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RBIL vs. DFIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RBIL vs. DFIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) and Dimensional Inflation-Protected Securities ETF (DFIP). The values are adjusted to include any dividend payments, if applicable.

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RBIL vs. DFIP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, RBIL achieves a 1.65% return, which is significantly higher than DFIP's 0.40% return.


RBIL

1D
-0.08%
1M
1.03%
YTD
1.65%
6M
2.23%
1Y
3.87%
3Y*
5Y*
10Y*

DFIP

1D
0.01%
1M
-1.44%
YTD
0.40%
6M
0.24%
1Y
3.35%
3Y*
3.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RBIL vs. DFIP - Expense Ratio Comparison

RBIL has a 0.17% expense ratio, which is higher than DFIP's 0.11% 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

RBIL vs. DFIP — Risk / Return Rank

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

RBIL
RBIL Risk / Return Rank: 9898
Overall Rank
RBIL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9999
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9898
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9898
Martin Ratio Rank

DFIP
DFIP Risk / Return Rank: 4343
Overall Rank
DFIP Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
DFIP Sortino Ratio Rank: 4242
Sortino Ratio Rank
DFIP Omega Ratio Rank: 3838
Omega Ratio Rank
DFIP Calmar Ratio Rank: 4949
Calmar Ratio Rank
DFIP Martin Ratio Rank: 4141
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.

RBIL vs. DFIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) and Dimensional Inflation-Protected Securities ETF (DFIP). 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.


RBILDFIPDifference

Sharpe ratio

Return per unit of total volatility

3.76

0.80

+2.96

Sortino ratio

Return per unit of downside risk

6.07

1.13

+4.93

Omega ratio

Gain probability vs. loss probability

2.00

1.15

+0.86

Calmar ratio

Return relative to maximum drawdown

7.98

1.21

+6.78

Martin ratio

Return relative to average drawdown

35.17

3.84

+31.32

RBIL vs. DFIP - Sharpe Ratio Comparison

The current RBIL Sharpe Ratio is 3.76, which is higher than the DFIP Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of RBIL and DFIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RBILDFIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.76

0.80

+2.96

Sharpe Ratio (All Time)

Calculated using the full available price history

4.10

0.00

+4.09

Correlation

The correlation between RBIL and DFIP is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RBIL vs. DFIP - Dividend Comparison

RBIL's dividend yield for the trailing twelve months is around 4.42%, more than DFIP's 4.24% yield.


TTM20252024202320222021
RBIL
F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF
4.42%3.65%0.00%0.00%0.00%0.00%
DFIP
Dimensional Inflation-Protected Securities ETF
4.24%4.70%3.69%3.68%5.97%0.56%

Drawdowns

RBIL vs. DFIP - Drawdown Comparison

The maximum RBIL drawdown since its inception was -0.50%, smaller than the maximum DFIP drawdown of -14.96%. Use the drawdown chart below to compare losses from any high point for RBIL and DFIP.


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Drawdown Indicators


RBILDFIPDifference

Max Drawdown

Largest peak-to-trough decline

-0.50%

-14.96%

+14.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.50%

-3.02%

+2.52%

Current Drawdown

Current decline from peak

-0.08%

-1.44%

+1.36%

Average Drawdown

Average peak-to-trough decline

-0.06%

-7.21%

+7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

0.95%

-0.84%

Volatility

RBIL vs. DFIP - Volatility Comparison

The current volatility for F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) is 0.58%, while Dimensional Inflation-Protected Securities ETF (DFIP) has a volatility of 1.38%. This indicates that RBIL experiences smaller price fluctuations and is considered to be less risky than DFIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBILDFIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.38%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

0.67%

2.35%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

1.04%

4.21%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.03%

6.92%

-5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.03%

6.92%

-5.89%