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DFCF vs. BBAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFCF vs. BBAG - Performance Comparison

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

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DFCF vs. BBAG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFCF
Dimensional Core Fixed Income ETF
-0.10%7.89%1.86%6.94%-14.48%0.23%
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
0.11%7.27%1.26%5.41%-13.26%0.51%

Returns By Period

In the year-to-date period, DFCF achieves a -0.10% return, which is significantly lower than BBAG's 0.11% return.


DFCF

1D
0.33%
1M
-1.93%
YTD
-0.10%
6M
0.91%
1Y
4.99%
3Y*
4.41%
5Y*
10Y*

BBAG

1D
0.30%
1M
-1.73%
YTD
0.11%
6M
1.03%
1Y
4.51%
3Y*
3.61%
5Y*
0.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFCF vs. BBAG - Expense Ratio Comparison

DFCF has a 0.17% expense ratio, which is higher than BBAG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DFCF vs. BBAG — Risk / Return Rank

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

DFCF
DFCF Risk / Return Rank: 6161
Overall Rank
DFCF Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DFCF Sortino Ratio Rank: 6060
Sortino Ratio Rank
DFCF Omega Ratio Rank: 5353
Omega Ratio Rank
DFCF Calmar Ratio Rank: 7272
Calmar Ratio Rank
DFCF Martin Ratio Rank: 5959
Martin Ratio Rank

BBAG
BBAG Risk / Return Rank: 5656
Overall Rank
BBAG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BBAG Sortino Ratio Rank: 5454
Sortino Ratio Rank
BBAG Omega Ratio Rank: 4848
Omega Ratio Rank
BBAG Calmar Ratio Rank: 7070
Calmar Ratio Rank
BBAG Martin Ratio Rank: 5050
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.

DFCF vs. BBAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Core Fixed Income ETF (DFCF) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG). 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.


DFCFBBAGDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.01

+0.06

Sortino ratio

Return per unit of downside risk

1.49

1.43

+0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.77

1.81

-0.04

Martin ratio

Return relative to average drawdown

5.55

4.90

+0.65

DFCF vs. BBAG - Sharpe Ratio Comparison

The current DFCF Sharpe Ratio is 1.07, which is comparable to the BBAG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of DFCF and BBAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFCFBBAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.01

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.33

-0.30

Correlation

The correlation between DFCF and BBAG is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DFCF vs. BBAG - Dividend Comparison

DFCF's dividend yield for the trailing twelve months is around 4.50%, more than BBAG's 4.32% yield.


TTM20252024202320222021202020192018
DFCF
Dimensional Core Fixed Income ETF
4.50%4.48%4.61%4.51%3.27%0.16%0.00%0.00%0.00%
BBAG
JPMorgan BetaBuilders U.S. Aggregate Bond ETF
4.32%4.29%4.25%3.60%2.23%1.44%2.26%2.92%0.16%

Drawdowns

DFCF vs. BBAG - Drawdown Comparison

The maximum DFCF drawdown since its inception was -19.56%, roughly equal to the maximum BBAG drawdown of -18.73%. Use the drawdown chart below to compare losses from any high point for DFCF and BBAG.


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Drawdown Indicators


DFCFBBAGDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-18.73%

-0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-2.61%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-18.06%

Current Drawdown

Current decline from peak

-1.93%

-2.90%

+0.97%

Average Drawdown

Average peak-to-trough decline

-8.30%

-6.31%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.96%

-0.03%

Volatility

DFCF vs. BBAG - Volatility Comparison

Dimensional Core Fixed Income ETF (DFCF) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG) have volatilities of 1.85% and 1.83%, 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


DFCFBBAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.83%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

2.71%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.68%

4.47%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.54%

5.91%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.54%

5.84%

+0.70%