DIPSX vs. GTRAX
Compare and contrast key facts about DFA Inflation-Protected Securities Portfolio (DIPSX) and PGIM Global Total Return Fund (GTRAX).
DIPSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 17, 2006. GTRAX is managed by PGIM Investments. It was launched on Jul 6, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIPSX or GTRAX.
Correlation
The correlation between DIPSX and GTRAX is 0.10, 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.
Performance
DIPSX vs. GTRAX - Performance Comparison
Loading data...
Key characteristics
DIPSX:
1.30
GTRAX:
1.27
DIPSX:
1.88
GTRAX:
1.87
DIPSX:
1.24
GTRAX:
1.24
DIPSX:
0.63
GTRAX:
0.33
DIPSX:
3.77
GTRAX:
2.55
DIPSX:
1.68%
GTRAX:
2.76%
DIPSX:
4.77%
GTRAX:
5.60%
DIPSX:
-15.58%
GTRAX:
-33.05%
DIPSX:
-4.25%
GTRAX:
-15.58%
Returns By Period
In the year-to-date period, DIPSX achieves a 3.64% return, which is significantly lower than GTRAX's 5.44% return. Over the past 10 years, DIPSX has outperformed GTRAX with an annualized return of 2.49%, while GTRAX has yielded a comparatively lower 1.29% annualized return.
DIPSX
3.64%
1.74%
2.12%
6.23%
1.68%
2.49%
GTRAX
5.44%
1.16%
3.31%
7.24%
-0.58%
1.29%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DIPSX vs. GTRAX - Expense Ratio Comparison
DIPSX has a 0.11% expense ratio, which is lower than GTRAX's 0.88% expense ratio.
Risk-Adjusted Performance
DIPSX vs. GTRAX — Risk-Adjusted Performance Rank
DIPSX
GTRAX
DIPSX vs. GTRAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and PGIM Global Total Return Fund (GTRAX). 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.
Loading data...
Dividends
DIPSX vs. GTRAX - Dividend Comparison
DIPSX's dividend yield for the trailing twelve months is around 3.00%, less than GTRAX's 4.00% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIPSX DFA Inflation-Protected Securities Portfolio | 3.00% | 2.70% | 3.74% | 8.15% | 4.82% | 1.28% | 1.97% | 2.28% | 2.64% | 1.75% | 0.60% | 1.91% |
GTRAX PGIM Global Total Return Fund | 4.00% | 4.39% | 3.68% | 3.88% | 3.29% | 3.62% | 3.38% | 3.42% | 3.18% | 3.73% | 3.55% | 4.26% |
Drawdowns
DIPSX vs. GTRAX - Drawdown Comparison
The maximum DIPSX drawdown since its inception was -15.58%, smaller than the maximum GTRAX drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for DIPSX and GTRAX. For additional features, visit the drawdowns tool.
Loading data...
Volatility
DIPSX vs. GTRAX - Volatility Comparison
DFA Inflation-Protected Securities Portfolio (DIPSX) has a higher volatility of 1.98% compared to PGIM Global Total Return Fund (GTRAX) at 1.68%. This indicates that DIPSX's price experiences larger fluctuations and is considered to be riskier than GTRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...