PortfoliosLab logoPortfoliosLab logo
DFCF vs. DFGBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFCF vs. DFGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Core Fixed Income ETF (DFCF) and DFA Five Year Global Fixed Income Portfolio (DFGBX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DFCF vs. DFGBX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFCF
Dimensional Core Fixed Income ETF
-0.10%7.89%1.86%6.94%-14.48%0.23%
DFGBX
DFA Five Year Global Fixed Income Portfolio
0.15%3.13%5.37%5.00%-6.63%0.26%

Returns By Period

In the year-to-date period, DFCF achieves a -0.10% return, which is significantly lower than DFGBX's 0.15% return.


DFCF

1D
0.33%
1M
-1.93%
YTD
-0.10%
6M
0.91%
1Y
4.99%
3Y*
4.41%
5Y*
10Y*

DFGBX

1D
0.25%
1M
-1.13%
YTD
0.15%
6M
1.02%
1Y
2.16%
3Y*
4.06%
5Y*
1.09%
10Y*
1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DFCF vs. DFGBX - Expense Ratio Comparison

DFCF has a 0.17% expense ratio, which is lower than DFGBX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DFCF vs. DFGBX — Risk / Return Rank

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

DFCF
DFCF Risk / Return Rank: 6161
Overall Rank
DFCF Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DFCF Sortino Ratio Rank: 6060
Sortino Ratio Rank
DFCF Omega Ratio Rank: 5353
Omega Ratio Rank
DFCF Calmar Ratio Rank: 7272
Calmar Ratio Rank
DFCF Martin Ratio Rank: 5959
Martin Ratio Rank

DFGBX
DFGBX Risk / Return Rank: 7171
Overall Rank
DFGBX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DFGBX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DFGBX Omega Ratio Rank: 9494
Omega Ratio Rank
DFGBX Calmar Ratio Rank: 7272
Calmar Ratio Rank
DFGBX Martin Ratio Rank: 5555
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.

DFCF vs. DFGBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Core Fixed Income ETF (DFCF) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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.


DFCFDFGBXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.33

-0.26

Sortino ratio

Return per unit of downside risk

1.49

1.56

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.47

-0.28

Calmar ratio

Return relative to maximum drawdown

1.77

1.64

+0.13

Martin ratio

Return relative to average drawdown

5.55

5.29

+0.26

DFCF vs. DFGBX - Sharpe Ratio Comparison

The current DFCF Sharpe Ratio is 1.07, which is comparable to the DFGBX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DFCF and DFGBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DFCFDFGBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.33

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.74

-0.71

Correlation

The correlation between DFCF and DFGBX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFCF vs. DFGBX - Dividend Comparison

DFCF's dividend yield for the trailing twelve months is around 4.50%, more than DFGBX's 3.47% yield.


TTM20252024202320222021202020192018201720162015
DFCF
Dimensional Core Fixed Income ETF
4.50%4.48%4.61%4.51%3.27%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
DFGBX
DFA Five Year Global Fixed Income Portfolio
3.47%2.91%4.69%3.61%1.63%0.73%0.03%2.30%4.74%0.89%1.16%1.72%

Drawdowns

DFCF vs. DFGBX - Drawdown Comparison

The maximum DFCF drawdown since its inception was -19.56%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for DFCF and DFGBX.


Loading graphics...

Drawdown Indicators


DFCFDFGBXDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-9.63%

-9.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-1.38%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-9.63%

Current Drawdown

Current decline from peak

-1.93%

-1.13%

-0.80%

Average Drawdown

Average peak-to-trough decline

-8.30%

-0.94%

-7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.43%

+0.50%

Volatility

DFCF vs. DFGBX - Volatility Comparison

Dimensional Core Fixed Income ETF (DFCF) has a higher volatility of 1.85% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that DFCF's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DFCFDFGBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

0.76%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

0.97%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.68%

1.64%

+3.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.54%

2.16%

+4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.54%

1.93%

+4.61%