DGCFX vs. DFIEX
Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and DFA International Core Equity Portfolio I (DFIEX).
DGCFX is managed by Dimensional. It was launched on Jan 10, 2018. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DGCFX vs. DFIEX - Performance Comparison
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DGCFX vs. DFIEX - 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% | 1.13% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -15.61% |
Returns By Period
In the year-to-date period, DGCFX achieves a -0.73% return, which is significantly lower than DFIEX's -0.21% return.
DGCFX
- 1D
- 0.46%
- 1M
- -2.74%
- YTD
- -0.73%
- 6M
- -0.24%
- 1Y
- 3.73%
- 3Y*
- 5.03%
- 5Y*
- 0.56%
- 10Y*
- —
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DGCFX vs. DFIEX - Expense Ratio Comparison
DGCFX has a 0.25% expense ratio, which is higher than DFIEX's 0.24% 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. DFIEX — Risk / Return Rank
DGCFX
DFIEX
DGCFX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.66 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.55 | 2.18 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.16 | -0.82 |
Martin ratioReturn relative to average drawdown | 5.42 | 8.72 | -3.30 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.66 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.58 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.34 | +0.15 |
Correlation
The correlation between DGCFX and DFIEX is 0.15, 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.
Dividends
DGCFX vs. DFIEX - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 4.85%, more than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DGCFX vs. DFIEX - Drawdown Comparison
The maximum DGCFX drawdown since its inception was -21.77%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DGCFX and DFIEX.
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Drawdown Indicators
| DGCFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.77% | -62.22% | +40.45% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -11.01% | +7.82% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -28.66% | +6.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -2.74% | -10.45% | +7.71% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -12.26% | +6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 2.84% | -2.05% |
Volatility
DGCFX vs. DFIEX - Volatility Comparison
The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 1.71%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DGCFX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGCFX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 6.26% | -4.55% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 10.04% | -7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 15.66% | -12.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.42% | 15.60% | -10.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.93% | 16.32% | -11.39% |