DGCFX vs. IBND

In the year-to-date period, DGCFX achieves a 0.99% return, which is significantly lower than IBND's 4.86% return.

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DGCFX has a 0.25% expense ratio, which is lower than IBND's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and SPDR Bloomberg Barclays International Corporate Bond ETF (IBND). 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 current DGCFX Sharpe Ratio is 1.06, which is higher than the IBND Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of DGCFX and IBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DGCFX's dividend yield for the trailing twelve months is around 4.35%, more than IBND's 2.45% yield.

The maximum DGCFX drawdown since its inception was -22.37%, smaller than the maximum IBND drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for DGCFX and IBND. For additional features, visit the drawdowns tool.

The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 1.41%, while SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a volatility of 2.58%. This indicates that DGCFX experiences smaller price fluctuations and is considered to be less risky than IBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.