BBAG vs. DFCF
BBAG (JPMorgan BetaBuilders U.S. Aggregate Bond ETF) and DFCF (Dimensional Core Fixed Income ETF) are both Intermediate Core Bond funds. BBAG is passively managed, while DFCF is actively managed. Over the past 3 years, BBAG returned 3.86%/yr vs 4.79%/yr for DFCF. Their correlation of 0.94 suggests significant overlap in exposure. BBAG charges 0.03%/yr vs 0.17%/yr for DFCF.
Performance
BBAG vs. DFCF - Performance Comparison
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Returns By Period
In the year-to-date period, BBAG achieves a 0.17% return, which is significantly lower than DFCF's 0.37% return.
BBAG
- 1D
- -0.23%
- 1M
- 0.21%
- YTD
- 0.17%
- 6M
- 0.02%
- 1Y
- 5.12%
- 3Y*
- 3.86%
- 5Y*
- -0.01%
- 10Y*
- —
DFCF
- 1D
- -0.19%
- 1M
- 0.32%
- YTD
- 0.37%
- 6M
- 0.21%
- 1Y
- 5.78%
- 3Y*
- 4.79%
- 5Y*
- —
- 10Y*
- —
BBAG vs. DFCF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BBAG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 0.17% | 7.27% | 1.26% | 5.41% | -13.26% | 0.51% |
DFCF Dimensional Core Fixed Income ETF | 0.37% | 7.89% | 1.86% | 6.94% | -14.48% | 0.23% |
Correlation
The correlation between BBAG and DFCF is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2021 | 0.94 |
The correlation between BBAG and DFCF has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
BBAG vs. DFCF — Risk / Return Rank
BBAG
DFCF
BBAG vs. DFCF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) and Dimensional Core Fixed Income ETF (DFCF). 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.
| BBAG | DFCF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.08 | -0.23 |
| Martin ratioReturn relative to average drawdown | 5.54 | 6.32 | -0.78 |
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
| BBAG | DFCF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.46 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.04 | +0.28 |
Drawdowns
BBAG vs. DFCF - Drawdown Comparison
The maximum BBAG drawdown since its inception was -18.73%, roughly equal to the maximum DFCF drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for BBAG and DFCF.
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Drawdown Indicators
| BBAG | DFCF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.73% | -19.56% | +0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | -2.79% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -6.18% | -5.05% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | — | — |
Current DrawdownCurrent decline from peak | -2.84% | -1.46% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -8.04% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.92% | +0.01% |
Volatility
BBAG vs. DFCF - Volatility Comparison
The current volatility for JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) is 1.24%, while Dimensional Core Fixed Income ETF (DFCF) has a volatility of 1.36%. This indicates that BBAG experiences smaller price fluctuations and is considered to be less risky than DFCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBAG | DFCF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 1.36% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 2.90% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.92% | 3.99% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 6.46% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.80% | 6.46% | -0.66% |
BBAG vs. DFCF - Expense Ratio Comparison
BBAG has a 0.03% expense ratio, which is lower than DFCF's 0.17% 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
BBAG vs. DFCF - Dividend Comparison
BBAG's dividend yield for the trailing twelve months is around 4.37%, more than DFCF's 4.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BBAG JPMorgan BetaBuilders U.S. Aggregate Bond ETF | 4.37% | 4.29% | 4.25% | 3.60% | 2.23% | 1.44% | 2.26% | 2.92% | 0.16% |
DFCF Dimensional Core Fixed Income ETF | 4.31% | 4.48% | 4.61% | 4.51% | 3.27% | 0.16% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, BBAG and DFCF 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.
DFCF has higher volatility (1.36%) compared to BBAG (1.24%). In terms of maximum drawdown, BBAG dropped -18.73% vs DFCF's -19.56%.
On 3-year performance, DFCF leads with 4.79% vs 3.86% for BBAG. On fees, BBAG is cheaper at 0.03% per year. On volatility, BBAG has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DFCF has performed better with a 4.79% return vs 3.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBAG is cheaper with a 0.03% expense ratio, compared with 0.17% for DFCF.
BBAG has the higher dividend yield at 4.37%, compared with 4.31% for DFCF.
They also come from different issuers: JPMorgan and Dimensional. Their fees differ too: 0.03% for BBAG and 0.17% for DFCF.
DFCF currently has the higher Sharpe Ratio (1.46 vs 1.31), 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.
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