GOVT vs DFAC

Comparison between ISHARES U.S. TREASURY BOND ETF (GOVT, ETF) and DIMENSIONAL U.S. CORE EQUITY 2 ETF (DFAC, ETF).

5-Year PerformanceDFAC has outperformed GOVT, delivering a return of +11.7% compared to -0.3%

GOVT vs DFAC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GOVT(ETF)	DFAC(ETF)
Net Assets	$41B	$40B
Expense Ratio	0.05%	0.17%
Max Drawdown	23.67%	23.86%
Sharpe Ratio	-0.04	2.01
5Y Beta	-0.00	0.96
P/E Ratio	N/A	25.31
Forward P/E	N/A	18.29
5Y Dividends CAGR	10.36%	N/A
5Y EPS CAGR	N/A	21.95%
P/S Ratio	N/A	2.23
P/B Ratio	N/A	3.81

Net Assets

Winner

GOVT

$41B

DFAC

$40B

Expense Ratio

Winner

GOVT

0.05%

DFAC

0.17%

Max Drawdown

Winner

GOVT

23.67%

DFAC

23.86%

Sharpe Ratio

GOVT

-0.04

Winner

DFAC

2.01

5Y Beta

Winner

GOVT

-0.00

DFAC

0.96

P/E Ratio

GOVT

N/A

DFAC

25.31

Forward P/E

GOVT

N/A

DFAC

18.29

5Y Dividends CAGR

GOVT

10.36%

DFAC

N/A

5Y EPS CAGR

GOVT

N/A

DFAC

21.95%

P/S Ratio

GOVT

N/A

DFAC

2.23

P/B Ratio

GOVT

N/A

DFAC

3.81

GOVT vs DFAC - Historical Returns

Returns include dividend reinvestment.

Period	GOVT	DFAC
1 month	-0.09%	+6.86%
3 months	-0.15%	+4.46%
6 months	+0.35%	+12.30%
1 year	+4.02%	+31.66%
5 years(CAGR)	-0.35%	+11.68%
10 years(CAGR)	+0.94%	N/A
Max(CAGR)	+1.28%	+11.68%

GOVT

-0.09%

Winner

DFAC

+6.86%

GOVT

-0.15%

Winner

DFAC

+4.46%

GOVT

+0.35%

Winner

DFAC

+12.30%

GOVT

+4.02%

Winner

DFAC

+31.66%

5Y(CAGR)

GOVT

-0.35%

Winner

DFAC

+11.68%

10Y(CAGR)

GOVT

+0.94%

DFAC

N/A

Max(CAGR)

GOVT

+1.28%

Winner

DFAC

+11.68%

GOVT vs DFAC - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	GOVT	DFAC
2026	+0.31%	+8.74%
2025	+6.15%	+15.76%
2024	+3.27%	+20.22%
2023	+3.62%	+22.46%
2022	-11.87%	-15.31%
2021	-1.60%	+9.52%
2020	+7.08%	N/A
2019	+6.49%	N/A
2018	+0.54%	N/A
2017	+2.19%	N/A
2016	+0.60%	N/A
2015	+0.32%	N/A
2014	+4.75%	N/A
2013	-2.37%	N/A
2012	+2.23%	N/A

GOVT vs DFAC Drawdown Comparison

The maximum drawdown for GOVT was -19.07%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for DFAC was -23.11%, occurring on Sep 30, 2022. Recovery took 488 trading sessions.

The current GOVT drawdown is -6.83%. The current DFAC drawdown is -0.16%.

Rank	GOVT	DFAC
#1	-19.07% Aug 4, 2020 - Oct 19, 2023	-23.11% Jan 4, 2022 - Dec 13, 2023
#2	-5.87% Jul 8, 2016 - May 13, 2019	-20.02% Dec 4, 2024 - Jul 3, 2025
#3	-4.56% Mar 9, 2020 - Apr 21, 2020	-8.49% Feb 9, 2026 - Apr 15, 2026
#4	-4.55% May 1, 2013 - Oct 8, 2014	-8.27% Jul 16, 2024 - Sep 19, 2024
#5	-3.54% Jan 30, 2015 - Jan 29, 2016	-5.82% Mar 28, 2024 - May 15, 2024
#6	-2.63% Sep 4, 2019 - Jan 29, 2020	-5.54% Nov 16, 2021 - Dec 27, 2021
#7	-2.14% Apr 21, 2020 - Jul 23, 2020	-4.82% Oct 27, 2025 - Nov 28, 2025
#8	-1.93% Jul 25, 2012 - May 1, 2013	-4.49% Sep 2, 2021 - Oct 20, 2021
#9	-1.93% Mar 8, 2012 - Apr 23, 2012	-3.87% Jul 12, 2021 - Jul 29, 2021
#10	-1.74% Feb 11, 2016 - Apr 7, 2016	-3.19% Oct 6, 2025 - Oct 24, 2025
#11	-1.27% Apr 7, 2016 - May 13, 2016	-3.12% Jun 15, 2021 - Jun 25, 2021
#12	-1.25% Jun 1, 2012 - Jul 16, 2012	-2.97% Oct 18, 2024 - Nov 6, 2024
#13	-1.16% Oct 15, 2014 - Dec 12, 2014	-2.75% Jul 25, 2025 - Aug 12, 2025
#14	-1.07% Dec 16, 2014 - Jan 5, 2015	-2.59% Dec 27, 2023 - Jan 22, 2024
#15	-0.97% Jul 3, 2019 - Aug 1, 2019	-2.55% Nov 11, 2024 - Nov 25, 2024

Correlation

Correlation between GOVT and DFAC is 0.43 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.43

-101

Dividend Comparison (2012 - 2026)

GOVT vs DFAC dividend yield comparison.

Year	GOVT	DFAC
2026	1.19%	0.23%
2025	3.49%	0.97%
2024	3.14%	1.03%
2023	2.65%	1.20%
2022	1.77%	1.50%
2021	0.95%	0.88%
2020	2.17%	0.00%
2019	1.98%	0.00%
2018	1.97%	0.00%
2017	1.57%	0.00%
2016	1.40%	0.00%
2015	1.25%	0.00%
2014	1.17%	0.00%
2013	0.93%	0.00%
2012	0.85%	0.00%