TIPX vs. DIPSX
Compare and contrast key facts about SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) and DFA Inflation-Protected Securities Portfolio (DIPSX).
TIPX is a passively managed fund by State Street that tracks the performance of the Bloomberg US Govt Inflation-Linked (1-10 Y). It was launched on May 29, 2013. DIPSX is managed by Dimensional. It was launched on Sep 17, 2006.
Performance
TIPX vs. DIPSX - Performance Comparison
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TIPX vs. DIPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIPX SPDR Bloomberg Barclays 1-10 Year TIPS ETF | 0.63% | 7.15% | 3.08% | 4.43% | -7.58% | 5.42% | 8.51% | 6.60% | -0.32% | 2.54% |
DIPSX DFA Inflation-Protected Securities Portfolio | 0.36% | 5.77% | 2.02% | 3.93% | -12.26% | 5.55% | 11.65% | 8.54% | -1.30% | 3.28% |
Returns By Period
In the year-to-date period, TIPX achieves a 0.63% return, which is significantly higher than DIPSX's 0.36% return. Over the past 10 years, TIPX has outperformed DIPSX with an annualized return of 2.88%, while DIPSX has yielded a comparatively lower 2.53% annualized return.
TIPX
- 1D
- 0.05%
- 1M
- -0.77%
- YTD
- 0.63%
- 6M
- 0.80%
- 1Y
- 3.80%
- 3Y*
- 4.01%
- 5Y*
- 2.47%
- 10Y*
- 2.88%
DIPSX
- 1D
- 0.63%
- 1M
- -1.41%
- YTD
- 0.36%
- 6M
- 0.19%
- 1Y
- 1.69%
- 3Y*
- 2.74%
- 5Y*
- 1.18%
- 10Y*
- 2.53%
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TIPX vs. DIPSX - Expense Ratio Comparison
TIPX has a 0.15% expense ratio, which is higher than DIPSX'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
TIPX vs. DIPSX — Risk / Return Rank
TIPX
DIPSX
TIPX vs. DIPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) and DFA Inflation-Protected Securities Portfolio (DIPSX). 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.
| TIPX | DIPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.48 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.74 | 0.68 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.09 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 0.93 | +1.05 |
Martin ratioReturn relative to average drawdown | 7.37 | 2.70 | +4.68 |
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
| TIPX | DIPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.48 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.19 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.44 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.31 | +0.18 |
Correlation
The correlation between TIPX and DIPSX is 0.75, 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
TIPX vs. DIPSX - Dividend Comparison
TIPX's dividend yield for the trailing twelve months is around 3.72%, more than DIPSX's 2.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIPX SPDR Bloomberg Barclays 1-10 Year TIPS ETF | 3.72% | 3.78% | 3.57% | 3.57% | 6.08% | 4.26% | 1.73% | 2.53% | 1.90% | 2.84% | 1.04% | 0.06% |
DIPSX DFA Inflation-Protected Securities Portfolio | 2.05% | 2.43% | 2.70% | 3.73% | 8.14% | 4.86% | 1.58% | 2.12% | 2.28% | 2.64% | 1.99% | 0.69% |
Drawdowns
TIPX vs. DIPSX - Drawdown Comparison
The maximum TIPX drawdown since its inception was -10.06%, smaller than the maximum DIPSX drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for TIPX and DIPSX.
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Drawdown Indicators
| TIPX | DIPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.06% | -14.64% | +4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.03% | -3.02% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -10.06% | -14.64% | +4.58% |
Max Drawdown (10Y)Largest decline over 10 years | -10.06% | -14.64% | +4.58% |
Current DrawdownCurrent decline from peak | -0.78% | -1.92% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -2.31% | -4.60% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 1.04% | -0.50% |
Volatility
TIPX vs. DIPSX - Volatility Comparison
The current volatility for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) is 0.96%, while DFA Inflation-Protected Securities Portfolio (DIPSX) has a volatility of 1.40%. This indicates that TIPX experiences smaller price fluctuations and is considered to be less risky than DIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIPX | DIPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 1.40% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 1.76% | 2.35% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.14% | 4.31% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.64% | 6.37% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.39% | 5.73% | -1.34% |