DFGBX vs. SPYG
Compare and contrast key facts about DFA Five Year Global Fixed Income Portfolio (DFGBX) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
DFGBX is managed by Dimensional Fund Advisors LP. It was launched on Nov 5, 1990. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGBX or SPYG.
Correlation
The correlation between DFGBX and SPYG is -0.19. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
DFGBX vs. SPYG - Performance Comparison
Key characteristics
DFGBX:
8.28
SPYG:
1.67
DFGBX:
263.91
SPYG:
2.22
DFGBX:
264.91
SPYG:
1.30
DFGBX:
1.49
SPYG:
2.38
DFGBX:
3,038.17
SPYG:
9.12
DFGBX:
0.00%
SPYG:
3.33%
DFGBX:
0.64%
SPYG:
18.12%
DFGBX:
-9.63%
SPYG:
-67.79%
DFGBX:
0.00%
SPYG:
-1.30%
Returns By Period
In the year-to-date period, DFGBX achieves a 0.50% return, which is significantly lower than SPYG's 3.72% return. Over the past 10 years, DFGBX has underperformed SPYG with an annualized return of 1.37%, while SPYG has yielded a comparatively higher 15.32% annualized return.
DFGBX
0.50%
0.30%
2.42%
5.16%
0.76%
1.37%
SPYG
3.72%
4.16%
16.83%
29.73%
16.22%
15.32%
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DFGBX vs. SPYG - Expense Ratio Comparison
DFGBX has a 0.23% expense ratio, which is higher than SPYG's 0.04% 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. SPYG — Risk-Adjusted Performance Rank
DFGBX
SPYG
DFGBX vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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. SPYG - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 4.67%, more than SPYG's 0.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 4.67% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 1.90% | 1.68% | 1.41% | 2.18% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.58% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
Drawdowns
DFGBX vs. SPYG - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -9.63%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for DFGBX and SPYG. For additional features, visit the drawdowns tool.
Volatility
DFGBX vs. SPYG - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.16%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 5.91%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.