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SPTI vs. DFIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPTI vs. DFIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and DFA Intermediate Government Fixed Income Portfolio (DFIGX). The values are adjusted to include any dividend payments, if applicable.

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SPTI vs. DFIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
-0.01%7.46%1.32%4.24%-10.65%-2.55%7.70%6.01%2.27%1.04%
DFIGX
DFA Intermediate Government Fixed Income Portfolio
-0.02%6.33%0.47%4.58%-13.12%-3.14%9.10%7.22%0.92%1.65%

Returns By Period

In the year-to-date period, SPTI achieves a -0.01% return, which is significantly higher than DFIGX's -0.02% return. Over the past 10 years, SPTI has outperformed DFIGX with an annualized return of 1.41%, while DFIGX has yielded a comparatively lower 0.90% annualized return.


SPTI

1D
0.17%
1M
-1.63%
YTD
-0.01%
6M
1.04%
1Y
4.15%
3Y*
3.32%
5Y*
0.32%
10Y*
1.41%

DFIGX

1D
0.52%
1M
-1.94%
YTD
-0.02%
6M
0.91%
1Y
2.96%
3Y*
2.65%
5Y*
-0.29%
10Y*
0.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPTI vs. DFIGX - Expense Ratio Comparison

SPTI has a 0.06% expense ratio, which is lower than DFIGX's 0.11% 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

SPTI vs. DFIGX — Risk / Return Rank

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

SPTI
SPTI Risk / Return Rank: 6363
Overall Rank
SPTI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPTI Sortino Ratio Rank: 6767
Sortino Ratio Rank
SPTI Omega Ratio Rank: 5353
Omega Ratio Rank
SPTI Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPTI Martin Ratio Rank: 6060
Martin Ratio Rank

DFIGX
DFIGX Risk / Return Rank: 3636
Overall Rank
DFIGX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DFIGX Sortino Ratio Rank: 3131
Sortino Ratio Rank
DFIGX Omega Ratio Rank: 2323
Omega Ratio Rank
DFIGX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DFIGX Martin Ratio Rank: 3131
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.

SPTI vs. DFIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) and DFA Intermediate Government Fixed Income Portfolio (DFIGX). 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.


SPTIDFIGXDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.74

+0.33

Sortino ratio

Return per unit of downside risk

1.62

1.10

+0.53

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.83

1.40

+0.43

Martin ratio

Return relative to average drawdown

5.63

3.34

+2.29

SPTI vs. DFIGX - Sharpe Ratio Comparison

The current SPTI Sharpe Ratio is 1.08, which is higher than the DFIGX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SPTI and DFIGX, 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


SPTIDFIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.74

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

-0.05

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.17

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.99

-0.43

Correlation

The correlation between SPTI and DFIGX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPTI vs. DFIGX - Dividend Comparison

SPTI's dividend yield for the trailing twelve months is around 3.81%, more than DFIGX's 2.30% yield.


TTM20252024202320222021202020192018201720162015
SPTI
SPDR Portfolio Intermediate Term Treasury ETF
3.81%3.79%3.77%2.99%1.45%0.53%0.75%2.02%1.97%1.46%1.23%1.18%
DFIGX
DFA Intermediate Government Fixed Income Portfolio
2.30%2.22%2.82%2.33%1.78%2.36%4.14%2.16%2.19%1.57%1.66%2.49%

Drawdowns

SPTI vs. DFIGX - Drawdown Comparison

The maximum SPTI drawdown since its inception was -16.12%, smaller than the maximum DFIGX drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for SPTI and DFIGX.


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Drawdown Indicators


SPTIDFIGXDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-19.56%

+3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.39%

-2.58%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.06%

-17.62%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-16.12%

-19.56%

+3.44%

Current Drawdown

Current decline from peak

-2.00%

-7.39%

+5.39%

Average Drawdown

Average peak-to-trough decline

-2.93%

-3.09%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

1.08%

-0.30%

Volatility

SPTI vs. DFIGX - Volatility Comparison

The current volatility for SPDR Portfolio Intermediate Term Treasury ETF (SPTI) is 1.35%, while DFA Intermediate Government Fixed Income Portfolio (DFIGX) has a volatility of 1.53%. This indicates that SPTI experiences smaller price fluctuations and is considered to be less risky than DFIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTIDFIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.53%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

2.60%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

4.42%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.34%

6.21%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

5.35%

-0.99%