PEDIX vs. DFFGX
PEDIX (PIMCO Extended Duration Fund) and DFFGX (DFA Short-Term Government Portfolio) are both Government Bonds funds. Over the past 10 years, PEDIX returned -4.27%/yr vs 1.21%/yr for DFFGX. Their 0.47 correlation means their historical movements had little consistent relationship. PEDIX charges 0.50%/yr vs 0.18%/yr for DFFGX.
Performance
PEDIX vs. DFFGX - Performance Comparison
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Returns By Period
In the year-to-date period, PEDIX achieves a -5.53% return, which is significantly lower than DFFGX's 1.79% return. Over the past 10 years, PEDIX has underperformed DFFGX with an annualized return of -4.27%, while DFFGX has yielded a comparatively higher 1.21% annualized return.
PEDIX
- 1D
- -0.17%
- 1M
- -5.94%
- 6M
- -5.80%
- YTD
- -5.53%
- 1Y
- -4.34%
- 3Y*
- -5.13%
- 5Y*
- -12.22%
- 10Y*
- -4.27%
- ALL TIME*
- 3.23%
DFFGX
- 1D
- 0.00%
- 1M
- 0.20%
- 6M
- 1.48%
- YTD
- 1.79%
- 1Y
- 3.51%
- 3Y*
- 4.13%
- 5Y*
- 1.83%
- 10Y*
- 1.21%
- ALL TIME*
- 24.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PEDIX vs. DFFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEDIX PIMCO Extended Duration Fund | -5.53% | 3.01% | -12.61% | 2.71% | -40.33% | -5.54% | 24.68% | 18.66% | -4.01% | 13.85% |
DFFGX DFA Short-Term Government Portfolio | 1.79% | 3.12% | 5.29% | 5.01% | -4.41% | -1.27% | 0.39% | 2.52% | 1.17% | 0.51% |
Correlation
The correlation between PEDIX and DFFGX is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2006 | 0.47 |
Over the past year, the correlation between PEDIX and DFFGX has dropped to 0.24 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
PEDIX vs. DFFGX — Risk / Return Rank
PEDIX
DFFGX
PEDIX vs. DFFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Extended Duration Fund (PEDIX) 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.
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.
| PEDIX | DFFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.51 | ||
| Sortino ratioReturn per unit of downside risk | -7.86 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 3.47 | -2.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 11.83 | -12.00 |
| Martin ratioReturn relative to average drawdown | -0.36 | 74.15 | -74.51 |
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Drawdowns
PEDIX vs. DFFGX - Drawdown Comparison
The maximum PEDIX drawdown since its inception was -60.38%, which is greater than DFFGX's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for PEDIX and DFFGX.
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Drawdown Indicators
| PEDIX | DFFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.38% | -6.49% | -53.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.59% | -0.30% | -12.29% |
Max Drawdown (3Y)Largest decline over 3 years | -22.63% | -1.19% | -21.44% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -6.49% | -49.66% |
Max Drawdown (10Y)Largest decline over 10 years | -60.38% | -6.49% | -53.89% |
Current DrawdownCurrent decline from peak | -55.62% | 0.00% | -55.62% |
Average DrawdownAverage peak-to-trough decline | -21.45% | -0.76% | -20.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 0.05% | +5.91% |
Volatility
PEDIX vs. DFFGX - Volatility Comparison
PIMCO Extended Duration Fund (PEDIX) has a higher volatility of 3.90% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.34%. This indicates that PEDIX'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
| PEDIX | DFFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 0.34% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 0.70% | +10.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.69% | 0.81% | +13.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 1.84% | +20.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 1.55% | +18.93% |
PEDIX vs. DFFGX - Expense Ratio Comparison
PEDIX has a 0.50% expense ratio, which is higher than DFFGX's 0.18% expense ratio.
Dividends
PEDIX vs. DFFGX - Dividend Comparison
PEDIX's dividend yield for the trailing twelve months is around 3.84%, more than DFFGX's 3.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFGX DFA Short-Term Government Portfolio | 3.77% | 2.98% | 4.87% | 3.57% | 1.85% | 0.15% | 0.29% | 1.83% | 1.53% | 1.18% | 0.99% | 1.27% |
PEDIX PIMCO Extended Duration Fund | 3.84% | 3.41% | 1.86% | 4.59% | 3.02% | 27.69% | 22.31% | 2.35% | 3.91% | 4.00% | 8.05% | 4.96% |
Frequently Asked Questions
PEDIX and DFFGX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEDIX has higher volatility (3.90%) compared to DFFGX (0.34%). In terms of maximum drawdown, PEDIX dropped -60.38% vs DFFGX's -6.49%.
DFFGX currently has the higher Sharpe Ratio (4.37 vs -0.15), 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.
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