DTCPX vs. STIP
Compare and contrast key facts about DFA Targeted Credit Portfolio (DTCPX) and iShares 0-5 Year TIPS Bond ETF (STIP).
DTCPX is managed by Dimensional. It was launched on May 20, 2015. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010.
Performance
DTCPX vs. STIP - Performance Comparison
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DTCPX vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTCPX DFA Targeted Credit Portfolio | -0.28% | 4.58% | 5.57% | 6.04% | -7.30% | -0.22% | 2.70% | 6.45% | 0.75% | 2.22% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.02% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Returns By Period
In the year-to-date period, DTCPX achieves a -0.28% return, which is significantly lower than STIP's 1.02% return. Over the past 10 years, DTCPX has underperformed STIP with an annualized return of 2.06%, while STIP has yielded a comparatively higher 3.11% annualized return.
DTCPX
- 1D
- 0.03%
- 1M
- -1.41%
- YTD
- -0.28%
- 6M
- 0.74%
- 1Y
- 3.28%
- 3Y*
- 4.76%
- 5Y*
- 1.57%
- 10Y*
- 2.06%
STIP
- 1D
- 0.05%
- 1M
- 0.11%
- YTD
- 1.02%
- 6M
- 1.38%
- 1Y
- 3.99%
- 3Y*
- 4.69%
- 5Y*
- 3.49%
- 10Y*
- 3.11%
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DTCPX vs. STIP - Expense Ratio Comparison
DTCPX has a 0.20% expense ratio, which is higher than STIP's 0.06% 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
DTCPX vs. STIP — Risk / Return Rank
DTCPX
STIP
DTCPX vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Targeted Credit Portfolio (DTCPX) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.
| DTCPX | STIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.32 | 2.19 | +0.13 |
Sortino ratioReturn per unit of downside risk | 3.11 | 3.34 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.47 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 4.30 | -2.17 |
Martin ratioReturn relative to average drawdown | 10.01 | 14.63 | -4.62 |
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
| DTCPX | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.19 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.27 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 1.27 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 1.05 | +0.01 |
Correlation
The correlation between DTCPX and STIP is 0.47, 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.
Dividends
DTCPX vs. STIP - Dividend Comparison
DTCPX's dividend yield for the trailing twelve months is around 3.79%, less than STIP's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DTCPX DFA Targeted Credit Portfolio | 3.79% | 3.34% | 3.64% | 3.23% | 1.75% | 1.67% | 1.27% | 2.73% | 3.12% | 1.91% | 2.18% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.93% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Drawdowns
DTCPX vs. STIP - Drawdown Comparison
The maximum DTCPX drawdown since its inception was -10.78%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for DTCPX and STIP.
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Drawdown Indicators
| DTCPX | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.78% | -5.50% | -5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -1.44% | -0.95% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -10.78% | -5.50% | -5.28% |
Max Drawdown (10Y)Largest decline over 10 years | -10.78% | -5.50% | -5.28% |
Current DrawdownCurrent decline from peak | -1.41% | -0.24% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -1.71% | -1.00% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 0.28% | +0.03% |
Volatility
DTCPX vs. STIP - Volatility Comparison
DFA Targeted Credit Portfolio (DTCPX) has a higher volatility of 0.74% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that DTCPX's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTCPX | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.59% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.02% | 0.97% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.44% | 1.83% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.33% | 2.76% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.07% | 2.45% | -0.38% |