PortfoliosLab logo
DGCFX vs. DFTEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGCFX and DFTEX is 0.01, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

DGCFX vs. DFTEX - 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 Intermediate-Term Extended Quality Portfolio Fund (DFTEX). The values are adjusted to include any dividend payments, if applicable.

10.00%11.00%12.00%13.00%14.00%15.00%NovemberDecember2025FebruaryMarchApril
14.43%
13.36%
DGCFX
DFTEX

Key characteristics

Sharpe Ratio

DGCFX:

1.62

DFTEX:

1.27

Sortino Ratio

DGCFX:

2.36

DFTEX:

1.87

Omega Ratio

DGCFX:

1.29

DFTEX:

1.22

Calmar Ratio

DGCFX:

0.57

DFTEX:

0.50

Martin Ratio

DGCFX:

6.05

DFTEX:

4.04

Ulcer Index

DGCFX:

1.13%

DFTEX:

1.78%

Daily Std Dev

DGCFX:

4.19%

DFTEX:

5.68%

Max Drawdown

DGCFX:

-22.37%

DFTEX:

-24.29%

Current Drawdown

DGCFX:

-5.34%

DFTEX:

-7.55%

Returns By Period

In the year-to-date period, DGCFX achieves a 1.77% return, which is significantly lower than DFTEX's 1.96% return.


DGCFX

YTD

1.77%

1M

0.77%

6M

1.58%

1Y

7.41%

5Y*

0.69%

10Y*

N/A

DFTEX

YTD

1.96%

1M

0.22%

6M

1.32%

1Y

7.88%

5Y*

0.01%

10Y*

1.89%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


Expense ratio chart for DGCFX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGCFX: 0.25%
Expense ratio chart for DFTEX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFTEX: 0.20%

Risk-Adjusted Performance

DGCFX vs. DFTEX — Risk-Adjusted Performance Rank

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

DGCFX
The Risk-Adjusted Performance Rank of DGCFX is 8484
Overall Rank
The Sharpe Ratio Rank of DGCFX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DGCFX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DGCFX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of DGCFX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DGCFX is 8888
Martin Ratio Rank

DFTEX
The Risk-Adjusted Performance Rank of DFTEX is 7878
Overall Rank
The Sharpe Ratio Rank of DFTEX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DFTEX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of DFTEX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of DFTEX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of DFTEX is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for DGCFX, currently valued at 1.62, compared to the broader market-1.000.001.002.003.00
DGCFX: 1.62
DFTEX: 1.27
The chart of Sortino ratio for DGCFX, currently valued at 2.36, compared to the broader market-2.000.002.004.006.008.00
DGCFX: 2.36
DFTEX: 1.87
The chart of Omega ratio for DGCFX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.00
DGCFX: 1.29
DFTEX: 1.22
The chart of Calmar ratio for DGCFX, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.00
DGCFX: 0.57
DFTEX: 0.50
The chart of Martin ratio for DGCFX, currently valued at 6.05, compared to the broader market0.0010.0020.0030.0040.0050.00
DGCFX: 6.05
DFTEX: 4.04

The current DGCFX Sharpe Ratio is 1.62, which is comparable to the DFTEX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of DGCFX and DFTEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.62
1.27
DGCFX
DFTEX

Dividends

DGCFX vs. DFTEX - Dividend Comparison

DGCFX's dividend yield for the trailing twelve months is around 4.32%, more than DFTEX's 4.11% yield.


TTM20242023202220212020201920182017201620152014
DGCFX
DFA Global Core Plus Fixed Income Portfolio
4.32%4.40%4.04%2.26%1.68%1.55%1.92%6.17%0.00%0.00%0.00%0.00%
DFTEX
DFA Intermediate-Term Extended Quality Portfolio Fund
4.11%4.29%3.80%3.27%2.42%2.59%3.05%3.26%2.95%3.01%3.42%3.06%

Drawdowns

DGCFX vs. DFTEX - Drawdown Comparison

The maximum DGCFX drawdown since its inception was -22.37%, smaller than the maximum DFTEX drawdown of -24.29%. Use the drawdown chart below to compare losses from any high point for DGCFX and DFTEX. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-5.34%
-7.55%
DGCFX
DFTEX

Volatility

DGCFX vs. DFTEX - Volatility Comparison

The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 1.67%, while DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) has a volatility of 2.45%. 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.


1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
1.67%
2.45%
DGCFX
DFTEX