DGCFX vs. ADBE
Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Adobe Inc (ADBE).
DGCFX is managed by Dimensional Fund Advisors LP. It was launched on Jan 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGCFX or ADBE.
Performance
DGCFX vs. ADBE - Performance Comparison
Returns By Period
In the year-to-date period, DGCFX achieves a 3.54% return, which is significantly higher than ADBE's -16.26% return.
DGCFX
3.54%
-0.97%
3.54%
8.91%
0.42%
N/A
ADBE
-16.26%
0.95%
3.69%
-18.46%
10.86%
21.55%
Key characteristics
| DGCFX | ADBE | |
|---|---|---|
| Sharpe Ratio | 2.00 | -0.50 |
| Sortino Ratio | 3.00 | -0.50 |
| Omega Ratio | 1.36 | 0.93 |
| Calmar Ratio | 0.64 | -0.47 |
| Martin Ratio | 9.11 | -1.00 |
| Ulcer Index | 0.99% | 17.16% |
| Daily Std Dev | 4.52% | 34.24% |
| Max Drawdown | -21.77% | -79.89% |
| Current Drawdown | -6.30% | -27.42% |
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Correlation
The correlation between DGCFX and ADBE is 0.09, 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. 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.
Dividends
DGCFX vs. ADBE - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 5.07%, while ADBE 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% |
ADBE Adobe Inc | 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 -21.77%, 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.
Volatility
DGCFX vs. ADBE - Volatility Comparison
The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 0.97%, while Adobe Inc (ADBE) has a volatility of 8.98%. 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.