DGCFX vs. DFSVX

Last updated Apr 1, 2026

Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).

DGCFX is managed by Dimensional. It was launched on Jan 10, 2018. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.

Performance

DGCFX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Core Plus Fixed Income Portfolio (DGCFX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

DGCFX vs. DFSVX - 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%
DFSVX DFA U.S. Small Cap Value Portfolio I	4.70%	8.37%	9.58%	19.02%	-3.57%	39.97%	2.24%	18.15%	-12.02%

Returns By Period

In the year-to-date period, DGCFX achieves a -0.73% return, which is significantly lower than DFSVX's 4.70% return.

DGCFX

• 1D: 0.46%
• 1M: -2.74%
• YTD: -0.73%
• 6M: -0.24%
• 1Y: 3.73%
• 3Y*: 5.03%
• 5Y*: 0.56%
• 10Y*: —

DFSVX

• 1D: -0.56%
• 1M: -5.28%
• YTD: 4.70%
• 6M: 8.23%
• 1Y: 23.60%
• 3Y*: 13.98%
• 5Y*: 9.57%
• 10Y*: 10.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGCFX vs. DFSVX - Expense Ratio Comparison

DGCFX has a 0.25% expense ratio, which is lower than DFSVX's 0.30% expense ratio.

DFSVX

DFA U.S. Small Cap Value Portfolio I

DGCFX

DFA Global Core Plus Fixed Income Portfolio

Return for Risk

DGCFX vs. DFSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGCFX

DGCFX Risk / Return Rank: 58
DGCFX Sharpe Ratio Rank: 64
DGCFX Sortino Ratio Rank: 60
DGCFX Omega Ratio Rank: 52
DGCFX Calmar Ratio Rank: 58
DGCFX Martin Ratio Rank: 57

DFSVX

DFSVX Risk / Return Rank: 57
DFSVX Sharpe Ratio Rank: 58
DFSVX Sortino Ratio Rank: 62
DFSVX Omega Ratio Rank: 57
DFSVX Calmar Ratio Rank: 58
DFSVX Martin Ratio Rank: 51

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGCFX vs. DFSVX - 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 U.S. Small Cap Value Portfolio I (DFSVX). 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	DFSVX	Difference
Sharpe ratio Return per unit of total volatility	1.12	1.03	+0.09
Sortino ratio Return per unit of downside risk	1.55	1.55	0.00
Omega ratio Gain probability vs. loss probability	1.21	1.22	-0.01
Calmar ratio Return relative to maximum drawdown	1.35	1.34	0.00
Martin ratio Return relative to average drawdown	5.42	4.99	+0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGCFX vs. DFSVX - Sharpe Ratio Comparison

The current DGCFX Sharpe Ratio is 1.12, which is comparable to the DFSVX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DGCFX and DFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGCFX	DFSVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	1.03	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.44	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.51	-0.02

Correlation

The correlation between DGCFX and DFSVX is 0.03, 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. DFSVX - Dividend Comparison

DGCFX's dividend yield for the trailing twelve months is around 4.85%, more than DFSVX's 1.66% 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%
DFSVX DFA U.S. Small Cap Value Portfolio I	1.66%	1.69%	1.47%	3.67%	6.77%	10.40%	1.96%	2.83%	7.54%	5.18%	4.18%	5.29%

Drawdowns

DGCFX vs. DFSVX - Drawdown Comparison

The maximum DGCFX drawdown since its inception was -21.77%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DGCFX and DFSVX.

Drawdown Indicators

	DGCFX	DFSVX	Difference
Max Drawdown Largest peak-to-trough decline	-21.77%	-66.70%	+44.93%
Max Drawdown (1Y) Largest decline over 1 year	-3.19%	-15.11%	+11.92%
Max Drawdown (5Y) Largest decline over 5 years	-21.77%	-27.69%	+5.92%
Max Drawdown (10Y) Largest decline over 10 years	—	-52.12%	—
Current Drawdown Current decline from peak	-2.74%	-7.77%	+5.03%
Average Drawdown Average peak-to-trough decline	-5.46%	-9.51%	+4.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.79%	4.14%	-3.35%

Volatility

DGCFX vs. DFSVX - Volatility Comparison

The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 1.71%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DGCFX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGCFX	DFSVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.71%	5.00%	-3.29%
Volatility (6M) Calculated over the trailing 6-month period	2.32%	12.75%	-10.43%
Volatility (1Y) Calculated over the trailing 1-year period	3.58%	23.31%	-19.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.42%	21.67%	-16.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.93%	23.92%	-18.99%