SLQD vs. DFAIX
Compare and contrast key facts about iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and DFA Short-Duration Real Return Portfolio (DFAIX).
SLQD is a passively managed fund by iShares that tracks the performance of the Markit iBoxx USD Liquid Investment Grade 0-5 Index. It was launched on Oct 15, 2013. DFAIX is managed by Dimensional. It was launched on Nov 5, 2013.
Performance
SLQD vs. DFAIX - Performance Comparison
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SLQD vs. DFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLQD iShares 0-5 Year Investment Grade Corporate Bond ETF | 0.29% | 6.27% | 4.94% | 5.98% | -4.38% | -0.61% | 4.76% | 6.09% | 1.09% | 2.12% |
DFAIX DFA Short-Duration Real Return Portfolio | 0.86% | 4.86% | 6.38% | 5.64% | -2.77% | 5.40% | 2.75% | 5.63% | 0.11% | 1.71% |
Returns By Period
In the year-to-date period, SLQD achieves a 0.29% return, which is significantly lower than DFAIX's 0.86% return. Over the past 10 years, SLQD has underperformed DFAIX with an annualized return of 2.68%, while DFAIX has yielded a comparatively higher 3.20% annualized return.
SLQD
- 1D
- 0.21%
- 1M
- -0.59%
- YTD
- 0.29%
- 6M
- 1.48%
- 1Y
- 4.74%
- 3Y*
- 5.22%
- 5Y*
- 2.52%
- 10Y*
- 2.68%
DFAIX
- 1D
- 0.19%
- 1M
- -0.09%
- YTD
- 0.86%
- 6M
- 1.22%
- 1Y
- 3.68%
- 3Y*
- 5.27%
- 5Y*
- 3.82%
- 10Y*
- 3.20%
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SLQD vs. DFAIX - Expense Ratio Comparison
SLQD has a 0.06% expense ratio, which is lower than DFAIX's 0.22% 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%.
Return for Risk
SLQD vs. DFAIX — Risk / Return Rank
SLQD
DFAIX
SLQD vs. DFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and DFA Short-Duration Real Return Portfolio (DFAIX). 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.
| SLQD | DFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 3.57 | -1.09 |
Sortino ratioReturn per unit of downside risk | 3.70 | 5.96 | -2.26 |
Omega ratioGain probability vs. loss probability | 1.56 | 2.07 | -0.51 |
Calmar ratioReturn relative to maximum drawdown | 4.50 | 8.64 | -4.14 |
Martin ratioReturn relative to average drawdown | 18.76 | 34.01 | -15.25 |
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
| SLQD | DFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 3.57 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 1.21 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 1.26 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 1.08 | -0.25 |
Correlation
The correlation between SLQD and DFAIX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SLQD vs. DFAIX - Dividend Comparison
SLQD's dividend yield for the trailing twelve months is around 4.22%, less than DFAIX's 4.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLQD iShares 0-5 Year Investment Grade Corporate Bond ETF | 4.22% | 4.15% | 3.71% | 2.99% | 2.00% | 1.67% | 2.34% | 2.89% | 2.55% | 1.98% | 1.81% | 1.43% |
DFAIX DFA Short-Duration Real Return Portfolio | 4.61% | 4.65% | 4.14% | 3.66% | 1.68% | 0.98% | 0.82% | 2.53% | 2.72% | 1.71% | 1.41% | 1.29% |
Drawdowns
SLQD vs. DFAIX - Drawdown Comparison
The maximum SLQD drawdown since its inception was -12.69%, which is greater than DFAIX's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for SLQD and DFAIX.
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Drawdown Indicators
| SLQD | DFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.69% | -5.63% | -7.06% |
Max Drawdown (1Y)Largest decline over 1 year | -1.06% | -0.47% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -7.63% | -5.46% | -2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -12.69% | -5.63% | -7.06% |
Current DrawdownCurrent decline from peak | -0.59% | -0.28% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -0.88% | -0.95% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 0.12% | +0.14% |
Volatility
SLQD vs. DFAIX - Volatility Comparison
iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) has a higher volatility of 0.73% compared to DFA Short-Duration Real Return Portfolio (DFAIX) at 0.50%. This indicates that SLQD's price experiences larger fluctuations and is considered to be riskier than DFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLQD | DFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.73% | 0.50% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 1.00% | 0.75% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.92% | 1.07% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.43% | 3.18% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.14% | 2.56% | +0.58% |