DFIP vs. VTP
DFIP (Dimensional Inflation-Protected Securities ETF) and VTP (Vanguard Total Inflation-Protected Securities ETF) are both Inflation-Protected Bonds funds. DFIP is actively managed, while VTP is passively managed. With a 0.96 correlation, they move nearly in lockstep. DFIP charges 0.11%/yr vs 0.05%/yr for VTP.
Performance
DFIP vs. VTP - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DFIP having a 1.49% return and VTP slightly higher at 1.55%.
DFIP
- 1D
- -0.26%
- 1M
- -0.23%
- YTD
- 1.49%
- 6M
- 0.95%
- 1Y
- 5.08%
- 3Y*
- 4.18%
- 5Y*
- —
- 10Y*
- —
VTP
- 1D
- -0.16%
- 1M
- -0.08%
- YTD
- 1.55%
- 6M
- 1.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DFIP vs. VTP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 1.49% | 2.18% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.55% | 2.27% |
Correlation
The correlation between DFIP and VTP is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.96 |
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Return for Risk
DFIP vs. VTP — Risk / Return Rank
DFIP
VTP
DFIP vs. VTP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and Vanguard Total Inflation-Protected Securities ETF (VTP). 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 | VTP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.27 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | — | — |
| Martin ratioReturn relative to average drawdown | 7.52 | — | — |
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 | VTP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 1.31 | -1.28 |
Drawdowns
DFIP vs. VTP - Drawdown Comparison
The maximum DFIP drawdown since its inception was -14.96%, which is greater than VTP's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for DFIP and VTP.
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Drawdown Indicators
| DFIP | VTP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.96% | -1.92% | -13.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.06% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -4.82% | — | — |
Current DrawdownCurrent decline from peak | -0.47% | -0.30% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -0.52% | -6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | — | — |
Volatility
DFIP vs. VTP - Volatility Comparison
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Volatility by Period
| DFIP | VTP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 3.26% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.81% | 3.26% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.81% | 3.26% | +3.55% |
DFIP vs. VTP - Expense Ratio Comparison
DFIP has a 0.11% expense ratio, which is higher than VTP'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%.
Dividends
DFIP vs. VTP - Dividend Comparison
DFIP's dividend yield for the trailing twelve months is around 3.88%, more than VTP's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 3.88% | 4.70% | 3.69% | 3.68% | 5.97% | 0.56% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.61% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, DFIP and VTP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VTP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTP is cheaper with a 0.05% expense ratio, compared with 0.11% for DFIP.
DFIP has the higher dividend yield at 3.88%, compared with 1.61% for VTP.
They also come from different issuers: Dimensional and Vanguard. Their fees differ too: 0.11% for DFIP and 0.05% for VTP.
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