PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DFIP vs. DFAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIP and DFAU is 0.17, 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. DFAU - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-3.29%
23.45%
DFIP
DFAU

Key characteristics

Sharpe Ratio

DFIP:

1.40

DFAU:

0.56

Sortino Ratio

DFIP:

1.96

DFAU:

0.84

Omega Ratio

DFIP:

1.26

DFAU:

1.11

Calmar Ratio

DFIP:

0.61

DFAU:

0.75

Martin Ratio

DFIP:

3.94

DFAU:

2.46

Ulcer Index

DFIP:

1.75%

DFAU:

3.23%

Daily Std Dev

DFIP:

4.91%

DFAU:

14.14%

Max Drawdown

DFIP:

-14.96%

DFAU:

-23.61%

Current Drawdown

DFIP:

-3.96%

DFAU:

-7.90%

Returns By Period

In the year-to-date period, DFIP achieves a 4.32% return, which is significantly higher than DFAU's -3.76% return.


DFIP

YTD

4.32%

1M

0.37%

6M

0.61%

1Y

6.86%

5Y*

N/A

10Y*

N/A

DFAU

YTD

-3.76%

1M

-2.87%

6M

-0.53%

1Y

8.71%

5Y*

N/A

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.


DFIP vs. DFAU - Expense Ratio Comparison

DFIP has a 0.11% expense ratio, which is lower than DFAU's 0.12% 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%.


DFAU
Dimensional US Core Equity Market ETF
Expense ratio chart for DFAU: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAU: 0.12%
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. DFAU — 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 7777
Overall Rank
The Sharpe Ratio Rank of DFIP is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIP is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DFIP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of DFIP is 5454
Calmar Ratio Rank
The Martin Ratio Rank of DFIP is 7373
Martin Ratio Rank

DFAU
The Risk-Adjusted Performance Rank of DFAU is 5656
Overall Rank
The Sharpe Ratio Rank of DFAU is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAU is 5151
Sortino Ratio Rank
The Omega Ratio Rank of DFAU is 5353
Omega Ratio Rank
The Calmar Ratio Rank of DFAU is 6363
Calmar Ratio Rank
The Martin Ratio Rank of DFAU is 5959
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. DFAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and Dimensional US Core Equity Market ETF (DFAU). 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 DFIP, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.005.00
DFIP: 1.40
DFAU: 0.56
The chart of Sortino ratio for DFIP, currently valued at 1.96, compared to the broader market-2.000.002.004.006.008.0010.0012.00
DFIP: 1.96
DFAU: 0.84
The chart of Omega ratio for DFIP, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.00
DFIP: 1.26
DFAU: 1.11
The chart of Calmar ratio for DFIP, currently valued at 0.61, compared to the broader market0.005.0010.0015.00
DFIP: 0.61
DFAU: 0.75
The chart of Martin ratio for DFIP, currently valued at 3.94, compared to the broader market0.0020.0040.0060.0080.00100.00
DFIP: 3.94
DFAU: 2.46

The current DFIP Sharpe Ratio is 1.40, which is higher than the DFAU Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of DFIP and DFAU, 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.40
0.56
DFIP
DFAU

Dividends

DFIP vs. DFAU - Dividend Comparison

DFIP's dividend yield for the trailing twelve months is around 4.00%, more than DFAU's 1.18% yield.


TTM20242023202220212020
DFIP
Dimensional Inflation-Protected Securities ETF
4.00%3.69%3.68%5.97%0.56%0.00%
DFAU
Dimensional US Core Equity Market ETF
1.18%1.10%1.29%1.40%1.00%0.13%

Drawdowns

DFIP vs. DFAU - Drawdown Comparison

The maximum DFIP drawdown since its inception was -14.96%, smaller than the maximum DFAU drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for DFIP and DFAU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.96%
-7.90%
DFIP
DFAU

Volatility

DFIP vs. DFAU - Volatility Comparison

The current volatility for Dimensional Inflation-Protected Securities ETF (DFIP) is 1.31%, while Dimensional US Core Equity Market ETF (DFAU) has a volatility of 5.83%. This indicates that DFIP experiences smaller price fluctuations and is considered to be less risky than DFAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
1.31%
5.83%
DFIP
DFAU
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab