DFIP vs. FIPDX
Compare and contrast key facts about Dimensional Inflation-Protected Securities ETF (DFIP) and Fidelity Inflation-Protected Bond Index Fund (FIPDX).
DFIP is an actively managed fund by Dimensional. It was launched on Nov 15, 2021. FIPDX is managed by Fidelity. It was launched on May 16, 2012.
Performance
DFIP vs. FIPDX - Performance Comparison
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DFIP vs. FIPDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 0.40% | 7.54% | 1.72% | 4.07% | -12.39% | -0.05% |
FIPDX Fidelity Inflation-Protected Bond Index Fund | 0.33% | 6.90% | 2.00% | 3.77% | -12.09% | -0.04% |
Returns By Period
In the year-to-date period, DFIP achieves a 0.40% return, which is significantly higher than FIPDX's 0.33% return.
DFIP
- 1D
- 0.01%
- 1M
- -1.44%
- YTD
- 0.40%
- 6M
- 0.24%
- 1Y
- 3.35%
- 3Y*
- 3.18%
- 5Y*
- —
- 10Y*
- —
FIPDX
- 1D
- 0.55%
- 1M
- -1.40%
- YTD
- 0.33%
- 6M
- 0.37%
- 1Y
- 2.97%
- 3Y*
- 3.15%
- 5Y*
- 1.44%
- 10Y*
- 2.58%
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DFIP vs. FIPDX - Expense Ratio Comparison
DFIP has a 0.11% expense ratio, which is higher than FIPDX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFIP vs. FIPDX — Risk / Return Rank
DFIP
FIPDX
DFIP vs. FIPDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and Fidelity Inflation-Protected Bond Index Fund (FIPDX). 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.
| DFIP | FIPDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.83 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.17 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.37 | -0.16 |
Martin ratioReturn relative to average drawdown | 3.84 | 4.30 | -0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFIP | FIPDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.83 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.40 | -0.40 |
Correlation
The correlation between DFIP and FIPDX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFIP vs. FIPDX - Dividend Comparison
DFIP's dividend yield for the trailing twelve months is around 4.24%, more than FIPDX's 4.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 4.24% | 4.70% | 3.69% | 3.68% | 5.97% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FIPDX Fidelity Inflation-Protected Bond Index Fund | 4.16% | 4.18% | 3.75% | 3.56% | 8.87% | 4.76% | 1.24% | 1.97% | 2.26% | 1.29% | 1.34% | 0.38% |
Drawdowns
DFIP vs. FIPDX - Drawdown Comparison
The maximum DFIP drawdown since its inception was -14.96%, roughly equal to the maximum FIPDX drawdown of -14.32%. Use the drawdown chart below to compare losses from any high point for DFIP and FIPDX.
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Drawdown Indicators
| DFIP | FIPDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.96% | -14.32% | -0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.90% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.32% | — |
Current DrawdownCurrent decline from peak | -1.44% | -1.40% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -4.52% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.92% | +0.03% |
Volatility
DFIP vs. FIPDX - Volatility Comparison
Dimensional Inflation-Protected Securities ETF (DFIP) and Fidelity Inflation-Protected Bond Index Fund (FIPDX) have volatilities of 1.38% and 1.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIP | FIPDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 1.37% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 2.35% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 4.13% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.92% | 5.99% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 5.38% | +1.54% |