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DFGX vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFGX vs. GSG - 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 iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFGX achieves a 0.73% return, which is significantly lower than GSG's 32.35% return.


DFGX

1D
-0.46%
1M
-0.70%
6M
0.04%
YTD
0.73%
1Y
2.68%
3Y*
5Y*
10Y*

GSG

1D
3.60%
1M
-0.20%
6M
28.24%
YTD
32.35%
1Y
34.57%
3Y*
14.41%
5Y*
13.83%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFGX vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023
DFGX
Dimensional Global Ex US Core Fixed Income ETF
0.73%3.46%3.75%4.95%
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.35%5.93%8.52%-4.70%

Correlation

The correlation between DFGX and GSG is -0.44, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.44

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2023

-0.24

Over the past year, the inverse relationship between DFGX and GSG has strengthened: their correlation has moved from -0.24 to -0.44, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DFGX vs. GSG — Risk / Return Rank

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

DFGX
DFGX Risk / Return Rank: 2222
Overall Rank
DFGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DFGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFGX Omega Ratio Rank: 2020
Omega Ratio Rank
DFGX Calmar Ratio Rank: 2222
Calmar Ratio Rank
DFGX Martin Ratio Rank: 2323
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5151
Overall Rank
GSG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5353
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 4646
Calmar Ratio Rank
GSG Martin Ratio Rank: 4747
Martin Ratio Rank
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. GSG - 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 iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFGXGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.12

1.27

-0.15

Calmar ratioReturn relative to maximum drawdown

0.81

1.85

-1.04

Martin ratioReturn relative to average drawdown

2.30

6.29

-4.00

DFGX vs. GSG - Sharpe Ratio Comparison

The current DFGX Sharpe Ratio is 0.65, which is lower than the GSG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DFGX and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFGX vs. GSG - Drawdown Comparison

The maximum DFGX drawdown since its inception was -3.32%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for DFGX and GSG.


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Drawdown Indicators


DFGXGSGDifference

Max Drawdown

Largest peak-to-trough decline

-3.32%

-89.62%

+86.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-18.81%

+15.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-1.41%

-60.04%

+58.63%

Average Drawdown

Average peak-to-trough decline

-0.78%

-63.69%

+62.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

5.51%

-4.34%

Volatility

DFGX vs. GSG - Volatility Comparison

The current volatility for Dimensional Global Ex US Core Fixed Income ETF (DFGX) is 1.28%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.35%. This indicates that DFGX experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFGXGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

7.35%

-6.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.53%

21.50%

-17.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

23.48%

-19.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.64%

22.80%

-18.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

22.00%

-17.36%

DFGX vs. GSG - Expense Ratio Comparison

DFGX has a 0.20% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

DFGX vs. GSG - Dividend Comparison

DFGX's dividend yield for the trailing twelve months is around 2.75%, while GSG has not paid dividends to shareholders.


PositionTTM202520242023
DFGX
Dimensional Global Ex US Core Fixed Income ETF
2.75%2.84%4.61%0.49%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%

Frequently Asked Questions


DFGX and GSG have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.35%) compared to DFGX (1.28%). In terms of maximum drawdown, DFGX dropped -3.32% vs GSG's -89.62%.

On 1-year performance, GSG leads with 34.57% vs 2.68% for DFGX. On fees, DFGX is cheaper at 0.20% per year. On volatility, DFGX has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GSG has performed better with a 34.57% return vs 2.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFGX is cheaper with a 0.20% expense ratio, compared with 0.75% for GSG.

DFGX has the higher dividend yield at 2.75%, compared with 0.00% for GSG.

DFGX is categorized as Global Bonds, while GSG is Commodities. They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.20% for DFGX and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.48 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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