DFIP vs. TIPZ
Compare and contrast key facts about Dimensional Inflation-Protected Securities ETF (DFIP) and PIMCO Broad US TIPS Index ETF (TIPZ).
DFIP and TIPZ 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. TIPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury. It was launched on Sep 3, 2009.
Performance
DFIP vs. TIPZ - Performance Comparison
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DFIP vs. TIPZ - 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% |
TIPZ PIMCO Broad US TIPS Index ETF | 1.47% | 5.87% | 1.52% | 3.37% | -12.67% | -0.36% |
Returns By Period
In the year-to-date period, DFIP achieves a 0.40% return, which is significantly lower than TIPZ's 1.47% return.
DFIP
- 1D
- 0.01%
- 1M
- -1.44%
- YTD
- 0.40%
- 6M
- 0.24%
- 1Y
- 3.35%
- 3Y*
- 3.18%
- 5Y*
- —
- 10Y*
- —
TIPZ
- 1D
- 0.08%
- 1M
- -1.41%
- YTD
- 1.47%
- 6M
- 0.35%
- 1Y
- 2.98%
- 3Y*
- 2.97%
- 5Y*
- 1.07%
- 10Y*
- 2.40%
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DFIP vs. TIPZ - Expense Ratio Comparison
DFIP has a 0.11% expense ratio, which is lower than TIPZ'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%.
Return for Risk
DFIP vs. TIPZ — Risk / Return Rank
DFIP
TIPZ
DFIP vs. TIPZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and PIMCO Broad US TIPS Index ETF (TIPZ). 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 | TIPZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.65 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.90 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.12 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.19 | +0.02 |
Martin ratioReturn relative to average drawdown | 3.84 | 3.44 | +0.40 |
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 | TIPZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.65 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.17 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.52 | -0.51 |
Correlation
The correlation between DFIP and TIPZ 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. TIPZ - Dividend Comparison
DFIP's dividend yield for the trailing twelve months is around 4.24%, less than TIPZ's 4.44% 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% |
TIPZ PIMCO Broad US TIPS Index ETF | 4.44% | 4.74% | 4.44% | 4.69% | 7.14% | 4.41% | 1.47% | 1.65% | 2.23% | 1.70% | 1.06% | 0.56% |
Drawdowns
DFIP vs. TIPZ - Drawdown Comparison
The maximum DFIP drawdown since its inception was -14.96%, smaller than the maximum TIPZ drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for DFIP and TIPZ.
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Drawdown Indicators
| DFIP | TIPZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.96% | -15.77% | +0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.86% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.77% | — |
Current DrawdownCurrent decline from peak | -1.44% | -2.51% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -4.36% | -2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.99% | -0.04% |
Volatility
DFIP vs. TIPZ - Volatility Comparison
Dimensional Inflation-Protected Securities ETF (DFIP) and PIMCO Broad US TIPS Index ETF (TIPZ) have volatilities of 1.38% and 1.45%, 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 | TIPZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 1.45% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 2.86% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 4.60% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.92% | 6.38% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 5.86% | +1.06% |