DFGBX vs. DFSD
Compare and contrast key facts about DFA Five Year Global Fixed Income Portfolio (DFGBX) and Dimensional Short-Duration Fixed Income ETF (DFSD).
DFGBX is managed by Dimensional Fund Advisors LP. It was launched on Nov 5, 1990. DFSD is an actively managed fund by Dimensional. It was launched on Nov 15, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGBX or DFSD.
Correlation
The correlation between DFGBX and DFSD is 0.55, 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. DFSD - Performance Comparison
Key characteristics
DFGBX:
8.07
DFSD:
3.02
DFGBX:
253.52
DFSD:
4.50
DFGBX:
254.52
DFSD:
1.68
DFGBX:
1.97
DFSD:
4.73
DFGBX:
2,915.57
DFSD:
21.23
DFGBX:
0.00%
DFSD:
0.30%
DFGBX:
0.63%
DFSD:
2.10%
DFGBX:
-9.63%
DFSD:
-8.45%
DFGBX:
0.00%
DFSD:
-0.42%
Returns By Period
In the year-to-date period, DFGBX achieves a 1.30% return, which is significantly lower than DFSD's 1.90% return.
DFGBX
1.30%
0.30%
2.20%
5.05%
0.92%
1.34%
DFSD
1.90%
0.23%
2.16%
6.28%
N/A
N/A
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DFGBX vs. DFSD - Expense Ratio Comparison
DFGBX has a 0.23% expense ratio, which is higher than DFSD's 0.16% 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. DFSD — Risk-Adjusted Performance Rank
DFGBX
DFSD
DFGBX vs. DFSD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) and Dimensional Short-Duration Fixed Income ETF (DFSD). 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. DFSD - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 4.63%, more than DFSD's 4.24% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 4.63% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 1.90% | 1.68% | 1.41% | 2.18% |
DFSD Dimensional Short-Duration Fixed Income ETF | 4.24% | 4.81% | 3.89% | 2.11% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFGBX vs. DFSD - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -9.63%, which is greater than DFSD's maximum drawdown of -8.45%. Use the drawdown chart below to compare losses from any high point for DFGBX and DFSD. For additional features, visit the drawdowns tool.
Volatility
DFGBX vs. DFSD - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.16%, while Dimensional Short-Duration Fixed Income ETF (DFSD) has a volatility of 1.35%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than DFSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.