DIPSX vs. PIMIX
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and PIMCO Income Fund Institutional Class (PIMIX).
DIPSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 17, 2006. PIMIX is managed by PIMCO. It was launched on Mar 30, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIPSX or PIMIX.
Key characteristics
| DIPSX | PIMIX | |
|---|---|---|
| YTD Return | 2.50% | 4.75% |
| 1Y Return | 5.78% | 9.47% |
| 3Y Return (Ann) | -2.41% | 1.94% |
| 5Y Return (Ann) | 2.06% | 3.15% |
| 10Y Return (Ann) | 2.12% | 4.20% |
| Sharpe Ratio | 1.31 | 2.39 |
| Sortino Ratio | 1.96 | 3.69 |
| Omega Ratio | 1.24 | 1.48 |
| Calmar Ratio | 0.54 | 2.70 |
| Martin Ratio | 5.86 | 12.49 |
| Ulcer Index | 1.16% | 0.85% |
| Daily Std Dev | 5.17% | 4.46% |
| Max Drawdown | -15.57% | -13.39% |
| Current Drawdown | -7.18% | -1.80% |
Correlation
The correlation between DIPSX and PIMIX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DIPSX vs. PIMIX - Performance Comparison
In the year-to-date period, DIPSX achieves a 2.50% return, which is significantly lower than PIMIX's 4.75% return. Over the past 10 years, DIPSX has underperformed PIMIX with an annualized return of 2.12%, while PIMIX has yielded a comparatively higher 4.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DIPSX vs. PIMIX - Expense Ratio Comparison
DIPSX has a 0.11% expense ratio, which is lower than PIMIX's 0.62% expense ratio.
Risk-Adjusted Performance
DIPSX vs. PIMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and PIMCO Income Fund Institutional Class (PIMIX). 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.
Dividends
DIPSX vs. PIMIX - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 3.20%, less than PIMIX's 6.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIPSX DFA Inflation-Protected Securities Portfolio | 3.20% | 3.74% | 8.15% | 4.82% | 1.28% | 1.97% | 2.28% | 2.64% | 1.75% | 0.60% | 1.91% | 1.37% |
PIMIX PIMCO Income Fund Institutional Class | 6.25% | 6.21% | 6.40% | 4.02% | 4.89% | 5.86% | 5.68% | 5.41% | 5.57% | 7.84% | 6.30% | 5.46% |
Drawdowns
DIPSX vs. PIMIX - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -15.57%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for DIPSX and PIMIX. For additional features, visit the drawdowns tool.
Volatility
DIPSX vs. PIMIX - Volatility Comparison
DFA Inflation-Protected Securities Portfolio (DIPSX) has a higher volatility of 1.36% compared to PIMCO Income Fund Institutional Class (PIMIX) at 1.11%. This indicates that DIPSX's price experiences larger fluctuations and is considered to be riskier than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.