DFCF Performance — Dimensional Core Fixed Income ETF
Data updated: 2026-09-24
DFCF returned −0.40% year to date and +3.03% over one year to Jul 2026. The annualised 3-year return is +4.55%. The fund beat its Intermediate Core Bond category average: $100 invested three years ago grew to $114, against $113 for the category, and to $103 over one year, against $103. Volatility over the past three years was 5.31% a year. In the 12 months to Jul 2026 the fund took in a net $4.0B, and assets reached $10.98B.
DFCF Growth of $100
What $100 invested in Dimensional Core Fixed Income ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Core Bond category average over the same months.
| Period | DFCF | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $103 | $103 |
| 3 years (Aug 2023 – Jul 2026) | $114 | $113 |
| Since data start (Nov 2021 – Jul 2026) | $99 | $101 |
DFCF Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −0.40% |
| 1 year | +3.03% |
| 3 years (annualised) | +4.55% |
DFCF Annual Returns
Calendar-year total returns of Dimensional Core Fixed Income ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | −0.40% |
| 2025 | +7.88% |
| 2024 | +1.94% |
| 2023 | +6.97% |
| 2022 | −14.96% |
| 2021 (Nov–Dec) | −0.27% |
DFCF Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.3% | +1.6% | −1.9% | +0.4% | +0.4% | +0.2% | −1.3% | — | — | — | — | — |
| 2025 | +0.6% | +2.1% | 0.0% | +0.2% | −0.3% | +1.8% | −0.1% | +1.3% | +1.1% | +0.6% | +0.7% | −0.2% |
| 2024 | +0.1% | −1.4% | +0.9% | −2.1% | +1.6% | +0.8% | +2.3% | +1.3% | +1.4% | −2.4% | +1.2% | −1.6% |
| 2023 | +3.3% | −2.5% | +2.4% | +0.7% | −1.0% | −0.5% | +0.3% | −0.4% | −1.9% | −1.3% | +4.5% | +3.6% |
| 2022 | −2.5% | −1.4% | −3.6% | −4.1% | +0.9% | −2.2% | +2.8% | −3.2% | −4.9% | −1.0% | +4.1% | −0.6% |
| 2021 | — | — | — | — | — | — | — | — | — | — | 0.0% | −0.3% |
DFCF Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 5.31%
- 3-year Sharpe ratio: 0.01 (vs 4.5% risk-free rate)
- Best month: +4.48% (Nov 2023)
- Worst month: −2.36% (Oct 2024)
DFCF Fund Flows
Monthly money in and out of Dimensional Core Fixed Income ETF, from SEC Form N-PORT.
- 12-month net flow: $4.0B
- 12-month gross sales (incl. reinvestments): $4.7B
- Sales ÷ redemptions: 6.28×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $487.7M | $187.8M | $299.9M |
| Jun 2026 | $545.4M | $293.8M | $251.5M |
| May 2026 | $698.3M | $137.0M | $561.3M |
| Apr 2026 | $448.6M | $48.6M | $400.1M |
| Mar 2026 | $247.5M | $33.7M | $213.8M |
| Feb 2026 | $385.6M | $0 | $385.6M |
| Jan 2026 | $281.2M | $0 | $281.2M |
| Dec 2025 | $332.5M | $0 | $332.5M |
| Nov 2025 | $197.0M | $0 | $197.0M |
| Oct 2025 | $213.0M | $0 | $213.0M |
| Sep 2025 | $708.7M | $47.0M | $661.7M |
| Aug 2025 | $152.4M | $0 | $152.4M |
DFCF Assets Under Management
Net assets of Dimensional Core Fixed Income ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $10.98B |
| 2026-04-30 | $10.06B |
| 2026-01-31 | $9.15B |
| 2025-10-31 | $8.39B |
| 2025-07-31 | $7.23B |
| 2025-04-30 | $6.61B |
| 2025-01-31 | $6.06B |
| 2024-10-31 | $5.73B |
| 2024-07-31 | $5.38B |
| 2024-04-30 | $4.75B |
| 2024-01-31 | $4.48B |
| 2023-10-31 | $3.52B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.