DIPSX vs. SWRSX
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX).
DIPSX is managed by Dimensional. It was launched on Sep 17, 2006. SWRSX is managed by Charles Schwab. It was launched on Mar 30, 2006.
Performance
DIPSX vs. SWRSX - Performance Comparison
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DIPSX vs. SWRSX - 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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 0.39% | 6.84% | 1.95% | 3.80% | -12.01% | 5.83% | 10.88% | 8.38% | -1.32% | 2.69% |
Returns By Period
In the year-to-date period, DIPSX achieves a 0.36% return, which is significantly lower than SWRSX's 0.39% return. Both investments have delivered pretty close results over the past 10 years, with DIPSX having a 2.53% annualized return and SWRSX not far ahead at 2.57%.
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%
SWRSX
- 1D
- 0.58%
- 1M
- -1.33%
- YTD
- 0.39%
- 6M
- 0.33%
- 1Y
- 2.91%
- 3Y*
- 3.14%
- 5Y*
- 1.42%
- 10Y*
- 2.57%
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DIPSX vs. SWRSX - Expense Ratio Comparison
DIPSX has a 0.11% expense ratio, which is higher than SWRSX'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%.
Return for Risk
DIPSX vs. SWRSX — Risk / Return Rank
DIPSX
SWRSX
DIPSX vs. SWRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and Schwab Treasury Inflation Protected Securities Index Fund (SWRSX). 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 | SWRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.84 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.17 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.16 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.44 | -0.51 |
Martin ratioReturn relative to average drawdown | 2.70 | 4.27 | -1.58 |
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 | SWRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.84 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.24 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.48 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.57 | -0.25 |
Correlation
The correlation between DIPSX and SWRSX is 0.94, 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. SWRSX - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 2.05%, less than SWRSX's 3.36% 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% |
SWRSX Schwab Treasury Inflation Protected Securities Index Fund | 3.36% | 4.20% | 3.68% | 3.11% | 7.95% | 4.45% | 1.33% | 2.20% | 2.87% | 1.75% | 1.81% | 1.06% |
Drawdowns
DIPSX vs. SWRSX - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -14.64%, roughly equal to the maximum SWRSX drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for DIPSX and SWRSX.
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Drawdown Indicators
| DIPSX | SWRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.64% | -14.29% | -0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.68% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -14.64% | -14.29% | -0.35% |
Max Drawdown (10Y)Largest decline over 10 years | -14.64% | -14.29% | -0.35% |
Current DrawdownCurrent decline from peak | -1.92% | -1.33% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -3.75% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.90% | +0.14% |
Volatility
DIPSX vs. SWRSX - Volatility Comparison
DFA Inflation-Protected Securities Portfolio (DIPSX) has a higher volatility of 1.40% compared to Schwab Treasury Inflation Protected Securities Index Fund (SWRSX) at 1.30%. This indicates that DIPSX's price experiences larger fluctuations and is considered to be riskier than SWRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIPSX | SWRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 1.30% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 2.17% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 4.00% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 6.05% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 5.39% | +0.34% |