DFSB vs. BND
Compare and contrast key facts about Dimensional Global Sustainability Fixed Income ETF (DFSB) and Vanguard Total Bond Market ETF (BND).
DFSB and BND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFSB is an actively managed fund by Dimensional. It was launched on Nov 15, 2022. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007.
Performance
DFSB vs. BND - Performance Comparison
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DFSB vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFSB Dimensional Global Sustainability Fixed Income ETF | -0.11% | 5.22% | 2.45% | 9.37% | -0.77% |
BND Vanguard Total Bond Market ETF | 0.05% | 7.08% | 1.38% | 5.65% | 0.00% |
Returns By Period
In the year-to-date period, DFSB achieves a -0.11% return, which is significantly lower than BND's 0.05% return.
DFSB
- 1D
- 0.57%
- 1M
- -2.05%
- YTD
- -0.11%
- 6M
- 0.33%
- 1Y
- 3.78%
- 3Y*
- 4.26%
- 5Y*
- —
- 10Y*
- —
BND
- 1D
- 0.22%
- 1M
- -1.74%
- YTD
- 0.05%
- 6M
- 0.95%
- 1Y
- 4.24%
- 3Y*
- 3.59%
- 5Y*
- 0.24%
- 10Y*
- 1.67%
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DFSB vs. BND - Expense Ratio Comparison
DFSB has a 0.24% expense ratio, which is higher than BND's 0.03% 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%.
Return for Risk
DFSB vs. BND — Risk / Return Rank
DFSB
BND
DFSB vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Sustainability Fixed Income ETF (DFSB) and Vanguard Total Bond Market ETF (BND). 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.
| DFSB | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.99 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.41 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.81 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.55 | 4.98 | -0.43 |
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
| DFSB | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.99 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.04 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.59 | +0.28 |
Correlation
The correlation between DFSB and BND is 0.93, 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
DFSB vs. BND - Dividend Comparison
DFSB's dividend yield for the trailing twelve months is around 3.30%, less than BND's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSB Dimensional Global Sustainability Fixed Income ETF | 3.30% | 3.46% | 4.35% | 5.27% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.91% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
DFSB vs. BND - Drawdown Comparison
The maximum DFSB drawdown since its inception was -5.16%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for DFSB and BND.
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Drawdown Indicators
| DFSB | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.16% | -18.58% | +13.42% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -2.44% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.58% | — |
Current DrawdownCurrent decline from peak | -2.05% | -2.58% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -1.24% | -3.07% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 0.89% | -0.04% |
Volatility
DFSB vs. BND - Volatility Comparison
Dimensional Global Sustainability Fixed Income ETF (DFSB) has a higher volatility of 1.95% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that DFSB's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSB | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.95% | 1.63% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.62% | 2.52% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.16% | 4.30% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.50% | 6.00% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 5.52% | -0.02% |