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DFIP vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIP and VTIP is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

DFIP vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Inflation-Protected Securities ETF (DFIP) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-3.60%
10.16%
DFIP
VTIP

Key characteristics

Sharpe Ratio

DFIP:

1.55

VTIP:

3.94

Sortino Ratio

DFIP:

2.20

VTIP:

6.50

Omega Ratio

DFIP:

1.28

VTIP:

1.91

Calmar Ratio

DFIP:

0.67

VTIP:

7.68

Martin Ratio

DFIP:

4.32

VTIP:

26.45

Ulcer Index

DFIP:

1.74%

VTIP:

0.28%

Daily Std Dev

DFIP:

4.88%

VTIP:

1.91%

Max Drawdown

DFIP:

-14.96%

VTIP:

-6.27%

Current Drawdown

DFIP:

-4.27%

VTIP:

-0.14%

Returns By Period

In the year-to-date period, DFIP achieves a 3.99% return, which is significantly higher than VTIP's 3.45% return.


DFIP

YTD

3.99%

1M

0.53%

6M

2.36%

1Y

7.60%

5Y*

N/A

10Y*

N/A

VTIP

YTD

3.45%

1M

0.94%

6M

3.74%

1Y

7.47%

5Y*

4.07%

10Y*

2.81%

*Annualized

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DFIP vs. VTIP - Expense Ratio Comparison

DFIP has a 0.11% expense ratio, which is higher than VTIP's 0.04% 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%.


Expense ratio chart for DFIP: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIP: 0.11%
Expense ratio chart for VTIP: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTIP: 0.04%

Risk-Adjusted Performance

DFIP vs. VTIP — Risk-Adjusted Performance Rank

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

DFIP
The Risk-Adjusted Performance Rank of DFIP is 8585
Overall Rank
The Sharpe Ratio Rank of DFIP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIP is 9090
Sortino Ratio Rank
The Omega Ratio Rank of DFIP is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DFIP is 7373
Calmar Ratio Rank
The Martin Ratio Rank of DFIP is 8282
Martin Ratio Rank

VTIP
The Risk-Adjusted Performance Rank of VTIP is 9898
Overall Rank
The Sharpe Ratio Rank of VTIP is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIP is 9999
Sortino Ratio Rank
The Omega Ratio Rank of VTIP is 9898
Omega Ratio Rank
The Calmar Ratio Rank of VTIP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VTIP is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFIP vs. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


The chart of Sharpe ratio for DFIP, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.00
DFIP: 1.55
VTIP: 3.94
The chart of Sortino ratio for DFIP, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.00
DFIP: 2.20
VTIP: 6.50
The chart of Omega ratio for DFIP, currently valued at 1.28, compared to the broader market0.501.001.502.002.50
DFIP: 1.28
VTIP: 1.91
The chart of Calmar ratio for DFIP, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.00
DFIP: 0.67
VTIP: 7.68
The chart of Martin ratio for DFIP, currently valued at 4.32, compared to the broader market0.0020.0040.0060.00
DFIP: 4.32
VTIP: 26.45

The current DFIP Sharpe Ratio is 1.55, which is lower than the VTIP Sharpe Ratio of 3.94. The chart below compares the historical Sharpe Ratios of DFIP and VTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.55
3.94
DFIP
VTIP

Dividends

DFIP vs. VTIP - Dividend Comparison

DFIP's dividend yield for the trailing twelve months is around 4.18%, more than VTIP's 2.76% yield.


TTM20242023202220212020201920182017201620152014
DFIP
Dimensional Inflation-Protected Securities ETF
4.18%3.69%3.68%5.97%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.76%2.70%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%

Drawdowns

DFIP vs. VTIP - Drawdown Comparison

The maximum DFIP drawdown since its inception was -14.96%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for DFIP and VTIP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.27%
-0.14%
DFIP
VTIP

Volatility

DFIP vs. VTIP - Volatility Comparison

Dimensional Inflation-Protected Securities ETF (DFIP) has a higher volatility of 2.36% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 1.09%. This indicates that DFIP's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.36%
1.09%
DFIP
VTIP