DYFI vs. VGMS

Last updated Jun 4, 2026

DYFI (IDX Dynamic Fixed Income ETF) and VGMS (Vanguard Multi-Sector Income Bond ETF) are both Multisector Bonds funds. Both are actively managed. Their correlation of 0.87 suggests significant overlap in exposure. DYFI charges 1.33%/yr vs 0.30%/yr for VGMS.

Performance

DYFI vs. VGMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDX Dynamic Fixed Income ETF (DYFI) and Vanguard Multi-Sector Income Bond ETF (VGMS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYFI achieves a -0.13% return, which is significantly lower than VGMS's 1.06% return.

DYFI

• 1D: -0.11%
• 1M: 0.23%
• YTD: -0.13%
• 6M: 0.18%
• 1Y: 3.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VGMS

• 1D: -0.36%
• 1M: 0.29%
• YTD: 1.06%
• 6M: 1.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DYFI vs. VGMS - Yearly Performance Comparison

	2026 (YTD)	2025
DYFI IDX Dynamic Fixed Income ETF	-0.13%	3.69%
VGMS Vanguard Multi-Sector Income Bond ETF	1.06%	5.44%

Correlation

The correlation between DYFI and VGMS is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025	0.87

Return for Risk

DYFI vs. VGMS — Risk / Return Rank

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

DYFI

DYFI Risk / Return Rank: 42
DYFI Sharpe Ratio Rank: 46
DYFI Sortino Ratio Rank: 45
DYFI Omega Ratio Rank: 49
DYFI Calmar Ratio Rank: 33
DYFI Martin Ratio Rank: 36

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.

DYFI vs. VGMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDX Dynamic Fixed Income ETF (DYFI) and Vanguard Multi-Sector Income Bond ETF (VGMS). 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.

	DYFI	VGMS	Difference
Sharpe ratio: Return per unit of total volatility	1.59	—	—
Sortino ratio: Return per unit of downside risk	2.22	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	1.58	—	—
Martin ratio: Return relative to average drawdown	5.52	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DYFI	VGMS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	2.11	-1.84

Drawdowns

DYFI vs. VGMS - Drawdown Comparison

The maximum DYFI drawdown since its inception was -4.54%, which is greater than VGMS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for DYFI and VGMS.

Drawdown Indicators

	DYFI	VGMS	Difference
Max Drawdown Largest peak-to-trough decline	-4.54%	-2.46%	-2.08%
Max Drawdown (1Y) Largest decline over 1 year	-2.49%	—	—
Current Drawdown Current decline from peak	-1.07%	-0.39%	-0.68%
Average Drawdown Average peak-to-trough decline	-1.41%	-0.31%	-1.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.71%	—	—

Volatility

Volatility by Period

	DYFI	VGMS	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.01%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.48%	3.21%	-0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.38%	3.21%	+0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.38%	3.21%	+0.17%

DYFI vs. VGMS - Expense Ratio Comparison

DYFI has a 1.33% expense ratio, which is higher than VGMS's 0.30% expense ratio.

Dividends

DYFI vs. VGMS - Dividend Comparison

DYFI's dividend yield for the trailing twelve months is around 4.62%, less than VGMS's 5.16% yield.

Position	TTM	2025	2024
DYFI IDX Dynamic Fixed Income ETF	4.62%	4.63%	5.93%
VGMS Vanguard Multi-Sector Income Bond ETF	5.16%	2.94%	0.00%

Frequently Asked Questions

Can I hold both DYFI and VGMS in my portfolio?

DYFI and VGMS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DYFI or VGMS?

On fees, VGMS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DYFI or VGMS?

VGMS is cheaper with a 0.30% expense ratio, compared with 1.33% for DYFI.

Which ETF pays a higher dividend yield, DYFI or VGMS?

VGMS has the higher dividend yield at 5.16%, compared with 4.62% for DYFI.

What is the main difference between DYFI and VGMS?

They also come from different issuers: IDX and Vanguard. Their fees differ too: 1.33% for DYFI and 0.30% for VGMS.