PortfoliosLab logoPortfoliosLab logo
MUB vs. DFEQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB vs. DFEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares National AMT-Free Muni Bond ETF (MUB) and DFA Short-Term Extended Quality Portfolio (DFEQX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MUB achieves a 1.28% return, which is significantly lower than DFEQX's 1.50% return. Both investments have delivered pretty close results over the past 10 years, with MUB having a 1.92% annualized return and DFEQX not far ahead at 1.93%.


MUB

1D
-0.01%
1M
0.63%
YTD
1.28%
6M
1.80%
1Y
6.40%
3Y*
3.35%
5Y*
0.80%
10Y*
1.92%

DFEQX

1D
0.19%
1M
0.62%
YTD
1.50%
6M
1.79%
1Y
3.70%
3Y*
4.87%
5Y*
2.03%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB vs. DFEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUB
iShares National AMT-Free Muni Bond ETF
1.28%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%
DFEQX
DFA Short-Term Extended Quality Portfolio
1.50%4.27%5.50%5.44%-5.18%-0.60%2.24%4.51%1.34%1.51%

Correlation

The correlation between MUB and DFEQX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.48

The correlation between MUB and DFEQX shifts across timeframes, from 0.29 (3 years) to 0.48 (all time), 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

MUB vs. DFEQX — Risk / Return Rank

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

MUB
MUB Risk / Return Rank: 6969
Overall Rank
MUB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 8181
Sortino Ratio Rank
MUB Omega Ratio Rank: 8585
Omega Ratio Rank
MUB Calmar Ratio Rank: 5151
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
Martin Ratio Rank

DFEQX
DFEQX Risk / Return Rank: 9797
Overall Rank
DFEQX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DFEQX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DFEQX Omega Ratio Rank: 9898
Omega Ratio Rank
DFEQX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DFEQX Martin Ratio Rank: 9696
Martin Ratio Rank
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.

MUB vs. DFEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares National AMT-Free Muni Bond ETF (MUB) and DFA Short-Term Extended Quality Portfolio (DFEQX). 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.


MUBDFEQXDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

1.44

2.08

-0.64

Calmar ratioReturn relative to maximum drawdown

2.22

5.07

-2.85

Martin ratioReturn relative to average drawdown

7.77

21.16

-13.39

MUB vs. DFEQX - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 2.16, which is lower than the DFEQX Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of MUB and DFEQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MUB vs. DFEQX - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, which is greater than DFEQX's maximum drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for MUB and DFEQX.


Loading charts...

Drawdown Indicators


MUBDFEQXDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-8.40%

-5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-0.76%

-2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-1.16%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

-8.40%

-3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

-8.40%

-5.28%

Current Drawdown

Current decline from peak

-0.66%

0.00%

-0.66%

Average Drawdown

Average peak-to-trough decline

-2.23%

-0.95%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.18%

+0.62%

Volatility

MUB vs. DFEQX - Volatility Comparison

iShares National AMT-Free Muni Bond ETF (MUB) has a higher volatility of 1.01% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.46%. This indicates that MUB's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MUBDFEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.46%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.25%

0.91%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

1.10%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

2.08%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

1.69%

+3.23%

MUB vs. DFEQX - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is lower than DFEQX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MUB vs. DFEQX - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.17%, less than DFEQX's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
DFEQX
DFA Short-Term Extended Quality Portfolio
4.12%3.62%4.40%3.34%1.78%1.05%0.47%2.18%3.14%1.51%1.59%1.72%
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


MUB and DFEQX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUB has higher volatility (1.01%) compared to DFEQX (0.46%). In terms of maximum drawdown, MUB dropped -13.68% vs DFEQX's -8.40%.

DFEQX currently has the higher Sharpe Ratio (3.53 vs 2.16), 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.

Portfolio Optimizer

Find the right allocation for MUB and DFEQX

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