DFGBX vs. DGCB
Compare and contrast key facts about DFA Five Year Global Fixed Income Portfolio (DFGBX) and Dimensional Global Credit ETF (DGCB).
DFGBX is managed by Dimensional. It was launched on Nov 5, 1990. DGCB is an actively managed fund by Dimensional. It was launched on Nov 7, 2023.
Performance
DFGBX vs. DGCB - Performance Comparison
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DFGBX vs. DGCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 0.25% | 3.13% | 5.37% | 0.84% |
DGCB Dimensional Global Credit ETF | -0.05% | 6.68% | 3.80% | 6.14% |
Returns By Period
In the year-to-date period, DFGBX achieves a 0.25% return, which is significantly higher than DGCB's -0.05% return.
DFGBX
- 1D
- 0.10%
- 1M
- -0.84%
- YTD
- 0.25%
- 6M
- 1.12%
- 1Y
- 2.26%
- 3Y*
- 4.09%
- 5Y*
- 1.11%
- 10Y*
- 1.23%
DGCB
- 1D
- 0.14%
- 1M
- -1.44%
- YTD
- -0.05%
- 6M
- 0.38%
- 1Y
- 4.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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DFGBX vs. DGCB - Expense Ratio Comparison
DFGBX has a 0.23% expense ratio, which is higher than DGCB's 0.20% 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%.
Return for Risk
DFGBX vs. DGCB — Risk / Return Rank
DFGBX
DGCB
DFGBX vs. DGCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) and Dimensional Global Credit ETF (DGCB). 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.
| DFGBX | DGCB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.06 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.48 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.20 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.58 | +0.14 |
Martin ratioReturn relative to average drawdown | 5.47 | 5.45 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFGBX | DGCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.06 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.46 | -0.72 |
Correlation
The correlation between DFGBX and DGCB is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DFGBX vs. DGCB - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 3.46%, more than DGCB's 2.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 3.46% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
DGCB Dimensional Global Credit ETF | 2.85% | 3.43% | 4.72% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFGBX vs. DGCB - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -9.63%, which is greater than DGCB's maximum drawdown of -3.50%. Use the drawdown chart below to compare losses from any high point for DFGBX and DGCB.
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Drawdown Indicators
| DFGBX | DGCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.63% | -3.50% | -6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -3.08% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -9.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -9.63% | — | — |
Current DrawdownCurrent decline from peak | -1.03% | -1.90% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -0.94% | -0.78% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 0.89% | -0.46% |
Volatility
DFGBX vs. DGCB - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.76%, while Dimensional Global Credit ETF (DGCB) has a volatility of 2.16%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than DGCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGBX | DGCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 2.16% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 0.98% | 2.72% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.64% | 4.48% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.16% | 4.82% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.93% | 4.82% | -2.89% |