DIPSX vs. AVIE

Last updated Apr 1, 2026

Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and Avantis Inflation Focused Equity ETF (AVIE).

DIPSX is managed by Dimensional. It was launched on Sep 17, 2006. AVIE is an actively managed fund by Avantis. It was launched on Sep 27, 2022.

Performance

DIPSX vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Inflation-Protected Securities Portfolio (DIPSX) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

DIPSX vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIPSX DFA Inflation-Protected Securities Portfolio	0.36%	5.77%	2.02%	3.93%	1.32%
AVIE Avantis Inflation Focused Equity ETF	11.28%	11.37%	6.17%	4.19%	14.70%

Returns By Period

In the year-to-date period, DIPSX achieves a 0.36% return, which is significantly lower than AVIE's 11.28% return.

DIPSX

• 1D: 0.63%
• 1M: -1.41%
• YTD: 0.36%
• 6M: 0.19%
• 1Y: 1.69%
• 3Y*: 2.74%
• 5Y*: 1.18%
• 10Y*: 2.53%

AVIE

• 1D: 0.70%
• 1M: -2.00%
• YTD: 11.28%
• 6M: 16.70%
• 1Y: 15.15%
• 3Y*: 12.31%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DIPSX vs. AVIE - Expense Ratio Comparison

DIPSX has a 0.11% expense ratio, which is lower than AVIE's 0.25% 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%.

AVIE

Avantis Inflation Focused Equity ETF

DIPSX

DFA Inflation-Protected Securities Portfolio

Return for Risk

DIPSX vs. AVIE — Risk / Return Rank

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

DIPSX

DIPSX Risk / Return Rank: 22
DIPSX Sharpe Ratio Rank: 19
DIPSX Sortino Ratio Rank: 16
DIPSX Omega Ratio Rank: 15
DIPSX Calmar Ratio Rank: 34
DIPSX Martin Ratio Rank: 25

AVIE

AVIE Risk / Return Rank: 54
AVIE Sharpe Ratio Rank: 59
AVIE Sortino Ratio Rank: 56
AVIE Omega Ratio Rank: 59
AVIE Calmar Ratio Rank: 55
AVIE Martin Ratio Rank: 42

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DIPSX vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	DIPSX	AVIE	Difference
Sharpe ratio Return per unit of total volatility	0.48	1.04	-0.56
Sortino ratio Return per unit of downside risk	0.68	1.44	-0.76
Omega ratio Gain probability vs. loss probability	1.09	1.22	-0.13
Calmar ratio Return relative to maximum drawdown	0.93	1.40	-0.47
Martin ratio Return relative to average drawdown	2.70	4.02	-1.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIPSX vs. AVIE - Sharpe Ratio Comparison

The current DIPSX Sharpe Ratio is 0.48, which is lower than the AVIE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DIPSX and AVIE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DIPSX	AVIE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	1.04	-0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	1.06	-0.75

Correlation

The correlation between DIPSX and AVIE is 0.12, 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.

Dividends

DIPSX vs. AVIE - Dividend Comparison

DIPSX's dividend yield for the trailing twelve months is around 2.05%, more than AVIE's 1.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIPSX DFA Inflation-Protected Securities Portfolio	2.05%	2.43%	2.70%	3.73%	8.14%	4.86%	1.58%	2.12%	2.28%	2.64%	1.99%	0.69%
AVIE Avantis Inflation Focused Equity ETF	1.47%	1.75%	1.89%	3.72%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DIPSX vs. AVIE - Drawdown Comparison

The maximum DIPSX drawdown since its inception was -14.64%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for DIPSX and AVIE.

Drawdown Indicators

	DIPSX	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-14.64%	-12.39%	-2.25%
Max Drawdown (1Y) Largest decline over 1 year	-3.02%	-11.53%	+8.51%
Max Drawdown (5Y) Largest decline over 5 years	-14.64%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-14.64%	—	—
Current Drawdown Current decline from peak	-1.92%	-2.09%	+0.17%
Average Drawdown Average peak-to-trough decline	-4.60%	-3.10%	-1.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	4.02%	-2.98%

Volatility

DIPSX vs. AVIE - Volatility Comparison

The current volatility for DFA Inflation-Protected Securities Portfolio (DIPSX) is 1.40%, while Avantis Inflation Focused Equity ETF (AVIE) has a volatility of 3.07%. This indicates that DIPSX experiences smaller price fluctuations and is considered to be less risky than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIPSX	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.40%	3.07%	-1.67%
Volatility (6M) Calculated over the trailing 6-month period	2.35%	7.36%	-5.01%
Volatility (1Y) Calculated over the trailing 1-year period	4.31%	14.66%	-10.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.37%	13.10%	-6.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.73%	13.10%	-7.37%