- Issuer
- Dimensional
- Inception Date
- Nov 7, 2023
- Category
- Global Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $2B
Highlights
- Avg. Volume (1M)
- 152K
- Avg. Volume Value (1M)
- $8.04M
Share Price Chart
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Performance
DFGX Performance Chart
Dimensional Global Ex US Core Fixed Income ETF (DFGX) is up 0.5% since the beginning of the year. DFGX is currently trading at $52 per share.
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Returns By Period
Dimensional Global Ex US Core Fixed Income ETF (DFGX) has returned 0.49% so far this year and 1.52% over the past 12 months.
Dimensional Global Ex US Core Fixed Income ETF
- 1D
- -0.22%
- 1M
- -1.05%
- 6M
- -0.25%
- YTD
- 0.49%
- 1Y
- 1.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.65%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DFGX Monthly Returns History
Based on dividend-adjusted daily data since Nov 8, 2023, DFGX's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.
Historically, 70% of months were positive and 30% were negative. The best month was Dec 2023 with a return of +3.5%, while the worst month was Mar 2026 at -2.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, DFGX closed higher 53% of trading days. The best single day was Apr 10, 2025 with a return of +1.1%, while the worst single day was Apr 7, 2025 at -1.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.74% | 1.42% | -2.47% | 0.39% | 1.14% | 0.64% | -1.31% | 0.49% | |||||
| 2025 | 0.50% | 0.76% | -1.31% | 1.32% | 0.15% | 0.64% | 0.05% | 0.20% | 0.88% | 1.21% | -0.36% | -0.60% | 3.46% |
| 2024 | -0.28% | -0.11% | 1.23% | -1.59% | 0.42% | 0.52% | 2.21% | 0.60% | 0.86% | -1.02% | 1.79% | -0.88% | 3.75% |
| 2023 | 1.44% | 3.46% | 4.95% |
Benchmark Metrics
Dimensional Global Ex US Core Fixed Income ETF has an annualized alpha of 3.62%, beta of 0.05, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since November 08, 2023.
- This ETF participated in 24.28% of S&P 500 Index downside but only 19.25% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.05 may look defensive, but with R2 of 0.03 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.03 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.62%
- Beta
- 0.05
- R²
- 0.03
- Upside Capture
- 19.25%
- Downside Capture
- 24.28%
Expense Ratio
DFGX has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
DFGX ranks 21 for risk / return — above 21% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dimensional Global Ex US Core Fixed Income ETF (DFGX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.00 | -1.45 |
| Martin ratioReturn relative to average drawdown | 1.51 | 8.49 | -6.98 |
Dividends
Dividend History
Dimensional Global Ex US Core Fixed Income ETF provided a 4.14% dividend yield over the last twelve months, with an annual payout of $2.16 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $2.16 | $1.50 | $2.41 | $0.26 |
Dividend yield | 4.14% | 2.84% | 4.61% | 0.49% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional Global Ex US Core Fixed Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 | |||||
| 2025 | $0.00 | $0.02 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.90 | $1.50 |
| 2024 | $0.00 | $0.04 | $0.16 | $0.13 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.00 | $0.85 | $0.87 | $2.41 |
| 2023 | $0.00 | $0.25 | $0.26 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dimensional Global Ex US Core Fixed Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Dimensional Global Ex US Core Fixed Income ETF was 3.32%, occurring on Mar 27, 2026. The portfolio has not yet recovered.
The current Dimensional Global Ex US Core Fixed Income ETF drawdown is 1.65%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-3.32%Mar 2026 | 25d | — | 5mo 3dMar 2026 - now | — |
-2.74%Jan 2025 | 1mo 6d | 4mo 16d | 5mo 22dDec 2024 - May 2025 | — |
-1.93%Jan 2024 | 26d | 1mo 15d | 2mo 11dDec 2023 - Mar 2024 | — |
-1.75%Apr 2024 | 24d | 2mo 17d | 3mo 11dApr 2024 - Jul 2024 | — |
-1.47%Oct 2024 | 1mo 13d | 1mo | 2mo 13dSep 2024 - Nov 2024 | — |
Drawdown Indicators
| DFGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.32% | -56.78% | +53.46% |
Max Drawdown (1Y)Largest decline over 1 year | -3.32% | -9.10% | +5.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.65% | -1.58% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -10.70% | +9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 2.14% | -0.93% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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