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DCOR vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DCOR and BDGS is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

DCOR vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.75%
14.29%
DCOR
BDGS

Key characteristics

Sharpe Ratio

DCOR:

1.86

BDGS:

4.50

Sortino Ratio

DCOR:

2.53

BDGS:

8.68

Omega Ratio

DCOR:

1.34

BDGS:

2.63

Calmar Ratio

DCOR:

2.92

BDGS:

8.26

Martin Ratio

DCOR:

11.70

BDGS:

48.12

Ulcer Index

DCOR:

2.01%

BDGS:

0.41%

Daily Std Dev

DCOR:

12.68%

BDGS:

4.38%

Max Drawdown

DCOR:

-8.98%

BDGS:

-5.38%

Current Drawdown

DCOR:

-4.32%

BDGS:

-0.98%

Returns By Period

In the year-to-date period, DCOR achieves a 21.68% return, which is significantly higher than BDGS's 19.39% return.


DCOR

YTD

21.68%

1M

-1.29%

6M

8.75%

1Y

22.20%

5Y*

N/A

10Y*

N/A

BDGS

YTD

19.39%

1M

2.07%

6M

14.30%

1Y

19.56%

5Y*

N/A

10Y*

N/A

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DCOR vs. BDGS - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is lower than BDGS's 0.85% expense ratio.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for DCOR: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

DCOR vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) and Bridges Capital Tactical ETF (BDGS). 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.


Sharpe ratio
The chart of Sharpe ratio for DCOR, currently valued at 1.86, compared to the broader market0.002.004.001.864.50
The chart of Sortino ratio for DCOR, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.002.538.68
The chart of Omega ratio for DCOR, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.342.63
The chart of Calmar ratio for DCOR, currently valued at 2.92, compared to the broader market0.005.0010.0015.002.928.26
The chart of Martin ratio for DCOR, currently valued at 11.70, compared to the broader market0.0020.0040.0060.0080.00100.0011.7048.12
DCOR
BDGS

The current DCOR Sharpe Ratio is 1.86, which is lower than the BDGS Sharpe Ratio of 4.50. The chart below compares the historical Sharpe Ratios of DCOR and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.004.505.00Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.86
4.50
DCOR
BDGS

Dividends

DCOR vs. BDGS - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 0.60%, while BDGS has not paid dividends to shareholders.


TTM2023
DCOR
Dimensional US Core Equity 1 ETF
0.60%0.40%
BDGS
Bridges Capital Tactical ETF
0.00%0.84%

Drawdowns

DCOR vs. BDGS - Drawdown Comparison

The maximum DCOR drawdown since its inception was -8.98%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for DCOR and BDGS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.32%
-0.98%
DCOR
BDGS

Volatility

DCOR vs. BDGS - Volatility Comparison

Dimensional US Core Equity 1 ETF (DCOR) has a higher volatility of 3.96% compared to Bridges Capital Tactical ETF (BDGS) at 1.38%. This indicates that DCOR's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.96%
1.38%
DCOR
BDGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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