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

Correlation

The correlation between DGCFX and BND is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

DGCFX vs. BND - Performance Comparison

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

6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
14.81%
10.29%
DGCFX
BND

Key characteristics

Sharpe Ratio

DGCFX:

1.68

BND:

1.19

Sortino Ratio

DGCFX:

2.45

BND:

1.73

Omega Ratio

DGCFX:

1.30

BND:

1.21

Calmar Ratio

DGCFX:

0.58

BND:

0.46

Martin Ratio

DGCFX:

5.90

BND:

2.97

Ulcer Index

DGCFX:

1.17%

BND:

2.09%

Daily Std Dev

DGCFX:

4.13%

BND:

5.22%

Max Drawdown

DGCFX:

-22.37%

BND:

-18.84%

Current Drawdown

DGCFX:

-5.03%

BND:

-6.84%

Returns By Period

In the year-to-date period, DGCFX achieves a 2.10% return, which is significantly lower than BND's 2.77% return.


DGCFX

YTD

2.10%

1M

1.54%

6M

1.92%

1Y

6.45%

5Y*

0.07%

10Y*

N/A

BND

YTD

2.77%

1M

2.02%

6M

0.92%

1Y

5.36%

5Y*

-0.55%

10Y*

1.52%

*Annualized

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DGCFX vs. BND - Expense Ratio Comparison

DGCFX has a 0.25% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for DGCFX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DGCFX vs. BND — 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 7676
Overall Rank
The Sharpe Ratio Rank of DGCFX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of DGCFX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DGCFX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DGCFX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of DGCFX is 7676
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 4848
Overall Rank
The Sharpe Ratio Rank of BND is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 5959
Sortino Ratio Rank
The Omega Ratio Rank of BND is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BND is 2929
Calmar Ratio Rank
The Martin Ratio Rank of BND is 3939
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. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Vanguard Total Bond Market ETF (BND). 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 chart of Sharpe ratio for DGCFX, currently valued at 1.68, compared to the broader market-1.000.001.002.003.004.001.681.19
The chart of Sortino ratio for DGCFX, currently valued at 2.45, compared to the broader market0.002.004.006.008.0010.002.451.73
The chart of Omega ratio for DGCFX, currently valued at 1.30, compared to the broader market1.002.003.001.301.21
The chart of Calmar ratio for DGCFX, currently valued at 0.58, compared to the broader market0.005.0010.0015.000.580.46
The chart of Martin ratio for DGCFX, currently valued at 5.90, compared to the broader market0.0020.0040.0060.0080.005.902.97
DGCFX
BND

The current DGCFX Sharpe Ratio is 1.68, which is higher than the BND Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DGCFX and BND, 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.68
1.19
DGCFX
BND

Dividends

DGCFX vs. BND - Dividend Comparison

DGCFX's dividend yield for the trailing twelve months is around 4.31%, more than BND's 3.34% yield.


TTM20242023202220212020201920182017201620152014
DGCFX
DFA Global Core Plus Fixed Income Portfolio
4.31%4.40%4.04%2.26%1.68%1.55%1.92%6.17%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.34%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

DGCFX vs. BND - Drawdown Comparison

The maximum DGCFX drawdown since its inception was -22.37%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for DGCFX and BND. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%SeptemberOctoberNovemberDecember2025February
-5.03%
-6.84%
DGCFX
BND

Volatility

DGCFX vs. BND - Volatility Comparison

The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 1.26%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.43%. This indicates that DGCFX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%SeptemberOctoberNovemberDecember2025February
1.26%
1.43%
DGCFX
BND