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

Correlation

The correlation between DFIP and BOXX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

DFIP vs. BOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Inflation-Protected Securities ETF (DFIP) and Alpha Architect 1-3 Month Box ETF (BOXX). The values are adjusted to include any dividend payments, if applicable.

6.00%7.00%8.00%9.00%10.00%11.00%12.00%NovemberDecember2025FebruaryMarchApril
11.18%
11.84%
DFIP
BOXX

Key characteristics

Sharpe Ratio

DFIP:

1.47

BOXX:

14.08

Sortino Ratio

DFIP:

2.07

BOXX:

39.11

Omega Ratio

DFIP:

1.27

BOXX:

12.28

Calmar Ratio

DFIP:

0.65

BOXX:

46.06

Martin Ratio

DFIP:

4.21

BOXX:

593.81

Ulcer Index

DFIP:

1.75%

BOXX:

0.01%

Daily Std Dev

DFIP:

5.00%

BOXX:

0.36%

Max Drawdown

DFIP:

-14.96%

BOXX:

-0.12%

Current Drawdown

DFIP:

-3.51%

BOXX:

0.00%

Returns By Period

In the year-to-date period, DFIP achieves a 4.80% return, which is significantly higher than BOXX's 1.17% return.


DFIP

YTD

4.80%

1M

1.64%

6M

2.36%

1Y

6.92%

5Y*

N/A

10Y*

N/A

BOXX

YTD

1.17%

1M

0.35%

6M

2.32%

1Y

4.98%

5Y*

N/A

10Y*

N/A

*Annualized

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DFIP vs. BOXX - Expense Ratio Comparison

DFIP has a 0.11% expense ratio, which is lower than BOXX's 0.20% 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 BOXX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BOXX: 0.20%
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. BOXX — 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 8686
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 9191
Omega Ratio Rank
The Calmar Ratio Rank of DFIP is 7777
Calmar Ratio Rank
The Martin Ratio Rank of DFIP is 8383
Martin Ratio Rank

BOXX
The Risk-Adjusted Performance Rank of BOXX is 100100
Overall Rank
The Sharpe Ratio Rank of BOXX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BOXX is 100100
Sortino Ratio Rank
The Omega Ratio Rank of BOXX is 100100
Omega Ratio Rank
The Calmar Ratio Rank of BOXX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BOXX is 100100
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. BOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and Alpha Architect 1-3 Month Box ETF (BOXX). 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 1.47, compared to the broader market-1.000.001.002.003.004.00
DFIP: 1.47
BOXX: 14.08
The chart of Sortino ratio for DFIP, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.00
DFIP: 2.07
BOXX: 39.11
The chart of Omega ratio for DFIP, currently valued at 1.27, compared to the broader market0.501.001.502.002.50
DFIP: 1.27
BOXX: 12.28
The chart of Calmar ratio for DFIP, currently valued at 1.77, compared to the broader market0.005.0010.0015.00
DFIP: 1.77
BOXX: 46.06
The chart of Martin ratio for DFIP, currently valued at 4.21, compared to the broader market0.0020.0040.0060.0080.00
DFIP: 4.21
BOXX: 593.81

The current DFIP Sharpe Ratio is 1.47, which is lower than the BOXX Sharpe Ratio of 14.08. The chart below compares the historical Sharpe Ratios of DFIP and BOXX, 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 Ratio0.005.0010.0015.00NovemberDecember2025FebruaryMarchApril
1.47
14.08
DFIP
BOXX

Dividends

DFIP vs. BOXX - Dividend Comparison

DFIP's dividend yield for the trailing twelve months is around 3.98%, more than BOXX's 0.26% yield.


TTM2024202320222021
DFIP
Dimensional Inflation-Protected Securities ETF
3.98%3.69%3.68%5.97%0.56%
BOXX
Alpha Architect 1-3 Month Box ETF
0.26%0.26%0.00%0.00%0.00%

Drawdowns

DFIP vs. BOXX - Drawdown Comparison

The maximum DFIP drawdown since its inception was -14.96%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for DFIP and BOXX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.41%
0
DFIP
BOXX

Volatility

DFIP vs. BOXX - Volatility Comparison

Dimensional Inflation-Protected Securities ETF (DFIP) has a higher volatility of 1.51% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.11%. This indicates that DFIP's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%NovemberDecember2025FebruaryMarchApril
1.51%
0.11%
DFIP
BOXX