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DFIP vs. PIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFIP vs. PIMIX - Performance Comparison

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

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DFIP vs. PIMIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFIP
Dimensional Inflation-Protected Securities ETF
0.40%7.54%1.72%4.07%-12.39%-0.05%
PIMIX
PIMCO Income Fund Institutional Class
-1.36%11.08%5.45%9.36%-9.07%0.42%

Returns By Period

In the year-to-date period, DFIP achieves a 0.40% return, which is significantly higher than PIMIX's -1.36% return.


DFIP

1D
0.01%
1M
-1.44%
YTD
0.40%
6M
0.24%
1Y
3.35%
3Y*
3.18%
5Y*
10Y*

PIMIX

1D
0.47%
1M
-3.24%
YTD
-1.36%
6M
1.15%
1Y
6.07%
3Y*
7.20%
5Y*
3.38%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFIP vs. PIMIX - Expense Ratio Comparison

DFIP has a 0.11% expense ratio, which is lower than PIMIX's 0.62% expense ratio.


Return for Risk

DFIP vs. PIMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFIP
DFIP Risk / Return Rank: 4343
Overall Rank
DFIP Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DFIP Sortino Ratio Rank: 4242
Sortino Ratio Rank
DFIP Omega Ratio Rank: 3838
Omega Ratio Rank
DFIP Calmar Ratio Rank: 4949
Calmar Ratio Rank
DFIP Martin Ratio Rank: 4141
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 8181
Overall Rank
PIMIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7878
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 7878
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. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and PIMCO Income Fund Institutional Class (PIMIX). 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.


DFIPPIMIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.56

-0.76

Sortino ratio

Return per unit of downside risk

1.13

2.25

-1.11

Omega ratio

Gain probability vs. loss probability

1.15

1.29

-0.15

Calmar ratio

Return relative to maximum drawdown

1.21

1.87

-0.66

Martin ratio

Return relative to average drawdown

3.84

7.56

-3.72

DFIP vs. PIMIX - Sharpe Ratio Comparison

The current DFIP Sharpe Ratio is 0.80, which is lower than the PIMIX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DFIP and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFIPPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.56

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

1.56

-1.55

Correlation

The correlation between DFIP and PIMIX is 0.71, 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. PIMIX - Dividend Comparison

DFIP's dividend yield for the trailing twelve months is around 4.24%, less than PIMIX's 5.57% yield.


TTM20252024202320222021202020192018201720162015
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%
PIMIX
PIMCO Income Fund Institutional Class
5.57%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Drawdowns

DFIP vs. PIMIX - Drawdown Comparison

The maximum DFIP drawdown since its inception was -14.96%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for DFIP and PIMIX.


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Drawdown Indicators


DFIPPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.96%

-13.39%

-1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-3.69%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-13.34%

Max Drawdown (10Y)

Largest decline over 10 years

-13.39%

Current Drawdown

Current decline from peak

-1.44%

-3.24%

+1.80%

Average Drawdown

Average peak-to-trough decline

-7.21%

-1.69%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.92%

+0.03%

Volatility

DFIP vs. PIMIX - Volatility Comparison

The current volatility for Dimensional Inflation-Protected Securities ETF (DFIP) is 1.38%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.88%. This indicates that DFIP experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFIPPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.88%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

2.64%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.21%

4.28%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

4.75%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

4.20%

+2.72%