PortfoliosLab logoPortfoliosLab logo
DFGX vs. BNDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFGX vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Ex US Core Fixed Income ETF (DFGX) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DFGX achieves a 0.85% return, which is significantly higher than BNDX's 0.54% return.


DFGX

1D
-0.28%
1M
0.95%
YTD
0.85%
6M
0.43%
1Y
2.80%
3Y*
5Y*
10Y*

BNDX

1D
-0.35%
1M
0.63%
YTD
0.54%
6M
0.23%
1Y
1.82%
3Y*
4.03%
5Y*
0.33%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFGX vs. BNDX - Yearly Performance Comparison


2026 (YTD)202520242023
DFGX
Dimensional Global Ex US Core Fixed Income ETF
0.85%3.46%3.75%4.95%
BNDX
Vanguard Total International Bond ETF
0.54%2.86%3.57%4.81%

Correlation

The correlation between DFGX and BNDX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2023

0.89

The correlation between DFGX and BNDX has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DFGX vs. BNDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFGX
DFGX Risk / Return Rank: 2020
Overall Rank
DFGX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DFGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
DFGX Omega Ratio Rank: 1919
Omega Ratio Rank
DFGX Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFGX Martin Ratio Rank: 2121
Martin Ratio Rank

BNDX
BNDX Risk / Return Rank: 1616
Overall Rank
BNDX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BNDX Sortino Ratio Rank: 1515
Sortino Ratio Rank
BNDX Omega Ratio Rank: 1616
Omega Ratio Rank
BNDX Calmar Ratio Rank: 1616
Calmar Ratio Rank
BNDX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFGX vs. BNDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Ex US Core Fixed Income ETF (DFGX) and Vanguard Total International Bond ETF (BNDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DFGXBNDXDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.12

1.10

+0.03

Calmar ratioReturn relative to maximum drawdown

0.85

0.62

+0.22

Martin ratioReturn relative to average drawdown

2.46

1.78

+0.68

DFGX vs. BNDX - Sharpe Ratio Comparison

The current DFGX Sharpe Ratio is 0.69, which is comparable to the BNDX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DFGX and BNDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DFGXBNDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.53

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.61

+0.50

Drawdowns

DFGX vs. BNDX - Drawdown Comparison

The maximum DFGX drawdown since its inception was -3.32%, smaller than the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for DFGX and BNDX.


Loading charts...

Drawdown Indicators


DFGXBNDXDifference

Max Drawdown

Largest peak-to-trough decline

-3.32%

-16.23%

+12.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-2.93%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-15.86%

Max Drawdown (10Y)

Largest decline over 10 years

-16.23%

Current Drawdown

Current decline from peak

-1.29%

-1.49%

+0.20%

Average Drawdown

Average peak-to-trough decline

-0.78%

-3.09%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.02%

+0.12%

Volatility

DFGX vs. BNDX - Volatility Comparison

Dimensional Global Ex US Core Fixed Income ETF (DFGX) has a higher volatility of 1.67% compared to Vanguard Total International Bond ETF (BNDX) at 1.57%. This indicates that DFGX's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DFGXBNDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.57%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

2.91%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

3.43%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

4.88%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

4.09%

+0.57%

DFGX vs. BNDX - Expense Ratio Comparison

DFGX has a 0.20% expense ratio, which is higher than BNDX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DFGX vs. BNDX - Dividend Comparison

DFGX's dividend yield for the trailing twelve months is around 2.75%, less than BNDX's 4.49% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDX
Vanguard Total International Bond ETF
4.49%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
DFGX
Dimensional Global Ex US Core Fixed Income ETF
2.75%2.84%4.61%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, DFGX and BNDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DFGX has higher volatility (1.67%) compared to BNDX (1.57%). In terms of maximum drawdown, DFGX dropped -3.32% vs BNDX's -16.23%.

On 1-year performance, DFGX leads with 2.80% vs 1.82% for BNDX. On fees, BNDX is cheaper at 0.07% per year. On volatility, BNDX has been the lower-risk option at 1.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DFGX has performed better with a 2.80% return vs 1.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNDX is cheaper with a 0.07% expense ratio, compared with 0.20% for DFGX.

BNDX has the higher dividend yield at 4.49%, compared with 2.75% for DFGX.

They also come from different issuers: Dimensional and Vanguard. Their fees differ too: 0.20% for DFGX and 0.07% for BNDX.

DFGX currently has the higher Sharpe Ratio (0.69 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DFGX and BNDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer