DCOR vs. FTIF

Last updated Jun 4, 2026

DCOR (Dimensional US Core Equity 1 ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. DCOR is actively managed, while FTIF is passively managed. Over the past year, DCOR returned 28.02% vs 36.91% for FTIF. A 0.71 correlation means they provide meaningful diversification when combined. DCOR charges 0.14%/yr vs 0.60%/yr for FTIF.

Performance

DCOR vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DCOR achieves a 11.56% return, which is significantly lower than FTIF's 25.81% return.

DCOR

• 1D: -0.64%
• 1M: 4.40%
• YTD: 11.56%
• 6M: 11.77%
• 1Y: 28.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FTIF

• 1D: 0.65%
• 1M: 0.40%
• YTD: 25.81%
• 6M: 24.44%
• 1Y: 36.91%
• 3Y*: 16.19%
• 5Y*: —
• 10Y*: —

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

DCOR vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	11.56%	15.96%	21.19%	7.83%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	25.81%	7.79%	0.50%	2.17%

Correlation

The correlation between DCOR and FTIF is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.71

The correlation between DCOR and FTIF shifts across timeframes, from 0.58 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

DCOR vs. FTIF - Sectors Allocation Comparison

Sectors	DCOR	FTIF
Technology	29.0%	4.1%
Financial Services	14.6%	-
Industrials	12.1%	16.5%
Consumer Cyclical	10.6%	3.2%
Communication Services	9.1%	-
Healthcare	8.7%	-
Energy	5.6%	44.1%
Consumer Defensive	5.0%	-
Basic Materials	2.8%	20.1%
Utilities	2.4%	-
Real Estate	0.2%	12.1%

Return for Risk

DCOR vs. FTIF — Risk / Return Rank

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

DCOR

DCOR Risk / Return Rank: 72
DCOR Sharpe Ratio Rank: 72
DCOR Sortino Ratio Rank: 71
DCOR Omega Ratio Rank: 70
DCOR Calmar Ratio Rank: 68
DCOR Martin Ratio Rank: 78

FTIF

FTIF Risk / Return Rank: 81
FTIF Sharpe Ratio Rank: 77
FTIF Sortino Ratio Rank: 76
FTIF Omega Ratio Rank: 72
FTIF Calmar Ratio Rank: 93
FTIF Martin Ratio Rank: 89

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.

DCOR vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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.

	DCOR	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	2.38	2.48	-0.10
Sortino ratio: Return per unit of downside risk	3.29	3.41	-0.12
Omega ratio: Gain probability vs. loss probability	1.43	1.43	0.00
Calmar ratio: Return relative to maximum drawdown	3.41	6.79	-3.38
Martin ratio: Return relative to average drawdown	15.19	20.14	-4.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCOR vs. FTIF - Sharpe Ratio Comparison

The current DCOR Sharpe Ratio is 2.38, which is comparable to the FTIF Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of DCOR and FTIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DCOR	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	2.48	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	1.41	0.75	+0.66

Drawdowns

DCOR vs. FTIF - Drawdown Comparison

The maximum DCOR drawdown since its inception was -19.10%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for DCOR and FTIF.

Drawdown Indicators

	DCOR	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-27.83%	+8.73%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-5.46%	-2.80%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.83%	—
Current Drawdown Current decline from peak	-0.64%	-0.50%	-0.14%
Average Drawdown Average peak-to-trough decline	-2.20%	-6.00%	+3.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	1.84%	+0.01%

Volatility

DCOR vs. FTIF - Volatility Comparison

The current volatility for Dimensional US Core Equity 1 ETF (DCOR) is 2.90%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 4.05%. This indicates that DCOR experiences smaller price fluctuations and is considered to be less risky than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCOR	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	4.05%	-1.15%
Volatility (6M) Calculated over the trailing 6-month period	8.79%	10.55%	-1.76%
Volatility (1Y) Calculated over the trailing 1-year period	11.84%	15.00%	-3.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.15%	18.96%	-3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.15%	18.96%	-3.81%

DCOR vs. FTIF - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

DCOR vs. FTIF - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 0.91%, less than FTIF's 1.11% yield.

Position	TTM	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	0.91%	0.97%	0.98%	0.40%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.11%	1.45%	2.88%	1.55%

Frequently Asked Questions

Can I hold both DCOR and FTIF in my portfolio?

DCOR and FTIF have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DCOR or FTIF?

FTIF has higher volatility (4.05%) compared to DCOR (2.90%). In terms of maximum drawdown, DCOR dropped -19.10% vs FTIF's -27.83%.

Which ETF is better, DCOR or FTIF?

On 1-year performance, FTIF leads with 36.91% vs 28.02% for DCOR. On fees, DCOR is cheaper at 0.14% per year. On volatility, DCOR has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DCOR or FTIF?

Over the 1-year period, FTIF has performed better with a 36.91% return vs 28.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DCOR or FTIF?

DCOR is cheaper with a 0.14% expense ratio, compared with 0.60% for FTIF.

Which ETF pays a higher dividend yield, DCOR or FTIF?

FTIF has the higher dividend yield at 1.11%, compared with 0.91% for DCOR.

What is the main difference between DCOR and FTIF?

They also come from different issuers: Dimensional and First Trust. Their fees differ too: 0.14% for DCOR and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.48 vs 2.38), 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.