DGBEX vs. FGIAX
Compare and contrast key facts about DFA Global Social Core Equity Portfolio (DGBEX) and Nuveen Global Infrastructure Fund Class A (FGIAX).
DGBEX is managed by Dimensional. It was launched on Nov 18, 2019. FGIAX is a passively managed fund by Nuveen that tracks the performance of the S&P Global Infrastructure Index NR. It was launched on Dec 17, 2007.
Performance
DGBEX vs. FGIAX - Performance Comparison
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DGBEX vs. FGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DGBEX DFA Global Social Core Equity Portfolio | -1.49% | 22.39% | 15.72% | 22.33% | -17.76% | 20.94% | 12.88% | 3.93% |
FGIAX Nuveen Global Infrastructure Fund Class A | 10.36% | 17.73% | 10.70% | 8.51% | -6.23% | 14.51% | -2.76% | 4.78% |
Returns By Period
In the year-to-date period, DGBEX achieves a -1.49% return, which is significantly lower than FGIAX's 10.36% return.
DGBEX
- 1D
- 3.10%
- 1M
- -6.44%
- YTD
- -1.49%
- 6M
- 1.42%
- 1Y
- 22.76%
- 3Y*
- 16.77%
- 5Y*
- 9.06%
- 10Y*
- —
FGIAX
- 1D
- 0.76%
- 1M
- -2.77%
- YTD
- 10.36%
- 6M
- 10.94%
- 1Y
- 21.22%
- 3Y*
- 14.32%
- 5Y*
- 10.46%
- 10Y*
- 8.78%
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DGBEX vs. FGIAX - Expense Ratio Comparison
DGBEX has a 0.34% expense ratio, which is lower than FGIAX's 1.21% expense ratio.
Return for Risk
DGBEX vs. FGIAX — Risk / Return Rank
DGBEX
FGIAX
DGBEX vs. FGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Social Core Equity Portfolio (DGBEX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.
| DGBEX | FGIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.79 | -0.41 |
Sortino ratioReturn per unit of downside risk | 2.01 | 2.30 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.73 | -1.13 |
Martin ratioReturn relative to average drawdown | 7.21 | 12.62 | -5.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGBEX | FGIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.79 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.80 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.42 | +0.17 |
Correlation
The correlation between DGBEX and FGIAX is 0.71, 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
DGBEX vs. FGIAX - Dividend Comparison
DGBEX's dividend yield for the trailing twelve months is around 1.68%, less than FGIAX's 9.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGBEX DFA Global Social Core Equity Portfolio | 1.68% | 1.50% | 2.73% | 1.85% | 1.79% | 2.81% | 2.24% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.05% | 9.99% | 7.46% | 2.27% | 6.11% | 7.20% | 1.38% | 7.06% | 6.32% | 5.83% | 8.23% | 3.05% |
Drawdowns
DGBEX vs. FGIAX - Drawdown Comparison
The maximum DGBEX drawdown since its inception was -37.83%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for DGBEX and FGIAX.
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Drawdown Indicators
| DGBEX | FGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.83% | -49.35% | +11.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -8.29% | -3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -21.08% | -5.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.02% | — |
Current DrawdownCurrent decline from peak | -7.54% | -3.06% | -4.48% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -7.22% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 1.79% | +1.06% |
Volatility
DGBEX vs. FGIAX - Volatility Comparison
DFA Global Social Core Equity Portfolio (DGBEX) has a higher volatility of 6.39% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.15%. This indicates that DGBEX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGBEX | FGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 4.15% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 7.07% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 12.28% | +4.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 13.08% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 15.17% | +4.31% |