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

Correlation

The correlation between DFSB 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

DFSB vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Sustainability Fixed Income ETF (DFSB) 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
1.95%
24.50%
DFSB
GABF

Key characteristics

Sharpe Ratio

DFSB:

0.55

GABF:

2.82

Sortino Ratio

DFSB:

0.80

GABF:

3.79

Omega Ratio

DFSB:

1.09

GABF:

1.51

Calmar Ratio

DFSB:

0.90

GABF:

4.85

Martin Ratio

DFSB:

1.95

GABF:

20.78

Ulcer Index

DFSB:

1.36%

GABF:

2.28%

Daily Std Dev

DFSB:

4.83%

GABF:

16.81%

Max Drawdown

DFSB:

-5.15%

GABF:

-17.14%

Current Drawdown

DFSB:

-2.17%

GABF:

-6.43%

Returns By Period

In the year-to-date period, DFSB achieves a 2.51% return, which is significantly lower than GABF's 43.66% return.


DFSB

YTD

2.51%

1M

0.13%

6M

1.95%

1Y

2.55%

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.


DFSB vs. GABF - Expense Ratio Comparison

DFSB has a 0.24% 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%.


DFSB
Dimensional Global Sustainability Fixed Income ETF
Expense ratio chart for DFSB: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
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

DFSB vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Sustainability Fixed Income ETF (DFSB) 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 DFSB, currently valued at 0.55, compared to the broader market0.002.004.000.552.82
The chart of Sortino ratio for DFSB, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.000.803.79
The chart of Omega ratio for DFSB, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.51
The chart of Calmar ratio for DFSB, currently valued at 0.90, compared to the broader market0.005.0010.0015.000.904.85
The chart of Martin ratio for DFSB, currently valued at 1.95, compared to the broader market0.0020.0040.0060.0080.00100.001.9520.78
DFSB
GABF

The current DFSB Sharpe Ratio is 0.55, which is lower than the GABF Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of DFSB 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.55
2.82
DFSB
GABF

Dividends

DFSB vs. GABF - Dividend Comparison

DFSB's dividend yield for the trailing twelve months is around 4.34%, more than GABF's 3.44% yield.


TTM20232022
DFSB
Dimensional Global Sustainability Fixed Income ETF
4.34%5.28%0.41%
GABF
Gabelli Financial Services Opportunities ETF
3.44%4.95%1.31%

Drawdowns

DFSB vs. GABF - Drawdown Comparison

The maximum DFSB drawdown since its inception was -5.15%, smaller than the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for DFSB and GABF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.17%
-6.43%
DFSB
GABF

Volatility

DFSB vs. GABF - Volatility Comparison

The current volatility for Dimensional Global Sustainability Fixed Income ETF (DFSB) is 1.51%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.03%. This indicates that DFSB 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
1.51%
5.03%
DFSB
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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