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 | 4.75% | 4.96% | 2.93% | 2.78% |
| Sharpe Ratio | 1.59 | 1.19 | 0.88 | 0.43 |
| Max Drawdown | -2.22% | -2.79% | -3.35% | -10.65% |
| % Time Invested | 92.1% | 100.0% | 77.7% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 6.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-24 | Open | Open | 33% | $42.35 | $42.18 | -0.40% | Mark-to-Market |
| 2026-03-27 | Open | Interest | 34% | $1.00 | $1.00 | 0.39% | Mark-to-Market |
| 2026-03-12 | Open | Interest | 33% | $1.00 | $1.00 | 0.57% | Mark-to-Market |
| 2026-03-19 | 2026-04-24 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2026-02-19 | 2026-03-27 | Completed | 34% | $42.66 | $41.61 | -2.46% | Signal |
| 2026-02-19 | 2026-03-19 | Completed | 33% | $42.66 | $42.00 | -1.56% | Signal |
| 2025-04-30 | 2026-03-12 | Completed | 33% | $40.12 | $42.16 | 5.07% | Signal |
| 2026-01-27 | 2026-02-19 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-12-01 | 2026-02-19 | Interest | 34% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2026-01-22 | 2026-01-27 | Completed | 33% | $42.16 | $42.28 | 0.28% | Signal |
| 2025-12-26 | 2026-01-22 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-12-17 | 2025-12-26 | Completed | 33% | $42.05 | $42.25 | 0.49% | Signal |
| 2025-11-18 | 2025-12-17 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-06-24 | 2025-12-01 | Completed | 34% | $40.39 | $42.06 | 4.13% | Signal |
| 2025-06-18 | 2025-11-18 | Completed | 33% | $40.35 | $41.90 | 3.84% | Signal |
| 2025-04-23 | 2025-06-24 | Interest | 34% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2025-05-27 | 2025-06-18 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-05-19 | 2025-05-27 | Completed | 33% | $39.60 | $39.83 | 0.59% | Signal |
| 2025-04-10 | 2025-05-19 | Interest | 33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2024-12-23 | 2025-04-30 | Interest | 33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2025-02-27 | 2025-04-23 | Completed | 34% | $39.92 | $39.90 | -0.05% | Signal |
| 2025-02-07 | 2025-04-10 | Completed | 33% | $39.40 | $39.52 | 0.31% | Signal |
| 2024-10-25 | 2025-02-27 | Interest | 34% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2024-12-31 | 2025-02-07 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2024-12-10 | 2024-12-31 | Completed | 33% | $39.73 | $39.15 | -1.47% | Signal |
| 2024-08-05 | 2024-12-23 | Completed | 33% | $39.69 | $39.06 | -1.59% | Signal |
| 2024-10-14 | 2024-12-10 | Interest | 33% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2024-06-07 | 2024-10-25 | Completed | 34% | $38.15 | $39.43 | 3.37% | Signal |
| 2024-05-21 | 2024-10-14 | Completed | 33% | $38.06 | $39.57 | 3.95% | Signal |
| 2024-05-13 | 2024-08-05 | Interest | 33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2024-02-22 | 2024-06-07 | Interest | 34% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2024-04-09 | 2024-05-21 | Interest | 33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2024-01-10 | 2024-05-13 | Completed | 33% | $38.20 | $37.90 | -0.77% | Signal |
| 2024-03-25 | 2024-04-09 | Completed | 33% | $38.14 | $37.92 | -0.60% | Signal |
| 2024-01-30 | 2024-03-25 | Interest | 33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2023-11-29 | 2024-02-22 | Completed | 34% | $37.09 | $37.70 | 1.65% | Signal |
| 2023-11-15 | 2024-01-30 | Completed | 33% | $36.38 | $38.19 | 4.99% | Signal |
| 2023-07-07 | 2024-01-10 | Interest | 33% | $1.00 | $1.02 | 2.18% | Interest Income |
| 2023-05-26 | 2023-11-29 | Interest | 34% | $1.00 | $1.02 | 2.13% | Interest Income |
| 2023-08-09 | 2023-11-15 | Interest | 33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2023-08-03 | 2023-08-09 | Completed | 33% | $36.33 | $36.69 | 1.00% | Signal |
| 2023-05-05 | 2023-08-03 | Interest | 33% | $1.00 | $1.01 | 0.90% | Interest Income |
| 2023-02-08 | 2023-07-07 | Completed | 33% | $36.74 | $36.23 | -1.38% | Signal |
| 2023-04-12 | 2023-05-26 | Completed | 34% | $37.27 | $36.40 | -2.34% | Signal |
| 2023-03-27 | 2023-05-05 | Completed | 33% | $36.90 | $37.26 | 0.98% | Signal |
| 2023-03-07 | 2023-04-12 | Interest | 34% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-02-23 | 2023-03-27 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2022-12-02 | 2023-03-07 | Completed | 34% | $36.02 | $35.99 | -0.07% | Signal |
| 2022-11-17 | 2023-02-23 | Completed | 33% | $35.52 | $36.12 | 1.67% | Signal |
| 2022-05-26 | 2023-02-08 | Interest | 33% | $1.00 | $1.02 | 2.37% | Interest Income |
| 2022-09-13 | 2022-12-02 | Interest | 34% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-08-31 | 2022-11-17 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2022-08-04 | 2022-09-13 | Completed | 34% | $37.71 | $35.95 | -4.67% | Signal |
| 2022-07-21 | 2022-08-31 | Completed | 33% | $36.91 | $36.67 | -0.64% | Signal |
| 2022-05-26 | 2022-08-04 | Interest | 34% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2022-06-15 | 2022-07-21 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2022-06-06 | 2022-06-15 | Completed | 33% | $37.36 | $36.05 | -3.49% | Signal |
| 2022-05-26 | 2022-06-06 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
Return Distribution Analysis
