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SPMFX vs. DFSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPMFX vs. DFSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic Municipal Fixed Income Fund (SPMFX) and DFA Short Term Municipal Bond Portfolio (DFSMX). The values are adjusted to include any dividend payments, if applicable.

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SPMFX vs. DFSMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPMFX
Symmetry Panoramic Municipal Fixed Income Fund
-0.38%3.23%1.81%3.41%-3.04%-0.31%1.47%2.31%0.88%
DFSMX
DFA Short Term Municipal Bond Portfolio
0.55%2.30%2.84%2.98%-0.36%-0.11%0.83%1.62%0.47%

Returns By Period

In the year-to-date period, SPMFX achieves a -0.38% return, which is significantly lower than DFSMX's 0.55% return.


SPMFX

1D
0.20%
1M
-2.06%
YTD
-0.38%
6M
0.71%
1Y
3.03%
3Y*
2.22%
5Y*
0.98%
10Y*

DFSMX

1D
0.04%
1M
-0.05%
YTD
0.55%
6M
1.10%
1Y
2.45%
3Y*
2.60%
5Y*
1.63%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPMFX vs. DFSMX - Expense Ratio Comparison

SPMFX has a 0.41% expense ratio, which is higher than DFSMX's 0.20% expense ratio.


Return for Risk

SPMFX vs. DFSMX — Risk / Return Rank

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

SPMFX
SPMFX Risk / Return Rank: 5757
Overall Rank
SPMFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPMFX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMFX Omega Ratio Rank: 7272
Omega Ratio Rank
SPMFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPMFX Martin Ratio Rank: 4646
Martin Ratio Rank

DFSMX
DFSMX Risk / Return Rank: 9999
Overall Rank
DFSMX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFSMX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFSMX Omega Ratio Rank: 9999
Omega Ratio Rank
DFSMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFSMX Martin Ratio Rank: 9898
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.

SPMFX vs. DFSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Municipal Fixed Income Fund (SPMFX) and DFA Short Term Municipal Bond Portfolio (DFSMX). 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.


SPMFXDFSMXDifference

Sharpe ratio

Return per unit of total volatility

1.12

3.68

-2.56

Sortino ratio

Return per unit of downside risk

1.40

6.50

-5.10

Omega ratio

Gain probability vs. loss probability

1.28

3.20

-1.92

Calmar ratio

Return relative to maximum drawdown

1.44

4.59

-3.15

Martin ratio

Return relative to average drawdown

4.70

21.83

-17.14

SPMFX vs. DFSMX - Sharpe Ratio Comparison

The current SPMFX Sharpe Ratio is 1.12, which is lower than the DFSMX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of SPMFX and DFSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPMFXDFSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

3.68

-2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

2.11

-1.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.78

-1.12

Correlation

The correlation between SPMFX and DFSMX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPMFX vs. DFSMX - Dividend Comparison

SPMFX's dividend yield for the trailing twelve months is around 2.38%, less than DFSMX's 2.43% yield.


TTM20252024202320222021202020192018201720162015
SPMFX
Symmetry Panoramic Municipal Fixed Income Fund
2.38%2.05%2.50%1.52%0.59%0.27%0.68%1.00%0.08%0.00%0.00%0.00%
DFSMX
DFA Short Term Municipal Bond Portfolio
2.43%2.08%2.80%1.94%0.63%0.19%0.83%1.22%1.11%0.95%0.94%0.95%

Drawdowns

SPMFX vs. DFSMX - Drawdown Comparison

The maximum SPMFX drawdown since its inception was -5.39%, which is greater than DFSMX's maximum drawdown of -2.66%. Use the drawdown chart below to compare losses from any high point for SPMFX and DFSMX.


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Drawdown Indicators


SPMFXDFSMXDifference

Max Drawdown

Largest peak-to-trough decline

-5.39%

-2.66%

-2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-0.39%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-5.39%

-1.67%

-3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-1.69%

Current Drawdown

Current decline from peak

-2.06%

-0.06%

-2.00%

Average Drawdown

Average peak-to-trough decline

-1.01%

-0.24%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.10%

+0.64%

Volatility

SPMFX vs. DFSMX - Volatility Comparison

Symmetry Panoramic Municipal Fixed Income Fund (SPMFX) has a higher volatility of 1.26% compared to DFA Short Term Municipal Bond Portfolio (DFSMX) at 0.11%. This indicates that SPMFX's price experiences larger fluctuations and is considered to be riskier than DFSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPMFXDFSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

0.11%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

0.37%

+1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

0.68%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

0.78%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

0.77%

+1.14%