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

Correlation

The correlation between DGCB and DFGP is 0.21, 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.


Performance

DGCB vs. DFGP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DGCB:

0.97

DFGP:

1.05

Sortino Ratio

DGCB:

1.38

DFGP:

1.46

Omega Ratio

DGCB:

1.17

DFGP:

1.18

Calmar Ratio

DGCB:

1.39

DFGP:

1.61

Martin Ratio

DGCB:

3.76

DFGP:

4.33

Ulcer Index

DGCB:

1.29%

DFGP:

1.13%

Daily Std Dev

DGCB:

5.13%

DFGP:

4.81%

Max Drawdown

DGCB:

-3.50%

DFGP:

-3.04%

Current Drawdown

DGCB:

-1.23%

DFGP:

-0.97%

Returns By Period

The year-to-date returns for both investments are quite close, with DGCB having a 1.10% return and DFGP slightly higher at 1.13%.


DGCB

YTD

1.10%

1M

1.50%

6M

0.34%

1Y

5.10%

5Y*

N/A

10Y*

N/A

DFGP

YTD

1.13%

1M

0.86%

6M

0.66%

1Y

5.18%

5Y*

N/A

10Y*

N/A

*Annualized

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DGCB vs. DFGP - Expense Ratio Comparison

DGCB has a 0.20% expense ratio, which is lower than DFGP's 0.22% 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%.


Risk-Adjusted Performance

DGCB vs. DFGP — 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

DFGP
The Risk-Adjusted Performance Rank of DFGP is 8484
Overall Rank
The Sharpe Ratio Rank of DFGP is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DFGP is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DFGP is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DFGP is 9191
Calmar Ratio Rank
The Martin Ratio Rank of DFGP is 8383
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. DFGP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Credit ETF (DGCB) and Dimensional Global Core Plus Fixed Income ETF (DFGP). 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.


The current DGCB Sharpe Ratio is 0.97, which is comparable to the DFGP Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of DGCB and DFGP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DGCB vs. DFGP - Dividend Comparison

DGCB's dividend yield for the trailing twelve months is around 4.29%, more than DFGP's 3.87% yield.


Drawdowns

DGCB vs. DFGP - Drawdown Comparison

The maximum DGCB drawdown since its inception was -3.50%, which is greater than DFGP's maximum drawdown of -3.04%. Use the drawdown chart below to compare losses from any high point for DGCB and DFGP. For additional features, visit the drawdowns tool.


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Volatility

DGCB vs. DFGP - Volatility Comparison

Dimensional Global Credit ETF (DGCB) and Dimensional Global Core Plus Fixed Income ETF (DFGP) have volatilities of 1.80% and 1.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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