DFCF vs. RPIDX
DFCF (Dimensional Core Fixed Income ETF) and RPIDX (T. Rowe Price Dynamic Credit Fund) are both funds - DFCF is a Intermediate Core Bond fund actively managed by Dimensional, while RPIDX is a Nontraditional Bonds fund managed by T. Rowe Price. Over the past 3 years, DFCF returned 5.07%/yr vs 7.95%/yr for RPIDX. At a correlation of -0.06, they often move in opposite directions. DFCF charges 0.17%/yr vs 0.63%/yr for RPIDX.
Performance
DFCF vs. RPIDX - Performance Comparison
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Returns By Period
In the year-to-date period, DFCF achieves a 0.63% return, which is significantly higher than RPIDX's 0.28% return.
DFCF
- 1D
- -0.09%
- 1M
- 0.39%
- YTD
- 0.63%
- 6M
- 1.08%
- 1Y
- 5.09%
- 3Y*
- 5.07%
- 5Y*
- —
- 10Y*
- —
RPIDX
- 1D
- -0.12%
- 1M
- -0.28%
- YTD
- 0.28%
- 6M
- 1.67%
- 1Y
- 7.02%
- 3Y*
- 7.95%
- 5Y*
- 4.46%
- 10Y*
- —
DFCF vs. RPIDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFCF Dimensional Core Fixed Income ETF | 0.63% | 7.89% | 1.86% | 6.94% | -14.48% | 0.04% |
RPIDX T. Rowe Price Dynamic Credit Fund | 0.28% | 9.74% | 9.92% | 4.72% | -0.76% | -2.31% |
Correlation
The correlation between DFCF and RPIDX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2021 | -0.06 |
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Return for Risk
DFCF vs. RPIDX — Risk / Return Rank
DFCF
RPIDX
DFCF vs. RPIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Core Fixed Income ETF (DFCF) and T. Rowe Price Dynamic Credit Fund (RPIDX). 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 | RPIDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.49 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 5.16 | -3.33 |
| Martin ratioReturn relative to average drawdown | 5.39 | 13.35 | -7.96 |
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Drawdowns
DFCF vs. RPIDX - Drawdown Comparison
The maximum DFCF drawdown since its inception was -19.56%, roughly equal to the maximum RPIDX drawdown of -19.95%. Use the drawdown chart below to compare losses from any high point for DFCF and RPIDX.
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Drawdown Indicators
| DFCF | RPIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -19.95% | +0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -1.34% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -5.05% | -3.17% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.31% | — |
Current DrawdownCurrent decline from peak | -1.20% | -0.74% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -1.87% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.52% | +0.43% |
Volatility
DFCF vs. RPIDX - Volatility Comparison
Dimensional Core Fixed Income ETF (DFCF) has a higher volatility of 1.44% compared to T. Rowe Price Dynamic Credit Fund (RPIDX) at 0.70%. This indicates that DFCF's price experiences larger fluctuations and is considered to be riskier than RPIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFCF | RPIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 0.70% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.98% | 2.57% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 3.34% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.45% | 3.83% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.45% | 4.79% | +1.66% |
DFCF vs. RPIDX - Expense Ratio Comparison
DFCF has a 0.17% expense ratio, which is lower than RPIDX's 0.63% expense ratio.
Dividends
DFCF vs. RPIDX - Dividend Comparison
DFCF's dividend yield for the trailing twelve months is around 4.30%, less than RPIDX's 9.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DFCF Dimensional Core Fixed Income ETF | 4.30% | 4.48% | 4.61% | 4.51% | 3.27% | 0.16% | 0.00% | 0.00% |
RPIDX T. Rowe Price Dynamic Credit Fund | 9.92% | 9.91% | 9.20% | 6.64% | 7.97% | 5.34% | 7.14% | 4.41% |
Frequently Asked Questions
DFCF and RPIDX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFCF has higher volatility (1.44%) compared to RPIDX (0.70%). In terms of maximum drawdown, DFCF dropped -19.56% vs RPIDX's -19.95%.
RPIDX currently has the higher Sharpe Ratio (2.08 vs 1.30), 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.
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