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DFIP vs. AVGE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIP and AVGE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

DFIP vs. AVGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Inflation-Protected Securities ETF (DFIP) and Avantis All Equity Markets ETF (AVGE). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
11.76%
46.61%
DFIP
AVGE

Key characteristics

Sharpe Ratio

DFIP:

1.55

AVGE:

0.40

Sortino Ratio

DFIP:

2.20

AVGE:

0.68

Omega Ratio

DFIP:

1.28

AVGE:

1.10

Calmar Ratio

DFIP:

0.67

AVGE:

0.42

Martin Ratio

DFIP:

4.32

AVGE:

1.81

Ulcer Index

DFIP:

1.74%

AVGE:

3.94%

Daily Std Dev

DFIP:

4.88%

AVGE:

17.74%

Max Drawdown

DFIP:

-14.96%

AVGE:

-17.13%

Current Drawdown

DFIP:

-4.27%

AVGE:

-7.42%

Returns By Period

In the year-to-date period, DFIP achieves a 3.99% return, which is significantly higher than AVGE's -2.79% return.


DFIP

YTD

3.99%

1M

0.53%

6M

2.36%

1Y

7.60%

5Y*

N/A

10Y*

N/A

AVGE

YTD

-2.79%

1M

-3.81%

6M

-3.24%

1Y

6.09%

5Y*

N/A

10Y*

N/A

*Annualized

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DFIP vs. AVGE - Expense Ratio Comparison

DFIP has a 0.11% expense ratio, which is lower than AVGE's 0.23% 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%.


Expense ratio chart for AVGE: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVGE: 0.23%
Expense ratio chart for DFIP: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIP: 0.11%

Risk-Adjusted Performance

DFIP vs. AVGE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFIP
The Risk-Adjusted Performance Rank of DFIP is 8585
Overall Rank
The Sharpe Ratio Rank of DFIP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIP is 9090
Sortino Ratio Rank
The Omega Ratio Rank of DFIP is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DFIP is 7373
Calmar Ratio Rank
The Martin Ratio Rank of DFIP is 8282
Martin Ratio Rank

AVGE
The Risk-Adjusted Performance Rank of AVGE is 5454
Overall Rank
The Sharpe Ratio Rank of AVGE is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of AVGE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of AVGE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of AVGE is 5757
Calmar Ratio Rank
The Martin Ratio Rank of AVGE is 5858
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.

DFIP vs. AVGE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and Avantis All Equity Markets ETF (AVGE). 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.


The chart of Sharpe ratio for DFIP, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.00
DFIP: 1.55
AVGE: 0.40
The chart of Sortino ratio for DFIP, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.00
DFIP: 2.20
AVGE: 0.68
The chart of Omega ratio for DFIP, currently valued at 1.28, compared to the broader market0.501.001.502.002.50
DFIP: 1.28
AVGE: 1.10
The chart of Calmar ratio for DFIP, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.0012.00
DFIP: 1.81
AVGE: 0.42
The chart of Martin ratio for DFIP, currently valued at 4.32, compared to the broader market0.0020.0040.0060.00
DFIP: 4.32
AVGE: 1.81

The current DFIP Sharpe Ratio is 1.55, which is higher than the AVGE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of DFIP and AVGE, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.55
0.40
DFIP
AVGE

Dividends

DFIP vs. AVGE - Dividend Comparison

DFIP's dividend yield for the trailing twelve months is around 4.18%, more than AVGE's 1.97% yield.


TTM2024202320222021
DFIP
Dimensional Inflation-Protected Securities ETF
4.18%3.69%3.68%5.97%0.56%
AVGE
Avantis All Equity Markets ETF
1.97%1.92%1.93%0.74%0.00%

Drawdowns

DFIP vs. AVGE - Drawdown Comparison

The maximum DFIP drawdown since its inception was -14.96%, smaller than the maximum AVGE drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for DFIP and AVGE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.18%
-7.42%
DFIP
AVGE

Volatility

DFIP vs. AVGE - Volatility Comparison

The current volatility for Dimensional Inflation-Protected Securities ETF (DFIP) is 2.36%, while Avantis All Equity Markets ETF (AVGE) has a volatility of 12.67%. This indicates that DFIP experiences smaller price fluctuations and is considered to be less risky than AVGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
2.36%
12.67%
DFIP
AVGE