DGCB vs. VVSCX

In the year-to-date period, DGCB achieves a 0.69% return, which is significantly higher than VVSCX's -11.16% return.

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DGCB has a 0.20% expense ratio, which is lower than VVSCX's 0.76% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Credit ETF (DGCB) and VALIC Company I Small Cap Value Fund (VVSCX). 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 0.89, which is higher than the VVSCX Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of DGCB and VVSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DGCB's dividend yield for the trailing twelve months is around 4.31%, more than VVSCX's 1.97% yield.

The maximum DGCB drawdown since its inception was -3.50%, smaller than the maximum VVSCX drawdown of -65.72%. Use the drawdown chart below to compare losses from any high point for DGCB and VVSCX. For additional features, visit the drawdowns tool.

The current volatility for Dimensional Global Credit ETF (DGCB) is 1.56%, while VALIC Company I Small Cap Value Fund (VVSCX) has a volatility of 5.80%. This indicates that DGCB experiences smaller price fluctuations and is considered to be less risky than VVSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.