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USIG vs. DFAPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USIG vs. DFAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and DFA Investment Grade Portfolio (DFAPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USIG achieves a 0.71% return, which is significantly lower than DFAPX's 0.84% return. Over the past 10 years, USIG has outperformed DFAPX with an annualized return of 2.57%, while DFAPX has yielded a comparatively lower 2.02% annualized return.


USIG

1D
-0.20%
1M
0.66%
YTD
0.71%
6M
0.83%
1Y
5.29%
3Y*
5.41%
5Y*
0.59%
10Y*
2.57%

DFAPX

1D
0.29%
1M
0.89%
YTD
0.84%
6M
0.94%
1Y
4.84%
3Y*
4.66%
5Y*
0.50%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USIG vs. DFAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
0.71%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%5.75%
DFAPX
DFA Investment Grade Portfolio
0.84%7.22%1.81%6.84%-12.92%-1.57%9.19%9.97%-0.24%3.37%

Correlation

The correlation between USIG and DFAPX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.85

The correlation between USIG and DFAPX has been stable across timeframes, ranging from 0.85 to 0.95 - a consistent structural relationship.

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Return for Risk

USIG vs. DFAPX — Risk / Return Rank

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

USIG
USIG Risk / Return Rank: 3838
Overall Rank
USIG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 3838
Sortino Ratio Rank
USIG Omega Ratio Rank: 3535
Omega Ratio Rank
USIG Calmar Ratio Rank: 3939
Calmar Ratio Rank
USIG Martin Ratio Rank: 3939
Martin Ratio Rank

DFAPX
DFAPX Risk / Return Rank: 2525
Overall Rank
DFAPX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DFAPX Sortino Ratio Rank: 2525
Sortino Ratio Rank
DFAPX Omega Ratio Rank: 2323
Omega Ratio Rank
DFAPX Calmar Ratio Rank: 2828
Calmar Ratio Rank
DFAPX Martin Ratio Rank: 2323
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.

USIG vs. DFAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and DFA Investment Grade Portfolio (DFAPX). 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.


USIGDFAPXDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.23

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.90

1.88

+0.03

Martin ratioReturn relative to average drawdown

6.05

5.11

+0.93

USIG vs. DFAPX - Sharpe Ratio Comparison

The current USIG Sharpe Ratio is 1.30, which is comparable to the DFAPX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of USIG and DFAPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USIG vs. DFAPX - Drawdown Comparison

The maximum USIG drawdown since its inception was -22.21%, which is greater than DFAPX's maximum drawdown of -18.30%. Use the drawdown chart below to compare losses from any high point for USIG and DFAPX.


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Drawdown Indicators


USIGDFAPXDifference

Max Drawdown

Largest peak-to-trough decline

-22.21%

-18.30%

-3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.66%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-6.10%

-4.74%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

-18.22%

-3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

-18.30%

-3.15%

Current Drawdown

Current decline from peak

-0.81%

-1.01%

+0.20%

Average Drawdown

Average peak-to-trough decline

-3.41%

-3.46%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.97%

-0.09%

Volatility

USIG vs. DFAPX - Volatility Comparison

iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and DFA Investment Grade Portfolio (DFAPX) have volatilities of 1.14% and 1.14%, 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


USIGDFAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.14%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

2.78%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

3.84%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.82%

5.82%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.83%

4.89%

+1.94%

USIG vs. DFAPX - Expense Ratio Comparison

USIG has a 0.04% expense ratio, which is lower than DFAPX's 0.20% 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%.


Dividends

USIG vs. DFAPX - Dividend Comparison

USIG's dividend yield for the trailing twelve months is around 4.73%, more than DFAPX's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
DFAPX
DFA Investment Grade Portfolio
3.73%3.78%3.79%3.31%2.62%3.31%2.14%2.59%2.67%2.21%2.12%2.45%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.73%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Frequently Asked Questions


With a correlation of 0.93, USIG and DFAPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DFAPX has higher volatility (1.14%) compared to USIG (1.14%). In terms of maximum drawdown, USIG dropped -22.21% vs DFAPX's -18.30%.

DFAPX currently has the higher Sharpe Ratio (1.30 vs 1.30), 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.

Portfolio Optimizer

Find the right allocation for USIG and DFAPX

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