DFIP Performance — Dimensional Inflation-Protected Securities ETF
Data updated: 2026-09-24
DFIP returned +0.46% year to date and +2.33% over one year to Jul 2026. The annualised 3-year return is +3.80%. Against its Intermediate Government Bond category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $112, against $111 for the category, and to $102 over one year, against $103. Volatility over the past three years was 4.50% a year. In the 12 months to Jul 2026 the fund took in a net $219.1M, and assets reached $1.12B.
DFIP Growth of $100
What $100 invested in Dimensional Inflation-Protected Securities ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Government Bond category average over the same months.
| Period | DFIP | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $102 | $103 |
| 3 years (Aug 2023 – Jul 2026) | $112 | $111 |
| Since data start (Nov 2021 – Jul 2026) | $101 | $101 |
DFIP Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.46% |
| 1 year | +2.33% |
| 3 years (annualised) | +3.80% |
DFIP Annual Returns
Calendar-year total returns of Dimensional Inflation-Protected Securities ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +0.46% |
| 2025 | +7.61% |
| 2024 | +1.82% |
| 2023 | +3.99% |
| 2022 | −12.33% |
| 2021 (Nov–Dec) | +0.33% |
DFIP 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 | +0.6% | +1.3% | −1.4% | +1.2% | +0.1% | −0.5% | −0.7% | — | — | — | — | — |
| 2025 | +1.4% | +2.2% | +0.9% | +0.2% | −0.5% | +1.1% | +0.2% | +1.8% | +0.1% | +0.3% | +0.2% | −0.6% |
| 2024 | +0.5% | −1.3% | +0.7% | −1.6% | +1.8% | +0.8% | +2.1% | +0.8% | +1.4% | −2.1% | +0.4% | −1.7% |
| 2023 | +2.3% | −1.8% | +3.5% | +0.1% | −1.5% | −0.6% | +0.4% | −1.0% | −2.0% | −0.7% | +2.8% | +2.7% |
| 2022 | −2.2% | +1.0% | −2.0% | −2.6% | −0.7% | −3.4% | +5.5% | −3.0% | −7.2% | +1.2% | +2.1% | −1.2% |
| 2021 | — | — | — | — | — | — | — | — | — | — | 0.0% | +0.3% |
DFIP Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 4.50%
- 3-year Sharpe ratio: -0.16 (vs 4.5% risk-free rate)
- Best month: +2.76% (Nov 2023)
- Worst month: −2.07% (Oct 2024)
DFIP Fund Flows
Monthly money in and out of Dimensional Inflation-Protected Securities ETF, from SEC Form N-PORT.
- 12-month net flow: $219.1M
- 12-month gross sales (incl. reinvestments): $262.2M
- Sales ÷ redemptions: 6.07×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $30.5M | $0 | $30.5M |
| Jun 2026 | $23.8M | $0 | $23.8M |
| May 2026 | $23.0M | $0 | $23.0M |
| Apr 2026 | $15.7M | $0 | $15.7M |
| Mar 2026 | $9.4M | $0 | $9.4M |
| Feb 2026 | $22.0M | $34.7M | −$12.7M |
| Jan 2026 | $15.6M | $0 | $15.6M |
| Dec 2025 | $27.1M | $0 | $27.1M |
| Nov 2025 | $13.7M | $4.2M | $9.4M |
| Oct 2025 | $21.2M | $4.2M | $16.9M |
| Sep 2025 | $20.1M | $0 | $20.1M |
| Aug 2025 | $39.9M | $0 | $39.9M |
DFIP Assets Under Management
Net assets of Dimensional Inflation-Protected Securities ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $1.12B |
| 2026-04-30 | $1.09B |
| 2026-01-31 | $1.07B |
| 2025-10-31 | $1.03B |
| 2025-07-31 | $940.34M |
| 2025-04-30 | $889.28M |
| 2025-01-31 | $825.03M |
| 2024-10-31 | $787.87M |
| 2024-07-31 | $741.15M |
| 2024-04-30 | $533.48M |
| 2024-01-31 | $483.37M |
| 2023-10-31 | $404.48M |
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.