DIPSX vs. BND
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and Vanguard Total Bond Market ETF (BND).
DIPSX is managed by Dimensional. It was launched on Sep 17, 2006. 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
DIPSX vs. BND - Performance Comparison
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DIPSX vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIPSX DFA Inflation-Protected Securities Portfolio | 0.36% | 5.77% | 2.02% | 3.93% | -12.26% | 5.55% | 11.65% | 8.54% | -1.30% | 3.28% |
BND Vanguard Total Bond Market ETF | 0.09% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Returns By Period
In the year-to-date period, DIPSX achieves a 0.36% return, which is significantly higher than BND's 0.09% return. Over the past 10 years, DIPSX has outperformed BND with an annualized return of 2.53%, while BND has yielded a comparatively lower 1.68% annualized return.
DIPSX
- 1D
- 0.00%
- 1M
- -1.15%
- YTD
- 0.36%
- 6M
- 0.01%
- 1Y
- 1.69%
- 3Y*
- 2.74%
- 5Y*
- 1.13%
- 10Y*
- 2.53%
BND
- 1D
- 0.04%
- 1M
- -1.30%
- YTD
- 0.09%
- 6M
- 0.74%
- 1Y
- 3.96%
- 3Y*
- 3.60%
- 5Y*
- 0.25%
- 10Y*
- 1.68%
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DIPSX vs. BND - Expense Ratio Comparison
DIPSX has a 0.11% 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
DIPSX vs. BND — Risk / Return Rank
DIPSX
BND
DIPSX vs. BND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) 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.
| DIPSX | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 0.93 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.32 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.16 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.75 | -0.79 |
Martin ratioReturn relative to average drawdown | 2.77 | 4.78 | -2.01 |
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
| DIPSX | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 0.93 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.04 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.30 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.59 | -0.28 |
Correlation
The correlation between DIPSX and BND is 0.80, 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
DIPSX vs. BND - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 2.05%, less than BND's 3.93% 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% |
BND Vanguard Total Bond Market ETF | 3.93% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
DIPSX vs. BND - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -14.64%, smaller than the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for DIPSX and BND.
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Drawdown Indicators
| DIPSX | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.64% | -18.58% | +3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.44% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -14.64% | -17.91% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -14.64% | -18.58% | +3.94% |
Current DrawdownCurrent decline from peak | -1.92% | -2.54% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -3.07% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.90% | +0.15% |
Volatility
DIPSX vs. BND - Volatility Comparison
The current volatility for DFA Inflation-Protected Securities Portfolio (DIPSX) is 1.38%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.63%. This indicates that DIPSX experiences smaller price fluctuations and is considered to be less risky 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
| DIPSX | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 1.63% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.34% | 2.52% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 4.30% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 6.00% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 5.52% | +0.21% |