DIPSX vs. VBTLX
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
DIPSX is managed by Dimensional. It was launched on Sep 17, 2006. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
DIPSX vs. VBTLX - Performance Comparison
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DIPSX vs. VBTLX - 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.49% | 7.17% | 1.26% | 5.74% | -13.16% | -1.81% | 7.72% | 8.73% | -0.25% | 3.56% |
Returns By Period
In the year-to-date period, DIPSX achieves a 0.36% return, which is significantly higher than VBTLX's -0.49% return. Over the past 10 years, DIPSX has outperformed VBTLX with an annualized return of 2.53%, while VBTLX has yielded a comparatively lower 1.60% annualized 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%
VBTLX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.77%
- 3Y*
- 3.44%
- 5Y*
- 0.23%
- 10Y*
- 1.60%
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DIPSX vs. VBTLX - Expense Ratio Comparison
DIPSX has a 0.11% expense ratio, which is higher than VBTLX'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. VBTLX — Risk / Return Rank
DIPSX
VBTLX
DIPSX vs. VBTLX - 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 Index Fund Admiral Shares (VBTLX). 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 | VBTLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.00 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.44 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.78 | -0.85 |
Martin ratioReturn relative to average drawdown | 2.70 | 5.08 | -2.39 |
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 | VBTLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.00 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.04 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.32 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.76 | -0.44 |
Correlation
The correlation between DIPSX and VBTLX is 0.78, 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. VBTLX - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 2.05%, less than VBTLX's 3.61% 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
Drawdowns
DIPSX vs. VBTLX - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -14.64%, smaller than the maximum VBTLX drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for DIPSX and VBTLX.
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Drawdown Indicators
| DIPSX | VBTLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.64% | -18.81% | +4.17% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -2.73% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -14.64% | -18.14% | +3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -14.64% | -18.81% | +4.17% |
Current DrawdownCurrent decline from peak | -1.92% | -3.06% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -2.67% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.96% | +0.08% |
Volatility
DIPSX vs. VBTLX - Volatility Comparison
The current volatility for DFA Inflation-Protected Securities Portfolio (DIPSX) is 1.40%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.55%. This indicates that DIPSX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIPSX | VBTLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 1.55% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 2.59% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 4.37% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 5.98% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 4.97% | +0.76% |