Bond ETFs

DFCF:what it yields, how rates move it and what it holds

Dimensional Core Fixed Income ETF. Portfolio as of July 31, 2026, from the fund's SEC filing (Form N-PORT).

Broad bond market. A mix of Treasury, corporate and mortgage bonds, usually following the index of the whole US bond market.

Yield to maturity (YTM)

not computed

25% of the fund is in mortgage-backed bonds. Their yield depends on when homeowners repay early, which public data does not show. Rather than a wrong number, we show none.

If rates rise 1 pointestimated from its duration, 5.9 years: -5.9%
Investment gradeof the credit risk, BBB or better: 100%
Size1,787 positions: $11.0B

In a few words

DFCF holds 1,787 positions. 49% of the portfolio is corporate bonds. We show no yield to maturity, because much of it is in bonds whose yield public data cannot give correctly. Its duration is 5.9 years: if rates rise by 1 percentage point, its price falls about 5.9%. In 2022, when rates rose sharply, its total return was -15.0%.

Every ETF in Broad bond market

If rates change

A rough estimate, if rates moved at once and equally at every maturity.

5.9 years duration

Change in rates+1 point

Price, at once

-5.9%

Ready-made moves

Change in rates	At once
	+5.9%
	+2.9%
	0.0%
	-2.9%
	-5.9%
	-11.7%

Past returns

The ETF's total return, price change plus distributions, as the fund reports it to the SEC.

November 2021 – July 2026

Last 12 months

+3.0%

3 years, average per year

+4.6%

Worst 12 months

-18.1%

Largest fall from a peak

-18.1%

100 at the start 99.4 at the end, distributions reinvested

What it holds

Portfolio as of July 31, 2026: who issued the bonds, when they mature and the largest issuers.

1,787 positions554 issuers

Who issued the bonds

Companies48.5%

US Treasury46.1%

Fannie Mae, Freddie Mac and others20.1%

US federal agencies4.7%

Other governments1.4%

Other0.8%

Largest issuers

The 10 largest are 76.9% of the fund.

United States of America46.11%

Federal National Mortgage Association20.13%

Government National Mortgage Association 24.74%

ELEVANCE HEALTH, INC.0.94%

New Zealand0.93%

VERIZON COMMUNICATIONS INC.0.92%

COMCAST CORPORATION0.85%

SHELL FINANCE US INC.0.82%

UNITEDHEALTH GROUP INCORPORATED0.80%

REALTY INCOME CORPORATION0.69%

When they mature

Up to 1 year11.9%

1 to 3 years16.2%

3 to 5 years10.9%

5 to 10 years36.3%

10 to 20 years21.5%

Over 20 years24.9%

Details

Positions: 1,787
Average coupon: 4.43%
Floating rate: 22.5%
In other currencies: 3.4%
Mortgage-backed: 24.9%
In default: 0.00%
Hard to value: 0.00%
Cash and cash funds: 6.1%

Maturities as stated on the bonds. Mortgage bonds, many corporate bonds and city bonds can be repaid early, so in practice they mature sooner.

Similar bond ETFs

Same kind as DFCF, nearest in rate sensitivity.

SCHZSchwab U.S. Aggregate Bond ETF
If rates +1%-5.8%
SPABState Street SPDR Portfolio Aggregate Bond ETF
If rates +1%-5.9%
JCPBJPMorgan Core Plus Bond ETF
If rates +1%-5.9%
AGGiShares Core U.S. Aggregate Bond ETF
If rates +1%-5.8%
BIVVanguard Intermediate-Term Bond ETF
If rates +1%-5.9%
BNDVanguard Total Bond Market ETF
If rates +1%-5.7%

ETF	Yield (YTM)	If rates +1%	2022	Size
SCHZSchwab U.S. Aggregate Bond ETF	not computed	-5.8%	-13.1%	$10.6B
SPABState Street SPDR Portfolio Aggregate Bond ETF	not computed	-5.9%	-13.2%	$9.6B
JCPBJPMorgan Core Plus Bond ETF	not computed	-5.9%	-12.6%	$14.6B
AGGiShares Core U.S. Aggregate Bond ETF	not computed	-5.8%	-13.1%	$138B
BIVVanguard Intermediate-Term Bond ETF	4.66%	-5.9%	-13.3%	$52.4B
BNDVanguard Total Bond Market ETF	not computed	-5.7%	-13.2%	$397B

The full analysis

And what about stocks?

Bonds are only one side of investing. With Ploutos AI you can analyse a company through its official SEC filings, look into its financials and understand what lies behind the numbers. Every finding comes with a reference to its source, so you can check the data behind the analysis.

A fair value range built from the filings
Earnings quality, debt and red flags
Insider and institutional moves
The case for and the case against

Common questions

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Ask us

How much would DFCF fall if rates rose?

With a duration of 5.9 years, an immediate one-point rise in rates would take about 5.9% off its price. An equal fall would add about the same.

What is DFCF's yield?

For this fund we show no yield to maturity, because much of it is in bonds whose yield public data cannot give correctly.

How did DFCF do in 2022?

In 2022 DFCF returned -15.0% in total, as the fund reports it.

US stocksThe market today, the sectors, the largest companies and the week's results.ETF overlapHow much of one ETF is already inside another, stock by stock, from the funds' SEC filings.US dividend stocksEach dividend's yield next to whether the company's cash covers it and whether it was ever cut.Methodology and sourcesWhere every figure comes from and how it is checked.

This page describes what bond ETFs hold, based on their SEC filings. Bond prices change every day and past returns do not say what comes next.