DFIP vs. SCHP
Compare and contrast key facts about Dimensional Inflation-Protected Securities ETF (DFIP) and Schwab U.S. TIPS ETF (SCHP).
DFIP and SCHP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFIP is an actively managed fund by Dimensional. It was launched on Nov 15, 2021. SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIP or SCHP.
Correlation
The correlation between DFIP and SCHP is 0.97, 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.
Performance
DFIP vs. SCHP - Performance Comparison
Key characteristics
DFIP:
1.40
SCHP:
1.56
DFIP:
1.96
SCHP:
2.25
DFIP:
1.26
SCHP:
1.28
DFIP:
0.61
SCHP:
0.64
DFIP:
3.94
SCHP:
4.57
DFIP:
1.75%
SCHP:
1.51%
DFIP:
4.91%
SCHP:
4.41%
DFIP:
-14.96%
SCHP:
-14.26%
DFIP:
-3.96%
SCHP:
-3.53%
Returns By Period
In the year-to-date period, DFIP achieves a 4.32% return, which is significantly higher than SCHP's 4.08% return.
DFIP
4.32%
0.37%
0.61%
6.86%
N/A
N/A
SCHP
4.08%
0.37%
0.89%
6.86%
1.83%
2.41%
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. SCHP - Expense Ratio Comparison
DFIP has a 0.11% expense ratio, which is higher than SCHP'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%.
Risk-Adjusted Performance
DFIP vs. SCHP — Risk-Adjusted Performance Rank
DFIP
SCHP
DFIP vs. SCHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and Schwab U.S. TIPS ETF (SCHP). 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.
Dividends
DFIP vs. SCHP - Dividend Comparison
DFIP's dividend yield for the trailing twelve months is around 4.00%, more than SCHP's 3.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 4.00% | 3.69% | 3.68% | 5.97% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHP Schwab U.S. TIPS ETF | 3.17% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% |
Drawdowns
DFIP vs. SCHP - Drawdown Comparison
The maximum DFIP drawdown since its inception was -14.96%, roughly equal to the maximum SCHP drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for DFIP and SCHP. For additional features, visit the drawdowns tool.
Volatility
DFIP vs. SCHP - Volatility Comparison
Dimensional Inflation-Protected Securities ETF (DFIP) and Schwab U.S. TIPS ETF (SCHP) have volatilities of 1.31% and 1.34%, 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.