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Dimensional Core Fixed Income ETF DFCF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DFCF | Replication |
|---|---|---|
| Annualized growth | -0.5% | 0.1% |
| Annualized volatility | 5.9% | 5.6% |
| Sharpe ratio | -0.06 | 0.05 |
| Maximum drawdown | 19.3% | 15.8% |
| Replication fit (R²) | 0.98 · Tracking error 0.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model DFCF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 31.0% |
| VCIT | FI · IG Credit | 30.5% |
| MBB | FI · MBS | 18.6% |
| AGG | FI · Aggregate | 13.6% |
| VCSH | FI · Short Corp | 6.3% |