0.74% expense ratio, which is higher than DFTEX's 0.20% expense ratio.

Dividends

LUBIX vs. DFTEX - Dividend Comparison

LUBIX's dividend yield for the trailing twelve months is around 4.30%, less than DFTEX's 4.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund	4.93%	4.30%	4.27%	3.79%	3.25%	4.12%	3.31%	3.06%	3.24%	2.91%	2.88%	3.90%
LUBIX Thrivent Income Fund	4.30%	4.20%	4.13%	3.06%	3.30%	4.18%	5.21%	3.42%	3.44%	2.99%	3.16%	3.40%

Frequently Asked Questions

Can I hold both LUBIX and DFTEX in my portfolio?

With a correlation of 0.91, LUBIX and DFTEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LUBIX or DFTEX?

LUBIX has higher volatility (1.45%) compared to DFTEX (1.39%). In terms of maximum drawdown, LUBIX dropped -23.52% vs DFTEX's -22.83%.

Which has better risk-adjusted returns?

DFTEX currently has the higher Sharpe Ratio (1.64 vs 1.42), 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.