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DFGP vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFGP and GABF is 0.21, 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.


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.

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Key characteristics

Sharpe Ratio

DFGP:

1.05

GABF:

0.95

Sortino Ratio

DFGP:

1.46

GABF:

1.45

Omega Ratio

DFGP:

1.18

GABF:

1.22

Calmar Ratio

DFGP:

1.61

GABF:

1.15

Martin Ratio

DFGP:

4.33

GABF:

3.98

Ulcer Index

DFGP:

1.13%

GABF:

6.02%

Daily Std Dev

DFGP:

4.81%

GABF:

24.06%

Max Drawdown

DFGP:

-3.04%

GABF:

-20.86%

Current Drawdown

DFGP:

-0.97%

GABF:

-8.77%

Returns By Period

In the year-to-date period, DFGP achieves a 1.13% return, which is significantly higher than GABF's -2.83% return.


DFGP

YTD

1.13%

1M

0.86%

6M

0.66%

1Y

5.18%

5Y*

N/A

10Y*

N/A

GABF

YTD

-2.83%

1M

9.68%

6M

-5.20%

1Y

22.24%

5Y*

N/A

10Y*

N/A

*Annualized

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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%.


Risk-Adjusted Performance

DFGP vs. GABF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFGP
The Risk-Adjusted Performance Rank of DFGP is 8484
Overall Rank
The Sharpe Ratio Rank of DFGP is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DFGP is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DFGP is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DFGP is 9191
Calmar Ratio Rank
The Martin Ratio Rank of DFGP is 8383
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 8383
Overall Rank
The Sharpe Ratio Rank of GABF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 8282
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 8484
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 8585
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DFGP Sharpe Ratio is 1.05, which is comparable to the GABF Sharpe Ratio of 0.95. 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.


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Dividends

DFGP vs. GABF - Dividend Comparison

DFGP's dividend yield for the trailing twelve months is around 3.87%, less than GABF's 4.31% yield.


TTM202420232022
DFGP
Dimensional Global Core Plus Fixed Income ETF
3.87%4.51%0.62%0.00%
GABF
Gabelli Financial Services Opportunities ETF
4.31%4.19%4.95%1.31%

Drawdowns

DFGP vs. GABF - Drawdown Comparison

The maximum DFGP drawdown since its inception was -3.04%, smaller than the maximum GABF drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for DFGP and GABF. For additional features, visit the drawdowns tool.


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Volatility

DFGP vs. GABF - Volatility Comparison

The current volatility for Dimensional Global Core Plus Fixed Income ETF (DFGP) is 1.79%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 7.69%. 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.


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