DIPSX vs. VTIP
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
DIPSX is managed by Dimensional. It was launched on Sep 17, 2006. VTIP is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. It was launched on Oct 12, 2012.
Performance
DIPSX vs. VTIP - Performance Comparison
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DIPSX vs. VTIP - 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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.87% | 6.07% | 4.74% | 4.62% | -2.94% | 5.36% | 4.95% | 4.86% | 0.56% | 0.82% |
Returns By Period
In the year-to-date period, DIPSX achieves a 0.36% return, which is significantly lower than VTIP's 0.87% return. Over the past 10 years, DIPSX has underperformed VTIP with an annualized return of 2.53%, while VTIP has yielded a comparatively higher 3.05% 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%
VTIP
- 1D
- -0.11%
- 1M
- 0.03%
- YTD
- 0.87%
- 6M
- 1.15%
- 1Y
- 3.80%
- 3Y*
- 4.62%
- 5Y*
- 3.46%
- 10Y*
- 3.05%
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DIPSX vs. VTIP - Expense Ratio Comparison
DIPSX has a 0.11% expense ratio, which is higher than VTIP'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. VTIP — Risk / Return Rank
DIPSX
VTIP
DIPSX vs. VTIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 | VTIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 2.01 | -1.61 |
Sortino ratioReturn per unit of downside risk | 0.56 | 3.03 | -2.46 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.42 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 3.90 | -2.94 |
Martin ratioReturn relative to average drawdown | 2.77 | 12.53 | -9.76 |
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 | VTIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.01 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 1.25 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 1.12 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.87 | -0.56 |
Correlation
The correlation between DIPSX and VTIP is 0.75, 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. VTIP - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 2.05%, less than VTIP's 3.63% 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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.63% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
Drawdowns
DIPSX vs. VTIP - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -14.64%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for DIPSX and VTIP.
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Drawdown Indicators
| DIPSX | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.64% | -6.27% | -8.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -0.98% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -14.64% | -5.50% | -9.14% |
Max Drawdown (10Y)Largest decline over 10 years | -14.64% | -6.27% | -8.37% |
Current DrawdownCurrent decline from peak | -1.92% | -0.37% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -1.05% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.30% | +0.75% |
Volatility
DIPSX vs. VTIP - Volatility Comparison
DFA Inflation-Protected Securities Portfolio (DIPSX) has a higher volatility of 1.38% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.62%. This indicates that DIPSX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIPSX | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 0.62% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 2.34% | 0.98% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.31% | 1.90% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 2.78% | +3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.73% | 2.74% | +2.99% |