AVIE vs. DIPSX

Last updated Jun 23, 2026

AVIE (Avantis Inflation Focused Equity ETF) and DIPSX (DFA Inflation-Protected Securities Portfolio) are both funds - AVIE is a Large Cap Blend Equities fund actively managed by Avantis, while DIPSX is a Inflation-Protected Bonds fund managed by Dimensional. Over the past 3 years, AVIE returned 12.88%/yr vs 3.51%/yr for DIPSX. At a 0.11 correlation, their price movements are largely independent. AVIE charges 0.25%/yr vs 0.11%/yr for DIPSX.

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.

Returns By Period

In the year-to-date period, AVIE achieves a 12.27% return, which is significantly higher than DIPSX's 1.26% return.

AVIE

• 1D: 0.62%
• 1M: -1.83%
• YTD: 12.27%
• 6M: 12.05%
• 1Y: 21.85%
• 3Y*: 12.88%
• 5Y*: —
• 10Y*: —

DIPSX

• 1D: 0.36%
• 1M: 0.36%
• YTD: 1.26%
• 6M: 1.35%
• 1Y: 2.88%
• 3Y*: 3.51%
• 5Y*: 0.89%
• 10Y*: 2.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIE vs. DIPSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	12.27%	11.37%	6.17%	4.19%	15.20%
DIPSX DFA Inflation-Protected Securities Portfolio	1.26%	5.77%	2.02%	3.93%	-0.18%

Correlation

The correlation between AVIE and DIPSX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.11

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: 74
AVIE Sharpe Ratio Rank: 71
AVIE Sortino Ratio Rank: 74
AVIE Omega Ratio Rank: 67
AVIE Calmar Ratio Rank: 84
AVIE Martin Ratio Rank: 74

DIPSX

DIPSX Risk / Return Rank: 14
DIPSX Sharpe Ratio Rank: 12
DIPSX Sortino Ratio Rank: 12
DIPSX Omega Ratio Rank: 11
DIPSX Calmar Ratio Rank: 20
DIPSX Martin Ratio Rank: 17

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.

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.

	AVIE	DIPSX	Difference
Sharpe ratio: Return per unit of total volatility	2.21	0.88	+1.32
Sortino ratio: Return per unit of downside risk	3.16	1.29	+1.87
Omega ratio: Gain probability vs. loss probability	1.39	1.16	+0.23
Calmar ratio: Return relative to maximum drawdown	4.42	1.52	+2.89
Martin ratio: Return relative to average drawdown	13.43	4.22	+9.21

AVIE vs. DIPSX - Sharpe Ratio Comparison

The current AVIE Sharpe Ratio is 2.21, which is higher than the DIPSX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of AVIE and DIPSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	AVIE	DIPSX	Difference
Max Drawdown Largest peak-to-trough decline	-12.39%	-14.64%	+2.25%
Max Drawdown (1Y) Largest decline over 1 year	-4.97%	-2.03%	-2.94%
Max Drawdown (3Y) Largest decline over 3 years	-12.39%	-4.75%	-7.64%
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	-2.39%	-1.04%	-1.35%
Average Drawdown Average peak-to-trough decline	-3.00%	-4.54%	+1.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	0.73%	+0.90%

Volatility

AVIE vs. DIPSX - Volatility Comparison

Avantis Inflation Focused Equity ETF (AVIE) has a higher volatility of 2.78% compared to DFA Inflation-Protected Securities Portfolio (DIPSX) at 1.12%. 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.

Volatility by Period

	AVIE	DIPSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	1.12%	+1.66%
Volatility (6M) Calculated over the trailing 6-month period	7.03%	2.39%	+4.64%
Volatility (1Y) Calculated over the trailing 1-year period	9.97%	3.51%	+6.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.90%	6.34%	+6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.90%	5.71%	+7.19%

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%.

Dividends

AVIE vs. DIPSX - Dividend Comparison

AVIE's dividend yield for the trailing twelve months is around 1.89%, less than DIPSX's 2.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVIE Avantis Inflation Focused Equity ETF	1.89%	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	2.03%	2.43%	2.70%	3.73%	8.14%	4.86%	1.58%	2.12%	2.28%	2.64%	1.99%	0.69%

Frequently Asked Questions

Can I hold both AVIE and DIPSX in my portfolio?

AVIE and DIPSX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVIE or DIPSX?

AVIE has higher volatility (2.78%) compared to DIPSX (1.12%). In terms of maximum drawdown, AVIE dropped -12.39% vs DIPSX's -14.64%.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (2.21 vs 0.88), 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.