CRUX vs. DFCF

Last updated Jun 23, 2026

CRUX (Columbia Core Bond ETF) and DFCF (Dimensional Core Fixed Income ETF) are both Intermediate Core Bond funds. Both are actively managed. Their correlation of 0.91 suggests significant overlap in exposure. CRUX charges 0.32%/yr vs 0.17%/yr for DFCF.

Performance

CRUX vs. DFCF - Performance Comparison

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

Returns By Period

CRUX

• 1D: -0.23%
• 1M: 0.62%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFCF

• 1D: -0.24%
• 1M: 0.55%
• YTD: 0.44%
• 6M: 0.54%
• 1Y: 4.99%
• 3Y*: 4.82%
• 5Y*: —
• 10Y*: —

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

CRUX vs. DFCF - Yearly Performance Comparison

	2026 (YTD)
CRUX Columbia Core Bond ETF	0.12%
DFCF Dimensional Core Fixed Income ETF	0.75%

Correlation

The correlation between CRUX and DFCF is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026	0.91

Return for Risk

CRUX vs. DFCF — Risk / Return Rank

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

CRUX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DFCF

DFCF Risk / Return Rank: 36
DFCF Sharpe Ratio Rank: 36
DFCF Sortino Ratio Rank: 36
DFCF Omega Ratio Rank: 33
DFCF Calmar Ratio Rank: 37
DFCF Martin Ratio Rank: 35

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.

CRUX vs. DFCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Core Bond ETF (CRUX) 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.

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.

	CRUX	DFCF	Difference
Sharpe ratio: Return per unit of total volatility	—	1.27	—
Sortino ratio: Return per unit of downside risk	—	1.86	—
Omega ratio: Gain probability vs. loss probability	—	1.22	—
Calmar ratio: Return relative to maximum drawdown	—	1.80	—
Martin ratio: Return relative to average drawdown	—	5.20	—

Drawdowns

CRUX vs. DFCF - Drawdown Comparison

The maximum CRUX drawdown since its inception was -1.85%, smaller than the maximum DFCF drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for CRUX and DFCF.

Drawdown Indicators

	CRUX	DFCF	Difference
Max Drawdown Largest peak-to-trough decline	-1.85%	-19.56%	+17.71%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.79%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-5.05%	—
Current Drawdown Current decline from peak	-0.58%	-1.39%	+0.81%
Average Drawdown Average peak-to-trough decline	-0.60%	-7.96%	+7.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.96%	—

Volatility

Volatility by Period

	CRUX	DFCF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.12%	3.97%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.12%	6.45%	-2.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.12%	6.45%	-2.33%

CRUX vs. DFCF - Expense Ratio Comparison

CRUX has a 0.32% expense ratio, which is higher than DFCF's 0.17% expense ratio.

Dividends

CRUX vs. DFCF - Dividend Comparison

CRUX's dividend yield for the trailing twelve months is around 1.06%, less than DFCF's 4.31% yield.

Position	TTM	2025	2024	2023	2022	2021
CRUX Columbia Core Bond ETF	1.06%	0.00%	0.00%	0.00%	0.00%	0.00%
DFCF Dimensional Core Fixed Income ETF	4.31%	4.48%	4.61%	4.51%	3.27%	0.16%

Frequently Asked Questions

Can I hold both CRUX and DFCF in my portfolio?

With a correlation of 0.91, CRUX 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.

Which ETF is better, CRUX or DFCF?

On fees, DFCF is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CRUX or DFCF?

DFCF is cheaper with a 0.17% expense ratio, compared with 0.32% for CRUX.

Which ETF pays a higher dividend yield, CRUX or DFCF?

DFCF has the higher dividend yield at 4.31%, compared with 1.06% for CRUX.

What is the main difference between CRUX and DFCF?

They also come from different issuers: Columbia Threadneedle and Dimensional. Their fees differ too: 0.32% for CRUX and 0.17% for DFCF.