DGCFX vs. PRSNX
Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and T. Rowe Price Global Multi-Sector Bond Fund (PRSNX).
DGCFX is managed by Dimensional. It was launched on Jan 10, 2018. PRSNX is managed by T. Rowe Price. It was launched on Dec 14, 2008.
Performance
DGCFX vs. PRSNX - Performance Comparison
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DGCFX vs. PRSNX - 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% |
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | -0.62% | 11.12% | 4.27% | 12.77% | -16.27% | 0.40% | 8.16% | 11.94% | 0.69% |
Returns By Period
In the year-to-date period, DGCFX achieves a -0.73% return, which is significantly lower than PRSNX's -0.62% return.
DGCFX
- 1D
- 0.46%
- 1M
- -2.74%
- YTD
- -0.73%
- 6M
- -0.24%
- 1Y
- 3.73%
- 3Y*
- 5.03%
- 5Y*
- 0.56%
- 10Y*
- —
PRSNX
- 1D
- 0.00%
- 1M
- -2.18%
- YTD
- -0.62%
- 6M
- 1.97%
- 1Y
- 8.06%
- 3Y*
- 7.81%
- 5Y*
- 1.95%
- 10Y*
- 3.88%
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DGCFX vs. PRSNX - Expense Ratio Comparison
DGCFX has a 0.25% expense ratio, which is lower than PRSNX's 0.65% expense ratio.
Return for Risk
DGCFX vs. PRSNX — Risk / Return Rank
DGCFX
PRSNX
DGCFX vs. PRSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and T. Rowe Price Global Multi-Sector Bond Fund (PRSNX). 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 | PRSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 2.57 | -1.45 |
Sortino ratioReturn per unit of downside risk | 1.55 | 4.18 | -2.63 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.58 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 3.69 | -2.34 |
Martin ratioReturn relative to average drawdown | 5.42 | 13.83 | -8.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGCFX | PRSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.57 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.46 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.41 | -0.92 |
Correlation
The correlation between DGCFX and PRSNX is 0.70, 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.
Dividends
DGCFX vs. PRSNX - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 4.85%, less than PRSNX's 8.98% 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% |
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | 8.98% | 9.51% | 5.09% | 5.08% | 3.30% | 3.95% | 3.68% | 6.33% | 4.89% | 3.59% | 3.44% | 3.60% |
Drawdowns
DGCFX vs. PRSNX - Drawdown Comparison
The maximum DGCFX drawdown since its inception was -21.77%, which is greater than PRSNX's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for DGCFX and PRSNX.
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Drawdown Indicators
| DGCFX | PRSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.77% | -19.70% | -2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -2.19% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -19.70% | -2.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.70% | — |
Current DrawdownCurrent decline from peak | -2.74% | -2.18% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -2.42% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 0.59% | +0.20% |
Volatility
DGCFX vs. PRSNX - Volatility Comparison
DFA Global Core Plus Fixed Income Portfolio (DGCFX) has a higher volatility of 1.71% compared to T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) at 1.08%. This indicates that DGCFX's price experiences larger fluctuations and is considered to be riskier than PRSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGCFX | PRSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.08% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 2.09% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 3.42% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.42% | 4.27% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.93% | 4.11% | +0.82% |