DFCF vs. DDV
DFCF (Dimensional Core Fixed Income ETF) and DDV (Defined Duration 5 ETF) are both Intermediate Core Bond funds. Both are actively managed. Their 0.75 correlation means they have sometimes moved together and sometimes differently. DFCF charges 0.17%/yr vs 0.25%/yr for DDV.
Performance
DFCF vs. DDV - Performance Comparison
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Returns By Period
In the year-to-date period, DFCF achieves a -0.42% return, which is significantly lower than DDV's 2.35% return.
DFCF
- 1D
- -0.29%
- 1M
- -1.24%
- 6M
- -0.68%
- YTD
- -0.42%
- 1Y
- 2.24%
- 3Y*
- 4.66%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 0.03%
DDV
- 1D
- -0.13%
- 1M
- -0.06%
- 6M
- 1.60%
- YTD
- 2.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $74.78K | $50.90K | $102.48K | |
| $59.72M | $50.71M | $53.37M |
DFCF vs. DDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DFCF Dimensional Core Fixed Income ETF | -0.42% | 0.26% |
DDV Defined Duration 5 ETF | 2.35% | 0.47% |
Correlation
The correlation between DFCF and DDV is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | 0.75 |
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Return for Risk
DFCF vs. DDV — Risk / Return Rank
DFCF
DDV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DFCF vs. DDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Core Fixed Income ETF (DFCF) and Defined Duration 5 ETF (DDV). 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.
| DFCF | DDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.13 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | — | — |
| Martin ratioReturn relative to average drawdown | 2.76 | — | — |
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Drawdowns
DFCF vs. DDV - Drawdown Comparison
The maximum DFCF drawdown since its inception was -19.56%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for DFCF and DDV.
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Drawdown Indicators
| DFCF | DDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -1.92% | -17.64% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -4.53% | — | — |
Current DrawdownCurrent decline from peak | -2.24% | -0.29% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -0.34% | -7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | — | — |
Volatility
DFCF vs. DDV - Volatility Comparison
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Volatility by Period
| DFCF | DDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.15% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.95% | 2.64% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.40% | 2.64% | +3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.40% | 2.64% | +3.76% |
DFCF vs. DDV - Expense Ratio Comparison
DFCF has a 0.17% expense ratio, which is lower than DDV's 0.25% 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
DFCF vs. DDV - Dividend Comparison
DFCF's dividend yield for the trailing twelve months is around 4.41%, more than DDV's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DDV Defined Duration 5 ETF | 1.62% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
DFCF Dimensional Core Fixed Income ETF | 4.41% | 4.48% | 4.61% | 4.51% | 3.27% | 0.16% |
Frequently Asked Questions
DFCF and DDV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
DFCF is cheaper with a 0.17% expense ratio, compared with 0.25% for DDV.
DFCF has the higher dividend yield at 4.41%, compared with 1.62% for DDV.
They also come from different issuers: Dimensional and Discipline Funds. Their fees differ too: 0.17% for DFCF and 0.25% for DDV.
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