DFGBX vs. BNDX
Compare and contrast key facts about DFA Five Year Global Fixed Income Portfolio (DFGBX) and Vanguard Total International Bond ETF (BNDX).
DFGBX is managed by Dimensional Fund Advisors LP. It was launched on Nov 5, 1990. BNDX is a passively managed fund by Vanguard that tracks the performance of the Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged). It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGBX or BNDX.
Key characteristics
| DFGBX | BNDX | |
|---|---|---|
| YTD Return | 2.01% | -0.69% |
| 1Y Return | 4.97% | 4.18% |
| 3Y Return (Ann) | -0.43% | -1.78% |
| 5Y Return (Ann) | 0.46% | 0.07% |
| 10Y Return (Ann) | 1.27% | 2.00% |
| Sharpe Ratio | 1.38 | 0.79 |
| Daily Std Dev | 3.62% | 4.81% |
| Max Drawdown | -90.70% | -16.23% |
| Current Drawdown | -72.14% | -8.02% |
Correlation
The correlation between DFGBX and BNDX is 0.54, 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.
Performance
DFGBX vs. BNDX - Performance Comparison
In the year-to-date period, DFGBX achieves a 2.01% return, which is significantly higher than BNDX's -0.69% return. Over the past 10 years, DFGBX has underperformed BNDX with an annualized return of 1.27%, while BNDX has yielded a comparatively higher 2.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFGBX vs. BNDX - Expense Ratio Comparison
DFGBX has a 0.23% 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%.
Risk-Adjusted Performance
DFGBX vs. BNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) 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.
Dividends
DFGBX vs. BNDX - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 3.54%, less than BNDX's 4.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 3.54% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 1.97% | 2.07% | 1.72% | 2.35% | 2.45% |
BNDX Vanguard Total International Bond ETF | 4.67% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
Drawdowns
DFGBX vs. BNDX - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -90.70%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for DFGBX and BNDX. For additional features, visit the drawdowns tool.
Volatility
DFGBX vs. BNDX - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.18%, while Vanguard Total International Bond ETF (BNDX) has a volatility of 1.07%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.