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DGCB vs. DFGBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DGCB vs. DFGBX

Last updated May 12, 2025

Compare and contrast key facts about Dimensional Global Credit ETF (DGCB) and DFA Five Year Global Fixed Income Portfolio (DFGBX).

DGCB is an actively managed fund by Dimensional. It was launched on Nov 7, 2023. DFGBX is managed by Dimensional Fund Advisors LP. It was launched on Nov 5, 1990.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGCB or DFGBX.

Correlation

The correlation between DGCB and DFGBX is -0.26. 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

DGCB vs. DFGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Credit ETF (DGCB) and DFA Five Year Global Fixed Income Portfolio (DFGBX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DGCB:

4.70%

DFGBX:

0.78%

Max Drawdown

DGCB:

-0.36%

DFGBX:

0.00%

Current Drawdown

DGCB:

-0.32%

DFGBX:

0.00%

Returns By Period

DGCB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DFGBX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DGCB vs. DFGBX - Expense Ratio Comparison

DGCB has a 0.20% expense ratio, which is lower than DFGBX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

DFGBX
DFA Five Year Global Fixed Income Portfolio
DGCB
Dimensional Global Credit ETF

Risk-Adjusted Performance

DGCB vs. DFGBX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGCB
The Risk-Adjusted Performance Rank of DGCB is 8181
Overall Rank
The Sharpe Ratio Rank of DGCB is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of DGCB is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DGCB is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DGCB is 8989
Calmar Ratio Rank
The Martin Ratio Rank of DGCB is 8181
Martin Ratio Rank
DFGBX
The Risk-Adjusted Performance Rank of DFGBX is 9999
Overall Rank
The Sharpe Ratio Rank of DFGBX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of DFGBX is 100100
Sortino Ratio Rank
The Omega Ratio Rank of DFGBX is 100100
Omega Ratio Rank
The Calmar Ratio Rank of DFGBX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of DFGBX is 100100
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.

DGCB vs. DFGBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Credit ETF (DGCB) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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

DGCB vs. DFGBX - Dividend Comparison

DGCB's dividend yield for the trailing twelve months is around 4.29%, less than DFGBX's 4.62% yield.

TTM20242023202220212020201920182017201620152014
DGCB
Dimensional Global Credit ETF		4.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFGBX
DFA Five Year Global Fixed Income Portfolio		4.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGCB vs. DFGBX - Drawdown Comparison

The maximum DGCB drawdown since its inception was -0.36%, which is greater than DFGBX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DGCB and DFGBX. For additional features, visit the drawdowns tool.

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Volatility

DGCB vs. DFGBX - Volatility Comparison

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