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AVIE vs. DIPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVIE vs. DIPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Inflation Focused Equity ETF (AVIE) and DFA Inflation-Protected Securities Portfolio (DIPSX). The values are adjusted to include any dividend payments, if applicable.

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AVIE vs. DIPSX - Yearly Performance Comparison


2026 (YTD)2025202420232022
AVIE
Avantis Inflation Focused Equity ETF
11.28%11.37%6.17%4.19%14.70%
DIPSX
DFA Inflation-Protected Securities Portfolio
0.36%5.77%2.02%3.93%1.32%

Returns By Period

In the year-to-date period, AVIE achieves a 11.28% return, which is significantly higher than DIPSX's 0.36% return.


AVIE

1D
0.70%
1M
-2.00%
YTD
11.28%
6M
16.70%
1Y
15.15%
3Y*
12.31%
5Y*
10Y*

DIPSX

1D
0.63%
1M
-1.41%
YTD
0.36%
6M
0.19%
1Y
1.69%
3Y*
2.74%
5Y*
1.18%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVIE vs. DIPSX - Expense Ratio Comparison

AVIE has a 0.25% expense ratio, which is higher than DIPSX's 0.11% expense ratio. However, 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

AVIE vs. DIPSX — Risk / Return Rank

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

AVIE
AVIE Risk / Return Rank: 5454
Overall Rank
AVIE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AVIE Sortino Ratio Rank: 5656
Sortino Ratio Rank
AVIE Omega Ratio Rank: 5959
Omega Ratio Rank
AVIE Calmar Ratio Rank: 5555
Calmar Ratio Rank
AVIE Martin Ratio Rank: 4242
Martin Ratio Rank

DIPSX
DIPSX Risk / Return Rank: 2222
Overall Rank
DIPSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DIPSX Sortino Ratio Rank: 1616
Sortino Ratio Rank
DIPSX Omega Ratio Rank: 1515
Omega Ratio Rank
DIPSX Calmar Ratio Rank: 3434
Calmar Ratio Rank
DIPSX Martin Ratio Rank: 2525
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.

AVIE vs. DIPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Inflation Focused Equity ETF (AVIE) and DFA Inflation-Protected Securities Portfolio (DIPSX). 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.


AVIEDIPSXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.48

+0.56

Sortino ratio

Return per unit of downside risk

1.44

0.68

+0.76

Omega ratio

Gain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratio

Return relative to maximum drawdown

1.40

0.93

+0.47

Martin ratio

Return relative to average drawdown

4.02

2.70

+1.32

AVIE vs. DIPSX - Sharpe Ratio Comparison

The current AVIE Sharpe Ratio is 1.04, which is higher than the DIPSX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of AVIE and DIPSX, 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


AVIEDIPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.48

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.31

+0.75

Correlation

The correlation between AVIE and DIPSX is 0.12, 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

AVIE vs. DIPSX - Dividend Comparison

AVIE's dividend yield for the trailing twelve months is around 1.47%, less than DIPSX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
AVIE
Avantis Inflation Focused Equity ETF
1.47%1.75%1.89%3.72%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIPSX
DFA Inflation-Protected Securities Portfolio
2.05%2.43%2.70%3.73%8.14%4.86%1.58%2.12%2.28%2.64%1.99%0.69%

Drawdowns

AVIE vs. DIPSX - Drawdown Comparison

The maximum AVIE drawdown since its inception was -12.39%, smaller than the maximum DIPSX drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for AVIE and DIPSX.


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Drawdown Indicators


AVIEDIPSXDifference

Max Drawdown

Largest peak-to-trough decline

-12.39%

-14.64%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-3.02%

-8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

Current Drawdown

Current decline from peak

-2.09%

-1.92%

-0.17%

Average Drawdown

Average peak-to-trough decline

-3.10%

-4.60%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

1.04%

+2.98%

Volatility

AVIE vs. DIPSX - Volatility Comparison

Avantis Inflation Focused Equity ETF (AVIE) has a higher volatility of 3.07% compared to DFA Inflation-Protected Securities Portfolio (DIPSX) at 1.40%. This indicates that AVIE's price experiences larger fluctuations and is considered to be riskier than DIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIEDIPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

1.40%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

2.35%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

4.31%

+10.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.10%

6.37%

+6.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.10%

5.73%

+7.37%