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BIV vs. DFCF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. DFCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index ETF (BIV) and Dimensional Core Fixed Income ETF (DFCF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIV achieves a -0.11% return, which is significantly lower than DFCF's 0.54% return.


BIV

1D
0.13%
1M
0.04%
YTD
-0.11%
6M
-0.10%
1Y
4.33%
3Y*
4.34%
5Y*
0.28%
10Y*
1.93%

DFCF

1D
0.17%
1M
0.27%
YTD
0.54%
6M
0.56%
1Y
5.32%
3Y*
4.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. DFCF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.11%8.52%1.57%6.07%-13.21%0.70%
DFCF
Dimensional Core Fixed Income ETF
0.54%7.89%1.86%6.94%-14.48%0.23%

Correlation

The correlation between BIV and DFCF is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.96

The correlation between BIV and DFCF has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

BIV vs. DFCF — Risk / Return Rank

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

BIV
BIV Risk / Return Rank: 3030
Overall Rank
BIV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3030
Sortino Ratio Rank
BIV Omega Ratio Rank: 2828
Omega Ratio Rank
BIV Calmar Ratio Rank: 2929
Calmar Ratio Rank
BIV Martin Ratio Rank: 2929
Martin Ratio Rank

DFCF
DFCF Risk / Return Rank: 3838
Overall Rank
DFCF Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DFCF Sortino Ratio Rank: 3939
Sortino Ratio Rank
DFCF Omega Ratio Rank: 3636
Omega Ratio Rank
DFCF Calmar Ratio Rank: 4040
Calmar Ratio Rank
DFCF Martin Ratio Rank: 3838
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.

BIV vs. DFCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) 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.


BIVDFCFDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.19

1.23

-0.05

Calmar ratioReturn relative to maximum drawdown

1.37

1.92

-0.55

Martin ratioReturn relative to average drawdown

4.13

5.81

-1.68

BIV vs. DFCF - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 1.08, which is comparable to the DFCF Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of BIV and DFCF, 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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Sharpe Ratios by Period


BIVDFCFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.35

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.04

+0.60

Drawdowns

BIV vs. DFCF - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, roughly equal to the maximum DFCF drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for BIV and DFCF.


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Drawdown Indicators


BIVDFCFDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-19.56%

+0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-2.79%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-5.05%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-1.91%

-1.30%

-0.61%

Average Drawdown

Average peak-to-trough decline

-3.39%

-8.03%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.92%

+0.13%

Volatility

BIV vs. DFCF - Volatility Comparison

Vanguard Intermediate-Term Bond Index ETF (BIV) and Dimensional Core Fixed Income ETF (DFCF) have volatilities of 1.36% and 1.36%, 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


BIVDFCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.36%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

2.91%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

3.99%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

6.46%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

6.46%

-0.96%

BIV vs. DFCF - Expense Ratio Comparison

BIV 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

BIV vs. DFCF - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.21%, less than DFCF's 4.30% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.21%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
DFCF
Dimensional Core Fixed Income ETF
4.30%4.48%4.61%4.51%3.27%0.16%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, BIV 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 BIV (1.36%). In terms of maximum drawdown, BIV dropped -18.95% vs DFCF's -19.56%.

On 3-year performance, DFCF leads with 4.85% vs 4.34% for BIV. On fees, BIV is cheaper at 0.03% per year. Their volatility is very similar. 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 4.85% return vs 4.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.17% for DFCF.

DFCF has the higher dividend yield at 4.30%, compared with 4.21% for BIV.

They also come from different issuers: Vanguard and Dimensional. Their fees differ too: 0.03% for BIV and 0.17% for DFCF.

DFCF currently has the higher Sharpe Ratio (1.35 vs 1.08), 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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