DFIP vs. DFGX
DFIP (Dimensional Inflation-Protected Securities ETF) and DFGX (Dimensional Global Ex US Core Fixed Income ETF) are both exchange-traded funds - DFIP is a Inflation-Protected Bonds fund actively managed by Dimensional, while DFGX is a Global Bonds fund actively managed by Dimensional. Both are actively managed. Over the past year, DFIP returned 1.63% vs 1.52% for DFGX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. DFIP charges 0.11%/yr vs 0.20%/yr for DFGX.
Performance
DFIP vs. DFGX - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with DFIP at 0.49% and DFGX at 0.49%.
DFIP
- 1D
- -0.11%
- 1M
- -0.72%
- 6M
- -0.13%
- YTD
- 0.49%
- 1Y
- 1.63%
- 3Y*
- 4.00%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.03%
DFGX
- 1D
- -0.22%
- 1M
- -1.05%
- 6M
- -0.25%
- YTD
- 0.49%
- 1Y
- 1.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.84M | $8.04M | $8.31M | |
| $6.84M | $5.52M | $4.60M |
DFIP vs. DFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 0.49% | 7.54% | 1.72% | 3.62% |
DFGX Dimensional Global Ex US Core Fixed Income ETF | 0.49% | 3.46% | 3.75% | 4.95% |
Correlation
The correlation between DFIP and DFGX is 0.62, 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. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023 | 0.66 |
The correlation between DFIP and DFGX has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.
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Return for Risk
DFIP vs. DFGX — Risk / Return Rank
DFIP
DFGX
DFIP vs. DFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and Dimensional Global Ex US Core Fixed Income ETF (DFGX). 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.
| DFIP | DFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.55 | +0.59 |
| Martin ratioReturn relative to average drawdown | 3.00 | 1.51 | +1.49 |
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Drawdowns
DFIP vs. DFGX - Drawdown Comparison
The maximum DFIP drawdown since its inception was -14.96%, which is greater than DFGX's maximum drawdown of -3.32%. Use the drawdown chart below to compare losses from any high point for DFIP and DFGX.
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Drawdown Indicators
| DFIP | DFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.96% | -3.32% | -11.64% |
Max Drawdown (1Y)Largest decline over 1 year | -2.06% | -3.32% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -4.22% | — | — |
Current DrawdownCurrent decline from peak | -1.45% | -1.65% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -0.79% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 1.21% | -0.43% |
Volatility
DFIP vs. DFGX - Volatility Comparison
The current volatility for Dimensional Inflation-Protected Securities ETF (DFIP) is 0.80%, while Dimensional Global Ex US Core Fixed Income ETF (DFGX) has a volatility of 1.05%. This indicates that DFIP experiences smaller price fluctuations and is considered to be less risky than DFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIP | DFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.80% | 1.05% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 3.52% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 4.13% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.73% | 4.61% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 4.61% | +2.12% |
DFIP vs. DFGX - Expense Ratio Comparison
DFIP has a 0.11% expense ratio, which is lower than DFGX'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%.
Dividends
DFIP vs. DFGX - Dividend Comparison
DFIP's dividend yield for the trailing twelve months is around 5.45%, more than DFGX's 4.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DFGX Dimensional Global Ex US Core Fixed Income ETF | 4.14% | 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
DFIP and DFGX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFGX has higher volatility (1.05%) compared to DFIP (0.80%). In terms of maximum drawdown, DFIP dropped -14.96% vs DFGX's -3.32%.
On 1-year performance, DFIP leads with 1.63% vs 1.52% for DFGX. On fees, DFIP is cheaper at 0.11% per year. On volatility, DFIP has been the lower-risk option at 0.80%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DFIP has performed better with a 1.63% return vs 1.52%. 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 4.14% for DFGX.
DFIP is categorized as Inflation-Protected Bonds, while DFGX is Global Bonds. Their fees differ too: 0.11% for DFIP and 0.20% for DFGX.
DFIP currently has the higher Sharpe Ratio (0.68 vs 0.44), 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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