DGCFX vs. DFTEX
Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX).
DGCFX is managed by Dimensional Fund Advisors LP. It was launched on Jan 10, 2018. DFTEX is managed by Dimensional Fund Advisors LP. It was launched on Jul 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGCFX or DFTEX.
Key characteristics
| DGCFX | DFTEX | |
|---|---|---|
| YTD Return | -0.44% | -1.09% |
| 1Y Return | 4.68% | 3.53% |
| 3Y Return (Ann) | -2.40% | -2.58% |
| 5Y Return (Ann) | 0.68% | 1.04% |
| Sharpe Ratio | 0.94 | 0.59 |
| Daily Std Dev | 5.34% | 6.54% |
| Max Drawdown | -21.77% | -22.83% |
| Current Drawdown | -9.90% | -11.19% |
Correlation
The correlation between DGCFX and DFTEX is 0.90, 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.
Performance
DGCFX vs. DFTEX - Performance Comparison
In the year-to-date period, DGCFX achieves a -0.44% return, which is significantly higher than DFTEX's -1.09% 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. DFTEX - Expense Ratio Comparison
DGCFX has a 0.25% expense ratio, which is higher than DFTEX's 0.20% 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. DFTEX - 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 Intermediate-Term Extended Quality Portfolio Fund (DFTEX). 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. DFTEX - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 4.05%, more than DFTEX's 3.94% 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% |
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 3.94% | 3.79% | 3.25% | 4.12% | 3.31% | 3.06% | 3.24% | 3.26% | 3.18% | 3.90% | 3.48% | 2.87% |
Drawdowns
DGCFX vs. DFTEX - Drawdown Comparison
The maximum DGCFX drawdown since its inception was -21.77%, roughly equal to the maximum DFTEX drawdown of -22.83%. Use the drawdown chart below to compare losses from any high point for DGCFX and DFTEX. For additional features, visit the drawdowns tool.
Volatility
DGCFX vs. DFTEX - Volatility Comparison
The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 1.37%, while DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a volatility of 1.50%. This indicates that DGCFX experiences smaller price fluctuations and is considered to be less risky than DFTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.