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DFCF vs. AGGH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFCF and AGGH is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

DFCF vs. AGGH - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%NovemberDecember2025FebruaryMarchApril
-0.11%
1.85%
DFCF
AGGH

Key characteristics

Sharpe Ratio

DFCF:

1.20

AGGH:

0.67

Sortino Ratio

DFCF:

1.73

AGGH:

1.02

Omega Ratio

DFCF:

1.21

AGGH:

1.13

Calmar Ratio

DFCF:

0.56

AGGH:

0.94

Martin Ratio

DFCF:

3.46

AGGH:

2.24

Ulcer Index

DFCF:

1.86%

AGGH:

2.82%

Daily Std Dev

DFCF:

5.35%

AGGH:

9.40%

Max Drawdown

DFCF:

-19.56%

AGGH:

-13.26%

Current Drawdown

DFCF:

-5.47%

AGGH:

-4.32%

Returns By Period

In the year-to-date period, DFCF achieves a 2.00% return, which is significantly higher than AGGH's 0.60% return.


DFCF

YTD

2.00%

1M

-0.21%

6M

1.06%

1Y

6.45%

5Y*

N/A

10Y*

N/A

AGGH

YTD

0.60%

1M

-2.86%

6M

1.14%

1Y

6.53%

5Y*

N/A

10Y*

N/A

*Annualized

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DFCF vs. AGGH - Expense Ratio Comparison

DFCF has a 0.17% expense ratio, which is lower than AGGH's 0.33% expense ratio.


Expense ratio chart for AGGH: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGGH: 0.33%
Expense ratio chart for DFCF: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFCF: 0.17%

Risk-Adjusted Performance

DFCF vs. AGGH — Risk-Adjusted Performance Rank

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

DFCF
The Risk-Adjusted Performance Rank of DFCF is 8080
Overall Rank
The Sharpe Ratio Rank of DFCF is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of DFCF is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DFCF is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DFCF is 6767
Calmar Ratio Rank
The Martin Ratio Rank of DFCF is 7777
Martin Ratio Rank

AGGH
The Risk-Adjusted Performance Rank of AGGH is 6969
Overall Rank
The Sharpe Ratio Rank of AGGH is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of AGGH is 6868
Sortino Ratio Rank
The Omega Ratio Rank of AGGH is 6464
Omega Ratio Rank
The Calmar Ratio Rank of AGGH is 8282
Calmar Ratio Rank
The Martin Ratio Rank of AGGH is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFCF vs. AGGH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Core Fixed Income ETF (DFCF) and Simplify Aggregate Bond ETF (AGGH). 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.


The chart of Sharpe ratio for DFCF, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.00
DFCF: 1.20
AGGH: 0.67
The chart of Sortino ratio for DFCF, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.00
DFCF: 1.73
AGGH: 1.02
The chart of Omega ratio for DFCF, currently valued at 1.21, compared to the broader market0.501.001.502.00
DFCF: 1.21
AGGH: 1.13
The chart of Calmar ratio for DFCF, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.0012.00
DFCF: 0.80
AGGH: 0.94
The chart of Martin ratio for DFCF, currently valued at 3.46, compared to the broader market0.0020.0040.0060.00
DFCF: 3.46
AGGH: 2.24

The current DFCF Sharpe Ratio is 1.20, which is higher than the AGGH Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of DFCF and AGGH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.20
0.67
DFCF
AGGH

Dividends

DFCF vs. AGGH - Dividend Comparison

DFCF's dividend yield for the trailing twelve months is around 4.59%, less than AGGH's 8.05% yield.


TTM2024202320222021
DFCF
Dimensional Core Fixed Income ETF
4.59%4.61%4.52%3.28%0.16%
AGGH
Simplify Aggregate Bond ETF
8.05%8.97%9.51%2.11%0.00%

Drawdowns

DFCF vs. AGGH - Drawdown Comparison

The maximum DFCF drawdown since its inception was -19.56%, which is greater than AGGH's maximum drawdown of -13.26%. Use the drawdown chart below to compare losses from any high point for DFCF and AGGH. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.78%
-4.32%
DFCF
AGGH

Volatility

DFCF vs. AGGH - Volatility Comparison

The current volatility for Dimensional Core Fixed Income ETF (DFCF) is 2.61%, while Simplify Aggregate Bond ETF (AGGH) has a volatility of 4.29%. This indicates that DFCF experiences smaller price fluctuations and is considered to be less risky than AGGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%NovemberDecember2025FebruaryMarchApril
2.61%
4.29%
DFCF
AGGH