GTIP vs. DFCF
Compare and contrast key facts about Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and Dimensional Core Fixed Income ETF (DFCF).
GTIP and DFCF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GTIP is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index. It was launched on Oct 2, 2018. DFCF is an actively managed fund by Dimensional. It was launched on Nov 15, 2021.
Performance
GTIP vs. DFCF - Performance Comparison
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GTIP vs. DFCF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GTIP Goldman Sachs Access Inflation Protected USD Bond ETF | 0.49% | 6.63% | 2.04% | 3.88% | -12.14% | -0.09% |
DFCF Dimensional Core Fixed Income ETF | -0.10% | 7.89% | 1.86% | 6.94% | -14.48% | 0.23% |
Returns By Period
In the year-to-date period, GTIP achieves a 0.49% return, which is significantly higher than DFCF's -0.10% return.
GTIP
- 1D
- 0.04%
- 1M
- -1.35%
- YTD
- 0.49%
- 6M
- 0.38%
- 1Y
- 2.93%
- 3Y*
- 3.06%
- 5Y*
- 1.34%
- 10Y*
- —
DFCF
- 1D
- 0.33%
- 1M
- -1.93%
- YTD
- -0.10%
- 6M
- 0.91%
- 1Y
- 4.99%
- 3Y*
- 4.41%
- 5Y*
- —
- 10Y*
- —
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GTIP vs. DFCF - Expense Ratio Comparison
GTIP has a 0.12% expense ratio, which is lower than DFCF's 0.17% expense ratio. Despite the difference, 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
GTIP vs. DFCF — Risk / Return Rank
GTIP
DFCF
GTIP vs. DFCF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) and Dimensional Core Fixed Income ETF (DFCF). 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.
| GTIP | DFCF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.07 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.49 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.77 | -0.62 |
Martin ratioReturn relative to average drawdown | 3.44 | 5.55 | -2.11 |
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
| GTIP | DFCF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.07 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.02 | +0.52 |
Correlation
The correlation between GTIP and DFCF 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
GTIP vs. DFCF - Dividend Comparison
GTIP's dividend yield for the trailing twelve months is around 4.43%, less than DFCF's 4.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GTIP Goldman Sachs Access Inflation Protected USD Bond ETF | 3.65% | 4.58% | 3.52% | 2.77% | 6.47% | 3.82% | 1.04% | 2.34% | 0.66% |
DFCF Dimensional Core Fixed Income ETF | 4.50% | 4.48% | 4.61% | 4.51% | 3.27% | 0.16% | 0.00% | 0.00% | 0.00% |
Drawdowns
GTIP vs. DFCF - Drawdown Comparison
The maximum GTIP drawdown since its inception was -14.31%, smaller than the maximum DFCF drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for GTIP and DFCF.
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Drawdown Indicators
| GTIP | DFCF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.31% | -19.56% | +5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -2.90% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -14.31% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | -1.93% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -8.30% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.93% | +0.03% |
Volatility
GTIP vs. DFCF - Volatility Comparison
The current volatility for Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) is 1.42%, while Dimensional Core Fixed Income ETF (DFCF) has a volatility of 1.85%. This indicates that GTIP experiences smaller price fluctuations and is considered to be less risky than DFCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTIP | DFCF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 1.85% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 2.33% | 2.72% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 4.68% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.08% | 6.54% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.06% | 6.54% | -0.48% |