DFGX vs. DFIP
DFGX (Dimensional Global Ex US Core Fixed Income ETF) and DFIP (Dimensional Inflation-Protected Securities ETF) are both exchange-traded funds - DFGX is a Global Bonds fund actively managed by Dimensional, while DFIP is a Inflation-Protected Bonds fund actively managed by Dimensional. Both are actively managed. Over the past year, DFGX returned 1.91% vs 1.65% for DFIP. Their 0.66 correlation means they have sometimes moved together and sometimes differently. DFGX charges 0.20%/yr vs 0.11%/yr for DFIP.
Performance
DFGX vs. DFIP - Performance Comparison
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Returns By Period
In the year-to-date period, DFGX achieves a 0.87% return, which is significantly higher than DFIP's 0.51% return.
DFGX
- 1D
- 0.38%
- 1M
- -0.67%
- 6M
- 0.17%
- YTD
- 0.87%
- 1Y
- 1.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.79%
DFIP
- 1D
- 0.02%
- 1M
- -0.70%
- 6M
- 0.14%
- YTD
- 0.51%
- 1Y
- 1.65%
- 3Y*
- 3.91%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.93M | $8.08M | $8.45M | |
| $6.86M | $5.53M | $4.60M |
DFGX vs. DFIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFGX Dimensional Global Ex US Core Fixed Income ETF | 0.87% | 3.46% | 3.75% | 4.95% |
DFIP Dimensional Inflation-Protected Securities ETF | 0.51% | 7.54% | 1.72% | 3.62% |
Correlation
The correlation between DFGX and DFIP is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023 | 0.66 |
The correlation between DFGX and DFIP has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.
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Return for Risk
DFGX vs. DFIP — Risk / Return Rank
DFGX
DFIP
DFGX vs. DFIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Ex US Core Fixed Income ETF (DFGX) and Dimensional Inflation-Protected Securities ETF (DFIP). 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.
| DFGX | DFIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.09 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 0.81 | -0.23 |
| Martin ratioReturn relative to average drawdown | 1.57 | 2.11 | -0.53 |
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Drawdowns
DFGX vs. DFIP - Drawdown Comparison
The maximum DFGX drawdown since its inception was -3.32%, smaller than the maximum DFIP drawdown of -14.96%. Use the drawdown chart below to compare losses from any high point for DFGX and DFIP.
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Drawdown Indicators
| DFGX | DFIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.32% | -14.96% | +11.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.32% | -2.06% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.22% | — |
Current DrawdownCurrent decline from peak | -1.27% | -1.43% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -6.74% | +5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 0.79% | +0.43% |
Volatility
DFGX vs. DFIP - Volatility Comparison
Dimensional Global Ex US Core Fixed Income ETF (DFGX) has a higher volatility of 1.12% compared to Dimensional Inflation-Protected Securities ETF (DFIP) at 0.76%. This indicates that DFGX's price experiences larger fluctuations and is considered to be riskier than DFIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGX | DFIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 0.76% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 3.54% | 2.59% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 3.38% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.61% | 6.73% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.61% | 6.73% | -2.12% |
DFGX vs. DFIP - Expense Ratio Comparison
DFGX has a 0.20% expense ratio, which is higher than DFIP's 0.11% 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%.
Dividends
DFGX vs. DFIP - Dividend Comparison
DFGX's dividend yield for the trailing twelve months is around 4.12%, less than DFIP's 5.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DFGX Dimensional Global Ex US Core Fixed Income ETF | 4.12% | 2.84% | 4.61% | 0.49% | 0.00% | 0.00% |
DFIP Dimensional Inflation-Protected Securities ETF | 5.45% | 4.70% | 3.69% | 3.68% | 5.97% | 0.56% |
Frequently Asked Questions
DFGX and DFIP have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFGX has higher volatility (1.12%) compared to DFIP (0.76%). In terms of maximum drawdown, DFGX dropped -3.32% vs DFIP's -14.96%.
On 1-year performance, DFGX leads with 1.91% vs 1.65% for DFIP. On fees, DFIP is cheaper at 0.11% per year. On volatility, DFIP has been the lower-risk option at 0.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DFGX has performed better with a 1.91% return vs 1.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFIP is cheaper with a 0.11% expense ratio, compared with 0.20% for DFGX.
DFIP has the higher dividend yield at 5.45%, compared with 4.12% for DFGX.
DFGX is categorized as Global Bonds, while DFIP is Inflation-Protected Bonds. Their fees differ too: 0.20% for DFGX and 0.11% for DFIP.
DFIP currently has the higher Sharpe Ratio (0.49 vs 0.46), 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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