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

Correlation

The correlation between DFGX and GABF is 0.16, 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.


-0.50.00.51.00.2

Performance

DFGX vs. GABF - 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 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
3.48%
24.50%
DFGX
GABF

Key characteristics

Sharpe Ratio

DFGX:

0.95

GABF:

2.82

Sortino Ratio

DFGX:

1.39

GABF:

3.79

Omega Ratio

DFGX:

1.16

GABF:

1.51

Calmar Ratio

DFGX:

2.06

GABF:

4.85

Martin Ratio

DFGX:

4.68

GABF:

20.78

Ulcer Index

DFGX:

0.85%

GABF:

2.28%

Daily Std Dev

DFGX:

4.22%

GABF:

16.81%

Max Drawdown

DFGX:

-1.93%

GABF:

-17.14%

Current Drawdown

DFGX:

-1.06%

GABF:

-6.43%

Returns By Period

In the year-to-date period, DFGX achieves a 4.04% return, which is significantly lower than GABF's 43.66% return.


DFGX

YTD

4.04%

1M

1.00%

6M

3.48%

1Y

4.07%

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.


DFGX vs. GABF - Expense Ratio Comparison

DFGX has a 0.20% 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%.


DFGX
Dimensional Global Ex US Core Fixed Income ETF
Expense ratio chart for DFGX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
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

DFGX vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Ex US Core Fixed Income ETF (DFGX) 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 DFGX, currently valued at 0.95, compared to the broader market0.002.004.000.952.82
The chart of Sortino ratio for DFGX, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.0010.001.393.79
The chart of Omega ratio for DFGX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.51
The chart of Calmar ratio for DFGX, currently valued at 2.06, compared to the broader market0.005.0010.0015.002.064.85
The chart of Martin ratio for DFGX, currently valued at 4.68, compared to the broader market0.0020.0040.0060.0080.00100.004.6820.78
DFGX
GABF

The current DFGX Sharpe Ratio is 0.95, which is lower than the GABF Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of DFGX 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
0.95
2.82
DFGX
GABF

Dividends

DFGX vs. GABF - Dividend Comparison

DFGX's dividend yield for the trailing twelve months is around 4.59%, more than GABF's 3.44% yield.


TTM20232022
DFGX
Dimensional Global Ex US Core Fixed Income ETF
4.59%0.49%0.00%
GABF
Gabelli Financial Services Opportunities ETF
3.44%4.95%1.31%

Drawdowns

DFGX vs. GABF - Drawdown Comparison

The maximum DFGX drawdown since its inception was -1.93%, smaller than the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for DFGX and GABF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.06%
-6.43%
DFGX
GABF

Volatility

DFGX vs. GABF - Volatility Comparison

The current volatility for Dimensional Global Ex US Core Fixed Income ETF (DFGX) is 1.23%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.03%. This indicates that DFGX 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
1.23%
5.03%
DFGX
GABF
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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.

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