MEAR vs. DFIHX

In the year-to-date period, MEAR achieves a 1.51% return, which is significantly higher than DFIHX's 1.41% return. Over the past 10 years, MEAR has underperformed DFIHX with an annualized return of 1.57%, while DFIHX has yielded a comparatively higher 1.70% annualized return.

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MEAR has a 0.25% expense ratio, which is higher than DFIHX's 0.13% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares Short Maturity Municipal Bond ETF (MEAR) and DFA One Year Fixed Income Portfolio (DFIHX). 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.

The current MEAR Sharpe Ratio is 2.94, which is lower than the DFIHX Sharpe Ratio of 5.81. The chart below compares the historical Sharpe Ratios of MEAR and DFIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MEAR's dividend yield for the trailing twelve months is around 3.24%, less than DFIHX's 4.32% yield.

The maximum MEAR drawdown since its inception was -2.68%, smaller than the maximum DFIHX drawdown of -89.99%. Use the drawdown chart below to compare losses from any high point for MEAR and DFIHX.

The current volatility for iShares Short Maturity Municipal Bond ETF (MEAR) is 0.23%, while DFA One Year Fixed Income Portfolio (DFIHX) has a volatility of 0.45%. This indicates that MEAR experiences smaller price fluctuations and is considered to be less risky than DFIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.