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DFGX vs. AVGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFGX vs. AVGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Ex US Core Fixed Income ETF (DFGX) and Avantis Credit ETF (AVGB). The values are adjusted to include any dividend payments, if applicable.

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DFGX vs. AVGB - Yearly Performance Comparison


2026 (YTD)2025
DFGX
Dimensional Global Ex US Core Fixed Income ETF
-0.09%2.80%
AVGB
Avantis Credit ETF
-0.10%4.89%

Returns By Period

In the year-to-date period, DFGX achieves a -0.09% return, which is significantly higher than AVGB's -0.10% return.


DFGX

1D
0.27%
1M
-1.71%
YTD
-0.09%
6M
0.03%
1Y
3.07%
3Y*
5Y*
10Y*

AVGB

1D
0.21%
1M
-1.00%
YTD
-0.10%
6M
0.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFGX vs. AVGB - Expense Ratio Comparison

DFGX has a 0.20% expense ratio, which is higher than AVGB's 0.19% 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

DFGX vs. AVGB — Risk / Return Rank

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

DFGX
DFGX Risk / Return Rank: 3434
Overall Rank
DFGX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DFGX Sortino Ratio Rank: 3131
Sortino Ratio Rank
DFGX Omega Ratio Rank: 3030
Omega Ratio Rank
DFGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
DFGX Martin Ratio Rank: 3939
Martin Ratio Rank

AVGB
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFGX vs. AVGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Ex US Core Fixed Income ETF (DFGX) and Avantis Credit ETF (AVGB). 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.


DFGXAVGBDifference

Sharpe ratio

Return per unit of total volatility

0.69

Sortino ratio

Return per unit of downside risk

0.97

Omega ratio

Gain probability vs. loss probability

1.13

Calmar ratio

Return relative to maximum drawdown

1.04

Martin ratio

Return relative to average drawdown

4.00

DFGX vs. AVGB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DFGXAVGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

2.14

-1.03

Correlation

The correlation between DFGX and AVGB is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DFGX vs. AVGB - Dividend Comparison

DFGX's dividend yield for the trailing twelve months is around 2.78%, less than AVGB's 3.49% yield.


TTM202520242023
DFGX
Dimensional Global Ex US Core Fixed Income ETF
2.78%2.84%4.61%0.49%
AVGB
Avantis Credit ETF
3.49%3.49%0.00%0.00%

Drawdowns

DFGX vs. AVGB - Drawdown Comparison

The maximum DFGX drawdown since its inception was -3.32%, which is greater than AVGB's maximum drawdown of -2.12%. Use the drawdown chart below to compare losses from any high point for DFGX and AVGB.


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Drawdown Indicators


DFGXAVGBDifference

Max Drawdown

Largest peak-to-trough decline

-3.32%

-2.12%

-1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

Current Drawdown

Current decline from peak

-2.21%

-1.29%

-0.92%

Average Drawdown

Average peak-to-trough decline

-0.70%

-0.25%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

Volatility

DFGX vs. AVGB - Volatility Comparison


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Volatility by Period


DFGXAVGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

2.36%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.59%

2.36%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.59%

2.36%

+2.23%