TSDLX vs. DFAIX
Compare and contrast key facts about T. Rowe Price Short Duration Income Fund (TSDLX) and DFA Short-Duration Real Return Portfolio (DFAIX).
TSDLX is managed by T. Rowe Price. It was launched on Dec 7, 2020. DFAIX is managed by Dimensional. It was launched on Nov 5, 2013.
Performance
TSDLX vs. DFAIX - Performance Comparison
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TSDLX vs. DFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TSDLX T. Rowe Price Short Duration Income Fund | -0.02% | 10.34% | 6.30% | 6.07% | -5.69% | 0.77% | 0.10% |
DFAIX DFA Short-Duration Real Return Portfolio | 0.86% | 4.86% | 6.38% | 5.64% | -2.77% | 5.40% | 0.42% |
Returns By Period
In the year-to-date period, TSDLX achieves a -0.02% return, which is significantly lower than DFAIX's 0.86% return.
TSDLX
- 1D
- 0.11%
- 1M
- -1.15%
- YTD
- -0.02%
- 6M
- 2.61%
- 1Y
- 8.51%
- 3Y*
- 6.90%
- 5Y*
- 3.29%
- 10Y*
- —
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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TSDLX vs. DFAIX - Expense Ratio Comparison
TSDLX has a 0.40% expense ratio, which is higher than DFAIX's 0.22% expense ratio.
Return for Risk
TSDLX vs. DFAIX — Risk / Return Rank
TSDLX
DFAIX
TSDLX vs. DFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Short Duration Income Fund (TSDLX) 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.
| TSDLX | DFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.85 | 3.57 | +0.28 |
Sortino ratioReturn per unit of downside risk | 8.30 | 5.96 | +2.34 |
Omega ratioGain probability vs. loss probability | 2.18 | 2.07 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 7.19 | 8.64 | -1.45 |
Martin ratioReturn relative to average drawdown | 29.70 | 34.01 | -4.31 |
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
| TSDLX | DFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.85 | 3.57 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.44 | 1.21 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | 1.08 | +0.37 |
Correlation
The correlation between TSDLX and DFAIX is 0.33, 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
TSDLX vs. DFAIX - Dividend Comparison
TSDLX's dividend yield for the trailing twelve months is around 8.42%, more than DFAIX's 4.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSDLX T. Rowe Price Short Duration Income Fund | 8.42% | 8.51% | 5.44% | 4.21% | 1.82% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
TSDLX vs. DFAIX - Drawdown Comparison
The maximum TSDLX drawdown since its inception was -7.86%, which is greater than DFAIX's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for TSDLX and DFAIX.
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Drawdown Indicators
| TSDLX | DFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.86% | -5.63% | -2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -0.47% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -7.86% | -5.46% | -2.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.63% | — |
Current DrawdownCurrent decline from peak | -1.15% | -0.28% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -1.83% | -0.95% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 0.12% | +0.18% |
Volatility
TSDLX vs. DFAIX - Volatility Comparison
T. Rowe Price Short Duration Income Fund (TSDLX) and DFA Short-Duration Real Return Portfolio (DFAIX) have volatilities of 0.52% and 0.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSDLX | DFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 0.50% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 0.75% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.40% | 1.07% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.30% | 3.18% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.24% | 2.56% | -0.32% |