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DFIP vs. BBBMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DFIP vs. BBBMX

Last updated Jul 12, 2026
Documentation

DFIP (Dimensional Inflation-Protected Securities ETF) and BBBMX (BBH Limited Duration Fund Class N) are both funds - DFIP is a Inflation-Protected Bonds fund actively managed by Dimensional, while BBBMX is a Ultrashort Bond fund actively managed by BBH. Both are actively managed. Over the past 3 years, DFIP returned 4.44%/yr vs 6.10%/yr for BBBMX. At a 0.48 correlation, their price movements are largely independent. DFIP charges 0.11%/yr vs 0.35%/yr for BBBMX.

Performance

DFIP vs. BBBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Inflation-Protected Securities ETF (DFIP) and BBH Limited Duration Fund Class N (BBBMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFIP achieves a 1.01% return, which is significantly lower than BBBMX's 1.62% return.

DFIP

1D
0.02%
1M
-0.31%
6M
0.79%
YTD
1.01%
1Y
3.33%
3Y*
4.44%
5Y*
—
10Y*
—

BBBMX

1D
0.00%
1M
0.29%
6M
1.62%
YTD
1.62%
1Y
4.40%
3Y*
6.10%
5Y*
3.94%
10Y*
3.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFIP vs. BBBMX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
DFIP
Dimensional Inflation-Protected Securities ETF		1.01%7.54%1.72%4.07%-12.39%-0.37%
BBBMX
BBH Limited Duration Fund Class N		1.62%5.54%6.81%7.44%-1.48%0.03%

Correlation

The correlation between DFIP and BBBMX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.48

Compare stocks, funds, or ETFs

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Dimensional Inflation-Protected Securities ETF

BBH Limited Duration Fund Class N

Often compared with DFIP:
DFIP vs. SCHPDFIP vs. DFNMDFIP vs. BOXXDFIP vs. VTIPDFIP vs. SCYBDFIP vs. DFAUDFIP vs. AVGE
Often compared with BBBMX:
BBBMX vs. FHCOXBBBMX vs. BBBIXBBBMX vs. BBMIXBBBMX vs. BBNIXBBBMX vs. BBIIXBBBMX vs. FIWDXBBBMX vs. AGG

Return for Risk

DFIP vs. BBBMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFIP
DFIP Risk / Return Rank: 3232
Overall Rank
DFIP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DFIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
DFIP Omega Ratio Rank: 2828
Omega Ratio Rank
DFIP Calmar Ratio Rank: 3838
Calmar Ratio Rank
DFIP Martin Ratio Rank: 3636
Martin Ratio Rank
BBBMX
BBBMX Risk / Return Rank: 9898
Overall Rank
BBBMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BBBMX Sortino Ratio Rank: 9999
Sortino Ratio Rank
BBBMX Omega Ratio Rank: 9999
Omega Ratio Rank
BBBMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BBBMX Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFIP vs. BBBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and BBH Limited Duration Fund Class N (BBBMX). 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.

DFIPBBBMXDifference
Sharpe ratioReturn per unit of total volatility
0.91
2.75

-1.83

Sortino ratioReturn per unit of downside risk
1.36
7.80

-6.44

Omega ratioGain probability vs. loss probability

1.16

2.42

-1.26

Calmar ratioReturn relative to maximum drawdown

1.57

7.75

-6.18

Martin ratioReturn relative to average drawdown

4.48

36.35

-31.87

DFIP vs. BBBMX - Sharpe Ratio Comparison

The current DFIP Sharpe Ratio is 0.91, which is lower than the BBBMX Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of DFIP and BBBMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DFIP vs. BBBMX - Drawdown Comparison

The maximum DFIP drawdown since its inception was -14.96%, which is greater than BBBMX's maximum drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for DFIP and BBBMX.

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Drawdown Indicators

DFIPBBBMXDifference

Max Drawdown

Largest peak-to-trough decline

-14.96%

-6.50%

-8.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.06%

-0.57%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-4.74%

-0.57%

-4.17%

Max Drawdown (5Y)

Largest decline over 5 years

—

-3.18%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-6.50%

—

Current Drawdown

Current decline from peak

-0.94%

-0.10%

-0.84%

Average Drawdown

Average peak-to-trough decline

-6.82%

-0.57%

-6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.12%

+0.60%

Volatility

DFIP vs. BBBMX - Volatility Comparison

Dimensional Inflation-Protected Securities ETF (DFIP) has a higher volatility of 1.32% compared to BBH Limited Duration Fund Class N (BBBMX) at 0.43%. This indicates that DFIP's price experiences larger fluctuations and is considered to be riskier than BBBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DFIPBBBMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

0.43%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

1.21%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

1.61%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.76%

1.57%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.76%

1.48%

+5.28%

DFIP vs. BBBMX - Expense Ratio Comparison

DFIP has a 0.11% expense ratio, which is lower than BBBMX's 0.35% expense ratio.

Dividends

DFIP vs. BBBMX - Dividend Comparison

DFIP's dividend yield for the trailing twelve months is around 4.65%, more than BBBMX's 4.51% yield.

PositionTTM20252024202320222021202020192018201720162015
BBBMX
BBH Limited Duration Fund Class N		4.51%4.60%4.80%4.23%1.78%1.29%2.03%2.93%2.57%1.99%2.00%1.72%
DFIP
Dimensional Inflation-Protected Securities ETF		4.65%4.70%3.69%3.68%5.97%0.56%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DFIP and BBBMX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFIP has higher volatility (1.32%) compared to BBBMX (0.43%). In terms of maximum drawdown, DFIP dropped -14.96% vs BBBMX's -6.50%.

BBBMX currently has the higher Sharpe Ratio (2.75 vs 0.91), 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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