PortfoliosLab logoPortfoliosLab logo
DTCPX vs. STIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DTCPX vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Targeted Credit Portfolio (DTCPX) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DTCPX vs. STIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DTCPX
DTCPX Risk / Return Rank: 9292
Overall Rank
DTCPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DTCPX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DTCPX Omega Ratio Rank: 9696
Omega Ratio Rank
DTCPX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DTCPX Martin Ratio Rank: 9090
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 9595
Overall Rank
STIP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9696
Omega Ratio Rank
STIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
STIP Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DTCPXSTIPDifference

Sharpe ratio

Return per unit of total volatility

2.32

2.19

+0.13

Sortino ratio

Return per unit of downside risk

3.11

3.34

-0.23

Omega ratio

Gain probability vs. loss probability

1.59

1.47

+0.12

Calmar ratio

Return relative to maximum drawdown

2.13

4.30

-2.17

Martin ratio

Return relative to average drawdown

10.01

14.63

-4.62

DTCPX vs. STIP - Sharpe Ratio Comparison

The current DTCPX Sharpe Ratio is 2.32, which is comparable to the STIP Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of DTCPX and STIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DTCPXSTIPDifference

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.


TTM2025202420232022202120202019201820172016
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.


Loading graphics...

Drawdown Indicators


DTCPXSTIPDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.41%

-0.24%

-1.17%

Average Drawdown

Average peak-to-trough decline

-1.71%

-1.00%

-0.71%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


DTCPXSTIPDifference

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%