DGCFX vs. DFIHX
Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and DFA One Year Fixed Income Portfolio (DFIHX).
DGCFX is managed by Dimensional Fund Advisors LP. It was launched on Jan 10, 2018. DFIHX is managed by Dimensional Fund Advisors LP. It was launched on Jul 25, 1983.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGCFX or DFIHX.
Key characteristics
| DGCFX | DFIHX | |
|---|---|---|
| YTD Return | -0.44% | 2.12% |
| 1Y Return | 4.92% | 5.41% |
| 3Y Return (Ann) | -2.38% | 1.89% |
| 5Y Return (Ann) | 0.64% | 1.53% |
| Sharpe Ratio | 0.88 | 6.06 |
| Daily Std Dev | 5.34% | 0.90% |
| Max Drawdown | -21.77% | -89.99% |
| Current Drawdown | -9.90% | -0.19% |
Correlation
The correlation between DGCFX and DFIHX is 0.30, 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.
Performance
DGCFX vs. DFIHX - Performance Comparison
In the year-to-date period, DGCFX achieves a -0.44% return, which is significantly lower than DFIHX's 2.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DGCFX vs. DFIHX - Expense Ratio Comparison
DGCFX has a 0.25% expense ratio, which is higher than DFIHX's 0.13% 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%.
Risk-Adjusted Performance
DGCFX vs. DFIHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and DFA One Year Fixed Income Portfolio (DFIHX). 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. DFIHX - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 4.05%, less than DFIHX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGCFX DFA Global Core Plus Fixed Income Portfolio | 4.05% | 4.03% | 2.26% | 2.45% | 1.78% | 1.92% | 6.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIHX DFA One Year Fixed Income Portfolio | 4.17% | 3.37% | 1.07% | 0.00% | 0.62% | 2.12% | 1.85% | 1.13% | 0.74% | 0.51% | 0.35% | 0.44% |
Drawdowns
DGCFX vs. DFIHX - Drawdown Comparison
The maximum DGCFX drawdown since its inception was -21.77%, smaller than the maximum DFIHX drawdown of -89.99%. Use the drawdown chart below to compare losses from any high point for DGCFX and DFIHX. For additional features, visit the drawdowns tool.
Volatility
DGCFX vs. DFIHX - Volatility Comparison
DFA Global Core Plus Fixed Income Portfolio (DGCFX) has a higher volatility of 1.33% compared to DFA One Year Fixed Income Portfolio (DFIHX) at 0.66%. This indicates that DGCFX's price experiences larger fluctuations and is considered to be riskier than DFIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.