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Dimensional Core Fixed Income ETF

DFCF
$--
Today’s Change
-- (--)

Snapshot
*

Inception Date
Nov 15 2021
Expense Ratio
0.19%
Type
Global Bonds
Fund Owner
Dimensional
Volume (1m avg. daily)
$22,370,605
AUM
$2,412,663,257
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
No
Prospectus

Top 10 Holdings

n/a
FNMA 30YR TBA MAR 3.00%
6.92%
n/a
FNMA 30YR TBA MAR 2.5%
6.11%
n/a
FNMA 15YR TBA MAR 2%
5.47%
n/a
FNMA 15YR TBA MAR 2.5%
5.27%
n/a
US T-NOTE 0.375% 04/15/24
3.57%
n/a
GNMA 30YR TBA MAR 2.5%
2.91%
n/a
GNMA 30YR TBA MAR 3.00%
2.14%
n/a
US T-NOTE 0.75% 05/31/26
1.60%
n/a
US T-NOTE 2.25% 03/31/24
1.59%
n/a
US T-BOND 1.125% 08/15/40
1.47%
Invest with DFCF

What is DFCF?

The Core Fixed Income ETF will seek to achieve its investment objective through exposure to a broad portfolio of U.S. and foreign investment grade fixed income securities. The Portfolio may invest in obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, including mortgage-backed securities, corporate debt obligations, bank obligations, commercial paper, repurchase agreements, money market funds, securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations. The Portfolio may purchase or sell mortgage-backed securities on a delayed delivery or forward commitment basis through the to-be-announced (TBA) market. As a non-fundamental policy, under normal circumstances, at least 80% of the Portfolio s net assets will be invested in fixed income securities considered to be investment grade quality.

ETFs related toDFCF

ETFs correlated to DFCF include AGG, SCHZ, NUBD

DFCF
Dimensional ETF Trust - Dimensional Core Fixed Income ETF
AGG
BlackRock Institutional Trust Company N.A. - iShares Core U.S. Aggregate Bond ETF
SCHZ
Schwab Strategic Trust - Schwab US Aggregate Bond ETF
NUBD
Nuveen Fund Advisors LLC - NuShares ESG U.S. Aggregate Bond ETF
BIV
Vanguard Group, Inc. - Vanguard Intermediate-Term Bond ETF
BND
Vanguard Group, Inc. - Vanguard Total Bond Market ETF
AVIG
American Century ETF Trust - Avantis Core Fixed Income ETF
EAGG
iShares Trust - iShares ESG Aware U.S. Aggregate Bond ETF
SPAB
SPDR Series Trust - SPDR Portfolio Aggregate Bond ETF
BKAG
BNY Mellon ETF Trust - BNY Mellon Core Bond ETF
IUSB
BlackRock Institutional Trust Company N.A. - iShares Core Total USD Bond Market ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toDFCF

#IDX

Equity Index Rotation

Category

Getting Started

Risk Rating

Moderate

#TOTAL

The Total Package

Category

Getting Started, Go Global

Risk Rating

Moderate

Create your own algorithmic trading strategy with DFCF using Composer

FAQ

DFCF is a Global Bonds ETF. The Core Fixed Income ETF will seek to achieve its investment objective through exposure to a broad portfolio of U.S. and foreign investment grade fixed income securities. The Portfolio may invest in obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, including mortgage-backed securities, corporate debt obligations, bank obligations, commercial paper, repurchase agreements, money market funds, securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations. The Portfolio may purchase or sell mortgage-backed securities on a delayed delivery or forward commitment basis through the to-be-announced (TBA) market. As a non-fundamental policy, under normal circumstances, at least 80% of the Portfolio s net assets will be invested in fixed income securities considered to be investment grade quality.

The top holdings for DFCF include FNMA 30YR TBA MAR 3.00%, FNMA 30YR TBA MAR 2.5%, and FNMA 15YR TBA MAR 2%.

DFCF has 1932 total holdings.

Yes, DFCF is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, DFCF is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on DFCF is 0.0039%. This is the percent change in the value of DFCF over the most recent 1-month period. The 3-month return on DFCF is 0.0683%. This is the percent change in the value of DFCF over the most recent 3-month period.

The standard deviation of DFCF for the past year is 0.0916%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to DFCF include BSV, BNDX, and FLOT.

ETFs correlated to DFCF include AGG, SCHZ, and NUBD.

ETFs that are inversely correlated to DFCF include TBX, TYO, and PST.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.