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

Correlation

The correlation between DFGX and GABF is -0.40. 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

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.

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Key characteristics

Daily Std Dev

DFGX:

5.51%

GABF:

12.16%

Max Drawdown

DFGX:

-0.53%

GABF:

-0.70%

Current Drawdown

DFGX:

-0.43%

GABF:

0.00%

Returns By Period


DFGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GABF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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%.


Risk-Adjusted Performance

DFGX vs. GABF — Risk-Adjusted Performance Rank

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

DFGX
The Risk-Adjusted Performance Rank of DFGX is 8080
Overall Rank
The Sharpe Ratio Rank of DFGX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of DFGX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DFGX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DFGX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DFGX 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.

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.



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Dividends

DFGX vs. GABF - Dividend Comparison

DFGX's dividend yield for the trailing twelve months is around 4.01%, while GABF has not paid dividends to shareholders.


Drawdowns

DFGX vs. GABF - Drawdown Comparison

The maximum DFGX drawdown since its inception was -0.53%, smaller than the maximum GABF drawdown of -0.70%. Use the drawdown chart below to compare losses from any high point for DFGX and GABF. For additional features, visit the drawdowns tool.


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Volatility

DFGX vs. GABF - Volatility Comparison


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