DFCF vs. USIG
Compare and contrast key facts about Dimensional Core Fixed Income ETF (DFCF) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG).
DFCF and USIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFCF is an actively managed fund by Dimensional. It was launched on Nov 15, 2021. USIG is a passively managed fund by iShares that tracks the performance of the ICE BofA US Corporate. It was launched on Jan 5, 2007.
Performance
DFCF vs. USIG - Performance Comparison
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DFCF vs. USIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFCF Dimensional Core Fixed Income ETF | -0.10% | 7.89% | 1.86% | 6.94% | -14.48% | 0.23% |
USIG iShares Broad USD Investment Grade Corporate Bond ETF | -0.29% | 7.86% | 2.56% | 8.71% | -15.30% | 0.61% |
Returns By Period
In the year-to-date period, DFCF achieves a -0.10% return, which is significantly higher than USIG's -0.29% return.
DFCF
- 1D
- 0.33%
- 1M
- -1.93%
- YTD
- -0.10%
- 6M
- 0.91%
- 1Y
- 4.99%
- 3Y*
- 4.41%
- 5Y*
- —
- 10Y*
- —
USIG
- 1D
- 0.51%
- 1M
- -1.80%
- YTD
- -0.29%
- 6M
- 0.41%
- 1Y
- 5.06%
- 3Y*
- 4.93%
- 5Y*
- 0.82%
- 10Y*
- 2.72%
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DFCF vs. USIG - Expense Ratio Comparison
DFCF has a 0.17% expense ratio, which is higher than USIG's 0.04% 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. USIG — Risk / Return Rank
DFCF
USIG
DFCF vs. USIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Core Fixed Income ETF (DFCF) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). 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.
| DFCF | USIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.01 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.38 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.88 | -0.11 |
Martin ratioReturn relative to average drawdown | 5.55 | 5.84 | -0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFCF | USIG | Difference | |
|---|---|---|---|
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 | — | 0.12 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.53 | -0.51 |
Correlation
The correlation between DFCF and USIG is 0.93, 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. USIG - Dividend Comparison
DFCF's dividend yield for the trailing twelve months is around 4.50%, less than USIG's 4.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFCF Dimensional Core Fixed Income ETF | 4.50% | 4.48% | 4.61% | 4.51% | 3.27% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USIG iShares Broad USD Investment Grade Corporate Bond ETF | 4.68% | 4.62% | 4.51% | 3.94% | 3.14% | 2.33% | 2.82% | 3.37% | 3.44% | 3.03% | 2.87% | 3.24% |
Drawdowns
DFCF vs. USIG - Drawdown Comparison
The maximum DFCF drawdown since its inception was -19.56%, smaller than the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for DFCF and USIG.
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Drawdown Indicators
| DFCF | USIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -22.21% | +2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -2.79% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.45% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.45% | — |
Current DrawdownCurrent decline from peak | -1.93% | -1.80% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -3.44% | -4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.90% | +0.03% |
Volatility
DFCF vs. USIG - Volatility Comparison
The current volatility for Dimensional Core Fixed Income ETF (DFCF) is 1.85%, while iShares Broad USD Investment Grade Corporate Bond ETF (USIG) has a volatility of 2.10%. This indicates that DFCF experiences smaller price fluctuations and is considered to be less risky than USIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFCF | USIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.85% | 2.10% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 2.89% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.68% | 5.05% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.54% | 6.83% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.54% | 6.82% | -0.28% |