PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DFGP vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFGP and GABF is 0.12, 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.


-0.50.00.51.00.1

Performance

DFGP vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Core Plus Fixed Income ETF (DFGP) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
2.75%
24.50%
DFGP
GABF

Key characteristics

Sharpe Ratio

DFGP:

0.90

GABF:

2.82

Sortino Ratio

DFGP:

1.28

GABF:

3.79

Omega Ratio

DFGP:

1.16

GABF:

1.51

Calmar Ratio

DFGP:

1.84

GABF:

4.85

Martin Ratio

DFGP:

4.07

GABF:

20.78

Ulcer Index

DFGP:

1.03%

GABF:

2.28%

Daily Std Dev

DFGP:

4.64%

GABF:

16.81%

Max Drawdown

DFGP:

-2.27%

GABF:

-17.14%

Current Drawdown

DFGP:

-1.68%

GABF:

-6.43%

Returns By Period

In the year-to-date period, DFGP achieves a 3.82% return, which is significantly lower than GABF's 43.66% return.


DFGP

YTD

3.82%

1M

0.24%

6M

2.74%

1Y

4.16%

5Y*

N/A

10Y*

N/A

GABF

YTD

43.66%

1M

-3.19%

6M

24.50%

1Y

45.52%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


DFGP vs. GABF - Expense Ratio Comparison

DFGP has a 0.22% expense ratio, which is higher than GABF's 0.10% 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%.


DFGP
Dimensional Global Core Plus Fixed Income ETF
Expense ratio chart for DFGP: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for GABF: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

DFGP vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Plus Fixed Income ETF (DFGP) and Gabelli Financial Services Opportunities ETF (GABF). 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.


Sharpe ratio
The chart of Sharpe ratio for DFGP, currently valued at 0.90, compared to the broader market0.002.004.000.902.82
The chart of Sortino ratio for DFGP, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.001.283.79
The chart of Omega ratio for DFGP, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.51
The chart of Calmar ratio for DFGP, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.844.85
The chart of Martin ratio for DFGP, currently valued at 4.07, compared to the broader market0.0020.0040.0060.0080.00100.004.0720.78
DFGP
GABF

The current DFGP Sharpe Ratio is 0.90, which is lower than the GABF Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of DFGP and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00Nov 17Nov 24DecemberDec 08Dec 15
0.90
2.82
DFGP
GABF

Dividends

DFGP vs. GABF - Dividend Comparison

DFGP's dividend yield for the trailing twelve months is around 4.51%, more than GABF's 3.44% yield.


TTM20232022
DFGP
Dimensional Global Core Plus Fixed Income ETF
4.51%0.62%0.00%
GABF
Gabelli Financial Services Opportunities ETF
3.44%4.95%1.31%

Drawdowns

DFGP vs. GABF - Drawdown Comparison

The maximum DFGP drawdown since its inception was -2.27%, smaller than the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for DFGP and GABF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.68%
-6.43%
DFGP
GABF

Volatility

DFGP vs. GABF - Volatility Comparison

The current volatility for Dimensional Global Core Plus Fixed Income ETF (DFGP) is 1.44%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.03%. This indicates that DFGP experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.44%
5.03%
DFGP
GABF
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab