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

Correlation

The correlation between DFCF and VTBIX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DFCF vs. VTBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Core Fixed Income ETF (DFCF) and Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX). The values are adjusted to include any dividend payments, if applicable.

-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%NovemberDecember2025FebruaryMarchApril
-3.58%
-3.82%
DFCF
VTBIX

Key characteristics

Sharpe Ratio

DFCF:

1.24

VTBIX:

1.20

Sortino Ratio

DFCF:

1.83

VTBIX:

1.77

Omega Ratio

DFCF:

1.22

VTBIX:

1.21

Calmar Ratio

DFCF:

0.54

VTBIX:

0.43

Martin Ratio

DFCF:

3.37

VTBIX:

2.98

Ulcer Index

DFCF:

1.84%

VTBIX:

2.07%

Daily Std Dev

DFCF:

5.01%

VTBIX:

5.16%

Max Drawdown

DFCF:

-19.56%

VTBIX:

-19.61%

Current Drawdown

DFCF:

-4.30%

VTBIX:

-7.32%

Returns By Period

The year-to-date returns for both stocks are quite close, with DFCF having a 3.26% return and VTBIX slightly lower at 3.22%.


DFCF

YTD

3.26%

1M

0.80%

6M

1.18%

1Y

6.01%

5Y*

N/A

10Y*

N/A

VTBIX

YTD

3.22%

1M

0.95%

6M

1.19%

1Y

5.94%

5Y*

-0.64%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFCF vs. VTBIX - Expense Ratio Comparison

DFCF has a 0.17% expense ratio, which is higher than VTBIX's 0.09% 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%.


DFCF
Dimensional Core Fixed Income ETF
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%
Expense ratio chart for VTBIX: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTBIX: 0.09%

Risk-Adjusted Performance

DFCF vs. VTBIX — 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 8282
Overall Rank
The Sharpe Ratio Rank of DFCF is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DFCF is 8787
Sortino Ratio Rank
The Omega Ratio Rank of DFCF is 8585
Omega Ratio Rank
The Calmar Ratio Rank of DFCF is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DFCF is 7878
Martin Ratio Rank

VTBIX
The Risk-Adjusted Performance Rank of VTBIX is 7777
Overall Rank
The Sharpe Ratio Rank of VTBIX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VTBIX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VTBIX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VTBIX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VTBIX is 7474
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. VTBIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Core Fixed Income ETF (DFCF) and Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX). 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.


Sharpe ratio
The chart of Sharpe ratio for DFCF, currently valued at 1.24, compared to the broader market-1.000.001.002.003.004.005.00
DFCF: 1.24
VTBIX: 1.20
The chart of Sortino ratio for DFCF, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.0010.00
DFCF: 1.83
VTBIX: 1.77
The chart of Omega ratio for DFCF, currently valued at 1.22, compared to the broader market0.501.001.502.002.50
DFCF: 1.22
VTBIX: 1.21
The chart of Calmar ratio for DFCF, currently valued at 0.54, compared to the broader market0.005.0010.0015.00
DFCF: 0.54
VTBIX: 0.50
The chart of Martin ratio for DFCF, currently valued at 3.37, compared to the broader market0.0020.0040.0060.0080.00
DFCF: 3.37
VTBIX: 2.98

The current DFCF Sharpe Ratio is 1.24, which is comparable to the VTBIX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DFCF and VTBIX, 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
1.24
1.20
DFCF
VTBIX

Dividends

DFCF vs. VTBIX - Dividend Comparison

DFCF's dividend yield for the trailing twelve months is around 4.55%, more than VTBIX's 3.40% yield.


TTM202420232022202120202019201820172016
DFCF
Dimensional Core Fixed Income ETF
4.55%4.61%4.52%3.28%0.16%0.00%0.00%0.00%0.00%0.00%
VTBIX
Vanguard Total Bond Market II Index Fund Investor Shares
3.40%3.71%3.04%2.37%1.76%2.18%2.72%2.51%2.43%2.38%

Drawdowns

DFCF vs. VTBIX - Drawdown Comparison

The maximum DFCF drawdown since its inception was -19.56%, roughly equal to the maximum VTBIX drawdown of -19.61%. Use the drawdown chart below to compare losses from any high point for DFCF and VTBIX. For additional features, visit the drawdowns tool.


-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%NovemberDecember2025FebruaryMarchApril
-4.30%
-5.08%
DFCF
VTBIX

Volatility

DFCF vs. VTBIX - Volatility Comparison

Dimensional Core Fixed Income ETF (DFCF) and Vanguard Total Bond Market II Index Fund Investor Shares (VTBIX) have volatilities of 1.25% and 1.26%, 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.


1.00%1.20%1.40%1.60%1.80%NovemberDecember2025FebruaryMarchApril
1.25%
1.26%
DFCF
VTBIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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