DGCFX vs. BNDW
Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Vanguard Total World Bond ETF (BNDW).
DGCFX is managed by Dimensional. It was launched on Jan 10, 2018. BNDW is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate Float Adjusted Composite Index. It was launched on Sep 4, 2018.
Performance
DGCFX vs. BNDW - Performance Comparison
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DGCFX vs. BNDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DGCFX DFA Global Core Plus Fixed Income Portfolio | -0.73% | 6.12% | 3.57% | 10.01% | -15.88% | -2.04% | 8.51% | 11.55% | -0.03% |
BNDW Vanguard Total World Bond ETF | -0.03% | 5.02% | 2.42% | 7.18% | -12.88% | -2.10% | 6.22% | 8.37% | 1.21% |
Returns By Period
In the year-to-date period, DGCFX achieves a -0.73% return, which is significantly lower than BNDW's -0.03% return.
DGCFX
- 1D
- 0.46%
- 1M
- -2.74%
- YTD
- -0.73%
- 6M
- -0.24%
- 1Y
- 3.73%
- 3Y*
- 5.03%
- 5Y*
- 0.56%
- 10Y*
- —
BNDW
- 1D
- 0.35%
- 1M
- -1.98%
- YTD
- -0.03%
- 6M
- 0.57%
- 1Y
- 3.50%
- 3Y*
- 3.73%
- 5Y*
- 0.20%
- 10Y*
- —
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DGCFX vs. BNDW - Expense Ratio Comparison
DGCFX has a 0.25% expense ratio, which is higher than BNDW's 0.05% 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%.
Return for Risk
DGCFX vs. BNDW — Risk / Return Rank
DGCFX
BNDW
DGCFX vs. BNDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Vanguard Total World Bond ETF (BNDW). 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.
| DGCFX | BNDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.00 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.40 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.34 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.42 | 4.97 | +0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGCFX | BNDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.00 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.04 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.37 | +0.12 |
Correlation
The correlation between DGCFX and BNDW is 0.89, 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.
Dividends
DGCFX vs. BNDW - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 4.85%, more than BNDW's 4.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DGCFX DFA Global Core Plus Fixed Income Portfolio | 4.85% | 4.22% | 4.40% | 4.03% | 2.26% | 2.45% | 1.78% | 1.92% | 6.17% |
BNDW Vanguard Total World Bond ETF | 4.16% | 4.12% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% |
Drawdowns
DGCFX vs. BNDW - Drawdown Comparison
The maximum DGCFX drawdown since its inception was -21.77%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for DGCFX and BNDW.
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Drawdown Indicators
| DGCFX | BNDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.77% | -17.22% | -4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -2.70% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -16.93% | -4.84% |
Current DrawdownCurrent decline from peak | -2.74% | -1.98% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -5.05% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 0.72% | +0.07% |
Volatility
DGCFX vs. BNDW - Volatility Comparison
DFA Global Core Plus Fixed Income Portfolio (DGCFX) and Vanguard Total World Bond ETF (BNDW) have volatilities of 1.71% and 1.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGCFX | BNDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.66% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 2.28% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 3.53% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.42% | 5.17% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.93% | 4.92% | +0.01% |