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DFSB vs. AVGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFSB vs. AVGB - Performance Comparison

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

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DFSB vs. AVGB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DFSB achieves a -0.11% return, which is significantly higher than AVGB's -0.30% return.


DFSB

1D
0.57%
1M
-2.05%
YTD
-0.11%
6M
0.33%
1Y
3.78%
3Y*
4.26%
5Y*
10Y*

AVGB

1D
0.34%
1M
-1.50%
YTD
-0.30%
6M
0.76%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFSB vs. AVGB - Expense Ratio Comparison

DFSB has a 0.24% 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

DFSB vs. AVGB — Risk / Return Rank

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

DFSB
DFSB Risk / Return Rank: 4747
Overall Rank
DFSB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DFSB Sortino Ratio Rank: 4646
Sortino Ratio Rank
DFSB Omega Ratio Rank: 4141
Omega Ratio Rank
DFSB Calmar Ratio Rank: 4949
Calmar Ratio Rank
DFSB Martin Ratio Rank: 4747
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.

DFSB vs. AVGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Sustainability Fixed Income ETF (DFSB) 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.


DFSBAVGBDifference

Sharpe ratio

Return per unit of total volatility

0.91

Sortino ratio

Return per unit of downside risk

1.26

Omega ratio

Gain probability vs. loss probability

1.16

Calmar ratio

Return relative to maximum drawdown

1.27

Martin ratio

Return relative to average drawdown

4.55

DFSB vs. AVGB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DFSBAVGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

2.06

-1.19

Correlation

The correlation between DFSB and AVGB is 0.82, 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

DFSB vs. AVGB - Dividend Comparison

DFSB's dividend yield for the trailing twelve months is around 3.30%, less than AVGB's 3.50% yield.


TTM2025202420232022
DFSB
Dimensional Global Sustainability Fixed Income ETF
3.30%3.46%4.35%5.27%0.41%
AVGB
Avantis Credit ETF
3.50%3.49%0.00%0.00%0.00%

Drawdowns

DFSB vs. AVGB - Drawdown Comparison

The maximum DFSB drawdown since its inception was -5.16%, which is greater than AVGB's maximum drawdown of -2.12%. Use the drawdown chart below to compare losses from any high point for DFSB and AVGB.


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Drawdown Indicators


DFSBAVGBDifference

Max Drawdown

Largest peak-to-trough decline

-5.16%

-2.12%

-3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

Current Drawdown

Current decline from peak

-2.05%

-1.50%

-0.55%

Average Drawdown

Average peak-to-trough decline

-1.24%

-0.25%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

DFSB vs. AVGB - Volatility Comparison


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Volatility by Period


DFSBAVGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

2.36%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.50%

2.36%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

2.36%

+3.14%