DGCB vs. DFGBX
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. It was launched on Nov 5, 1990.
Performance
DGCB vs. DFGBX - Performance Comparison
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DGCB vs. DFGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DGCB Dimensional Global Credit ETF | -0.05% | 6.68% | 3.80% | 6.14% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 0.25% | 3.13% | 5.37% | 0.84% |
Returns By Period
In the year-to-date period, DGCB achieves a -0.05% return, which is significantly lower than DFGBX's 0.25% return.
DGCB
- 1D
- 0.14%
- 1M
- -1.44%
- YTD
- -0.05%
- 6M
- 0.38%
- 1Y
- 4.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DFGBX
- 1D
- 0.10%
- 1M
- -0.84%
- YTD
- 0.25%
- 6M
- 1.12%
- 1Y
- 2.26%
- 3Y*
- 4.09%
- 5Y*
- 1.11%
- 10Y*
- 1.23%
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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%.
Return for Risk
DGCB vs. DFGBX — Risk / Return Rank
DGCB
DFGBX
DGCB vs. DFGBX - Risk-Adjusted Trends 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.
| DGCB | DFGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.40 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.64 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.49 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.72 | -0.14 |
Martin ratioReturn relative to average drawdown | 5.45 | 5.47 | -0.02 |
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
| DGCB | DFGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.40 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.46 | 0.74 | +0.72 |
Correlation
The correlation between DGCB and DFGBX is 0.22, 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.
Dividends
DGCB vs. DFGBX - Dividend Comparison
DGCB's dividend yield for the trailing twelve months is around 2.85%, less than DFGBX's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGCB Dimensional Global Credit ETF | 2.85% | 3.43% | 4.72% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 3.46% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
Drawdowns
DGCB vs. DFGBX - Drawdown Comparison
The maximum DGCB drawdown since its inception was -3.50%, smaller than the maximum DFGBX drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for DGCB and DFGBX.
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Drawdown Indicators
| DGCB | DFGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.50% | -9.63% | +6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -1.38% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.63% | — |
Current DrawdownCurrent decline from peak | -1.90% | -1.03% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -0.94% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.43% | +0.46% |
Volatility
DGCB vs. DFGBX - Volatility Comparison
Dimensional Global Credit ETF (DGCB) has a higher volatility of 2.16% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that DGCB's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGCB | DFGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 0.76% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 0.98% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.48% | 1.64% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.82% | 2.16% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.82% | 1.93% | +2.89% |