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GGIFX vs. DFFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGIFX vs. DFFGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory INCORE Fund for Income (GGIFX) and DFA Short-Term Government Portfolio (DFFGX). The values are adjusted to include any dividend payments, if applicable.

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GGIFX vs. DFFGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGIFX
Victory INCORE Fund for Income
0.06%4.28%4.04%4.01%-5.47%-1.74%2.78%3.85%0.96%0.40%
DFFGX
DFA Short-Term Government Portfolio
0.87%3.12%5.29%5.01%-4.41%-1.27%0.39%2.52%1.17%0.51%

Returns By Period

In the year-to-date period, GGIFX achieves a 0.06% return, which is significantly lower than DFFGX's 0.87% return. Both investments have delivered pretty close results over the past 10 years, with GGIFX having a 1.14% annualized return and DFFGX not far ahead at 1.18%.


GGIFX

1D
0.15%
1M
-0.73%
YTD
0.06%
6M
1.14%
1Y
3.38%
3Y*
3.61%
5Y*
1.03%
10Y*
1.14%

DFFGX

1D
0.06%
1M
0.26%
YTD
0.87%
6M
1.92%
1Y
2.99%
3Y*
4.36%
5Y*
1.83%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGIFX vs. DFFGX - Expense Ratio Comparison

GGIFX has a 0.91% expense ratio, which is higher than DFFGX's 0.18% expense ratio.


Return for Risk

GGIFX vs. DFFGX — Risk / Return Rank

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

GGIFX
GGIFX Risk / Return Rank: 9393
Overall Rank
GGIFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GGIFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GGIFX Omega Ratio Rank: 9292
Omega Ratio Rank
GGIFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GGIFX Martin Ratio Rank: 9494
Martin Ratio Rank

DFFGX
DFFGX Risk / Return Rank: 8686
Overall Rank
DFFGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DFFGX Sortino Ratio Rank: 6868
Sortino Ratio Rank
DFFGX Omega Ratio Rank: 9999
Omega Ratio Rank
DFFGX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DFFGX Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GGIFX vs. DFFGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory INCORE Fund for Income (GGIFX) and DFA Short-Term Government Portfolio (DFFGX). 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.


GGIFXDFFGXDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.55

+0.28

Sortino ratio

Return per unit of downside risk

2.83

1.70

+1.13

Omega ratio

Gain probability vs. loss probability

1.44

2.20

-0.76

Calmar ratio

Return relative to maximum drawdown

3.59

3.09

+0.50

Martin ratio

Return relative to average drawdown

12.80

9.14

+3.66

GGIFX vs. DFFGX - Sharpe Ratio Comparison

The current GGIFX Sharpe Ratio is 1.83, which is comparable to the DFFGX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of GGIFX and DFFGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGIFXDFFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.55

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.99

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.76

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.49

+0.70

Correlation

The correlation between GGIFX and DFFGX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GGIFX vs. DFFGX - Dividend Comparison

GGIFX's dividend yield for the trailing twelve months is around 5.00%, more than DFFGX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
GGIFX
Victory INCORE Fund for Income
5.00%4.21%5.33%5.39%5.40%4.99%4.61%5.13%5.59%5.21%5.22%5.07%
DFFGX
DFA Short-Term Government Portfolio
2.86%2.98%4.87%3.57%1.85%0.15%0.29%1.83%1.53%1.18%0.99%1.27%

Drawdowns

GGIFX vs. DFFGX - Drawdown Comparison

The maximum GGIFX drawdown since its inception was -9.08%, smaller than the maximum DFFGX drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for GGIFX and DFFGX.


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Drawdown Indicators


GGIFXDFFGXDifference

Max Drawdown

Largest peak-to-trough decline

-9.08%

-10.09%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-1.00%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-8.39%

-6.49%

-1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-9.08%

-6.49%

-2.59%

Current Drawdown

Current decline from peak

-0.73%

0.00%

-0.73%

Average Drawdown

Average peak-to-trough decline

-1.17%

-0.86%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

0.34%

-0.05%

Volatility

GGIFX vs. DFFGX - Volatility Comparison

Victory INCORE Fund for Income (GGIFX) has a higher volatility of 0.67% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.15%. This indicates that GGIFX's price experiences larger fluctuations and is considered to be riskier than DFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGIFXDFFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

0.15%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

1.09%

0.40%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

1.86%

1.43%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.53%

1.85%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.26%

1.57%

+0.69%