DGCFX vs. BND
Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Vanguard Total Bond Market ETF (BND).
DGCFX is managed by Dimensional Fund Advisors LP. It was launched on Jan 10, 2018. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGCFX or BND.
Performance
DGCFX vs. BND - Performance Comparison
Returns By Period
In the year-to-date period, DGCFX achieves a 3.54% return, which is significantly higher than BND's 1.83% return.
DGCFX
3.54%
-0.97%
3.54%
8.91%
0.42%
N/A
BND
1.83%
-1.26%
2.96%
6.48%
-0.28%
1.41%
Key characteristics
| DGCFX | BND | |
|---|---|---|
| Sharpe Ratio | 2.00 | 1.17 |
| Sortino Ratio | 3.00 | 1.71 |
| Omega Ratio | 1.36 | 1.20 |
| Calmar Ratio | 0.64 | 0.45 |
| Martin Ratio | 9.11 | 3.85 |
| Ulcer Index | 0.99% | 1.72% |
| Daily Std Dev | 4.52% | 5.66% |
| Max Drawdown | -21.77% | -18.84% |
| Current Drawdown | -6.30% | -8.96% |
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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%.
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.
Risk-Adjusted Performance
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.
Dividends
DGCFX vs. BND - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 5.07%, more than BND's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGCFX DFA Global Core Plus Fixed Income Portfolio | 5.07% | 4.04% | 2.26% | 1.68% | 1.55% | 1.92% | 6.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
DGCFX vs. BND - Drawdown Comparison
The maximum DGCFX drawdown since its inception was -21.77%, 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.
Volatility
DGCFX vs. BND - Volatility Comparison
The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 0.97%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.53%. 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.