DFCF
DIMENSIONAL CORE FIXED INCOME ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
DFCF Quality Metrics & KPI Summary
| Metric | 1Y | Full History | ||
|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | |
| CAGR | 4.87% | 4.96% | 3.39% | 6.47% |
| Sharpe Ratio | 1.47 | 1.19 | 1.05 | 1.26 |
| Max Drawdown | -2.39% | -2.79% | -4.23% | -4.53% |
| % Time Invested | 100.0% | 100.0% | 93.5% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-02 | Open | Open | 34% | $41.10 | $42.18 | 2.63% | Mark-to-Market |
| 2024-09-06 | Open | Open | 33% | $40.08 | $42.18 | 5.24% | Mark-to-Market |
| 2026-03-12 | Open | Interest | 33% | $1.00 | $1.00 | 0.57% | Mark-to-Market |
| 2025-05-01 | 2026-03-12 | Completed | 33% | $40.19 | $42.16 | 4.89% | Signal |
| 2025-03-20 | 2025-09-02 | Interest | 34% | $1.00 | $1.02 | 1.93% | Interest Income |
| 2024-12-24 | 2025-05-01 | Interest | 33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2024-03-25 | 2025-03-20 | Completed | 34% | $38.14 | $40.22 | 5.43% | Signal |
| 2024-08-05 | 2024-12-24 | Completed | 33% | $39.69 | $38.88 | -2.02% | Signal |
| 2024-08-07 | 2024-09-06 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 33% | $39.69 | $39.33 | -0.91% | Signal |
| 2024-05-14 | 2024-08-05 | Interest | 33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2023-11-09 | 2024-08-05 | Interest | 33% | $1.00 | $1.03 | 3.07% | Interest Income |
| 2024-01-10 | 2024-05-14 | Completed | 33% | $38.20 | $37.95 | -0.65% | Signal |
| 2023-11-09 | 2024-03-25 | Interest | 34% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2023-11-09 | 2024-01-10 | Interest | 33% | $1.00 | $1.01 | 0.65% | Interest Income |
Return Distribution Analysis
