DGCFX vs. 18M2.DE
Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE).
DGCFX is managed by Dimensional Fund Advisors LP. It was launched on Jan 10, 2018. 18M2.DE is a passively managed fund by Amundi that tracks the performance of the MSCI EMU High Dividend Yield. It was launched on Mar 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGCFX or 18M2.DE.
Performance
DGCFX vs. 18M2.DE - Performance Comparison
Returns By Period
In the year-to-date period, DGCFX achieves a 3.54% return, which is significantly higher than 18M2.DE's 2.90% return.
DGCFX
3.54%
-0.97%
3.54%
8.91%
0.42%
N/A
18M2.DE
2.90%
-3.49%
-5.77%
6.82%
4.32%
7.12%
Key characteristics
| DGCFX | 18M2.DE | |
|---|---|---|
| Sharpe Ratio | 2.00 | 0.68 |
| Sortino Ratio | 3.00 | 0.97 |
| Omega Ratio | 1.36 | 1.12 |
| Calmar Ratio | 0.64 | 0.76 |
| Martin Ratio | 9.11 | 2.18 |
| Ulcer Index | 0.99% | 3.12% |
| Daily Std Dev | 4.52% | 9.90% |
| Max Drawdown | -21.77% | -37.06% |
| Current Drawdown | -6.30% | -6.23% |
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DGCFX vs. 18M2.DE - Expense Ratio Comparison
DGCFX has a 0.25% expense ratio, which is lower than 18M2.DE's 0.30% expense ratio.
Correlation
The correlation between DGCFX and 18M2.DE is 0.11, 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.
Risk-Adjusted Performance
DGCFX vs. 18M2.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE). 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.
Dividends
DGCFX vs. 18M2.DE - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 5.07%, while 18M2.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
DGCFX DFA Global Core Plus Fixed Income Portfolio | 5.07% | 4.04% | 2.26% | 1.68% | 1.55% | 1.92% | 6.17% |
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGCFX vs. 18M2.DE - Drawdown Comparison
The maximum DGCFX drawdown since its inception was -21.77%, smaller than the maximum 18M2.DE drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for DGCFX and 18M2.DE. For additional features, visit the drawdowns tool.
Volatility
DGCFX vs. 18M2.DE - Volatility Comparison
The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 0.97%, while Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) has a volatility of 4.99%. This indicates that DGCFX experiences smaller price fluctuations and is considered to be less risky than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.