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DGCFX vs. ADBE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGCFX and ADBE 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.


-0.50.00.51.00.1

Performance

DGCFX vs. ADBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Adobe Inc (ADBE). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025
1.24%
-18.38%
DGCFX
ADBE

Key characteristics

Sharpe Ratio

DGCFX:

1.09

ADBE:

-0.80

Sortino Ratio

DGCFX:

1.56

ADBE:

-0.97

Omega Ratio

DGCFX:

1.19

ADBE:

0.85

Calmar Ratio

DGCFX:

0.39

ADBE:

-0.71

Martin Ratio

DGCFX:

3.80

ADBE:

-1.41

Ulcer Index

DGCFX:

1.21%

ADBE:

20.72%

Daily Std Dev

DGCFX:

4.24%

ADBE:

36.46%

Max Drawdown

DGCFX:

-22.37%

ADBE:

-79.89%

Current Drawdown

DGCFX:

-6.47%

ADBE:

-35.21%

Returns By Period

In the year-to-date period, DGCFX achieves a 0.55% return, which is significantly higher than ADBE's 0.30% return.


DGCFX

YTD

0.55%

1M

0.55%

6M

1.24%

1Y

4.15%

5Y*

-0.16%

10Y*

N/A

ADBE

YTD

0.30%

1M

0.30%

6M

-18.38%

1Y

-27.81%

5Y*

4.91%

10Y*

20.21%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DGCFX vs. ADBE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGCFX
The Risk-Adjusted Performance Rank of DGCFX is 5050
Overall Rank
The Sharpe Ratio Rank of DGCFX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DGCFX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of DGCFX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of DGCFX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of DGCFX is 5252
Martin Ratio Rank

ADBE
The Risk-Adjusted Performance Rank of ADBE is 99
Overall Rank
The Sharpe Ratio Rank of ADBE is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ADBE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ADBE is 99
Omega Ratio Rank
The Calmar Ratio Rank of ADBE is 77
Calmar Ratio Rank
The Martin Ratio Rank of ADBE is 77
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.

DGCFX vs. ADBE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Adobe Inc (ADBE). 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.


Sharpe ratio
The chart of Sharpe ratio for DGCFX, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.09-0.80
The chart of Sortino ratio for DGCFX, currently valued at 1.56, compared to the broader market0.002.004.006.008.0010.0012.001.56-0.97
The chart of Omega ratio for DGCFX, currently valued at 1.19, compared to the broader market1.002.003.004.001.190.85
The chart of Calmar ratio for DGCFX, currently valued at 0.39, compared to the broader market0.005.0010.0015.0020.000.39-0.71
The chart of Martin ratio for DGCFX, currently valued at 3.80, compared to the broader market0.0020.0040.0060.0080.003.80-1.41
DGCFX
ADBE

The current DGCFX Sharpe Ratio is 1.09, which is higher than the ADBE Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of DGCFX and ADBE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025
1.09
-0.80
DGCFX
ADBE

Dividends

DGCFX vs. ADBE - Dividend Comparison

DGCFX's dividend yield for the trailing twelve months is around 4.37%, while ADBE has not paid dividends to shareholders.


TTM2024202320222021202020192018
DGCFX
DFA Global Core Plus Fixed Income Portfolio
4.37%4.40%4.04%2.26%1.68%1.55%1.92%6.17%
ADBE
Adobe Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DGCFX vs. ADBE - Drawdown Comparison

The maximum DGCFX drawdown since its inception was -22.37%, smaller than the maximum ADBE drawdown of -79.89%. Use the drawdown chart below to compare losses from any high point for DGCFX and ADBE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025
-6.47%
-35.21%
DGCFX
ADBE

Volatility

DGCFX vs. ADBE - Volatility Comparison

The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 1.29%, while Adobe Inc (ADBE) has a volatility of 6.09%. This indicates that DGCFX experiences smaller price fluctuations and is considered to be less risky than ADBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025
1.29%
6.09%
DGCFX
ADBE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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