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IAGG vs. DFGBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAGG vs. DFGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core International Aggregate Bond ETF (IAGG) and DFA Five Year Global Fixed Income Portfolio (DFGBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAGG achieves a 0.72% return, which is significantly lower than DFGBX's 1.15% return. Over the past 10 years, IAGG has outperformed DFGBX with an annualized return of 2.12%, while DFGBX has yielded a comparatively lower 1.27% annualized return.


IAGG

1D
-0.14%
1M
-0.18%
YTD
0.72%
6M
0.87%
1Y
2.26%
3Y*
4.55%
5Y*
1.05%
10Y*
2.12%

DFGBX

1D
0.00%
1M
0.30%
YTD
1.15%
6M
1.53%
1Y
2.38%
3Y*
4.19%
5Y*
1.20%
10Y*
1.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAGG vs. DFGBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAGG
iShares Core International Aggregate Bond ETF
0.72%3.26%4.51%8.49%-10.86%-1.87%4.63%7.99%3.38%2.09%
DFGBX
DFA Five Year Global Fixed Income Portfolio
1.15%3.13%5.37%5.00%-6.63%-1.03%1.52%4.04%1.68%0.88%

Correlation

The correlation between IAGG and DFGBX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2015

0.49

The correlation between IAGG and DFGBX shifts across timeframes, from 0.28 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IAGG vs. DFGBX — Risk / Return Rank

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

IAGG
IAGG Risk / Return Rank: 2424
Overall Rank
IAGG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2323
Sortino Ratio Rank
IAGG Omega Ratio Rank: 2323
Omega Ratio Rank
IAGG Calmar Ratio Rank: 2323
Calmar Ratio Rank
IAGG Martin Ratio Rank: 2424
Martin Ratio Rank

DFGBX
DFGBX Risk / Return Rank: 2828
Overall Rank
DFGBX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DFGBX Sortino Ratio Rank: 1717
Sortino Ratio Rank
DFGBX Omega Ratio Rank: 5252
Omega Ratio Rank
DFGBX Calmar Ratio Rank: 2626
Calmar Ratio Rank
DFGBX Martin Ratio Rank: 2020
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.

IAGG vs. DFGBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core International Aggregate Bond ETF (IAGG) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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.


IAGGDFGBXDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.14

1.37

-0.23

Calmar ratioReturn relative to maximum drawdown

0.98

1.75

-0.77

Martin ratioReturn relative to average drawdown

2.91

4.74

-1.84

IAGG vs. DFGBX - Sharpe Ratio Comparison

The current IAGG Sharpe Ratio is 0.80, which is lower than the DFGBX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of IAGG and DFGBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IAGGDFGBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.28

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.55

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.66

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.74

-0.12

Drawdowns

IAGG vs. DFGBX - Drawdown Comparison

The maximum IAGG drawdown since its inception was -13.88%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for IAGG and DFGBX.


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Drawdown Indicators


IAGGDFGBXDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-9.63%

-4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-1.38%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-2.32%

-1.67%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-13.57%

-9.63%

-3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-13.88%

-9.63%

-4.25%

Current Drawdown

Current decline from peak

-1.18%

-0.20%

-0.98%

Average Drawdown

Average peak-to-trough decline

-2.84%

-0.93%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.50%

+0.28%

Volatility

IAGG vs. DFGBX - Volatility Comparison

iShares Core International Aggregate Bond ETF (IAGG) has a higher volatility of 1.09% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.50%. This indicates that IAGG's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAGGDFGBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.50%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

1.31%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

1.88%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

2.20%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.05%

1.93%

+2.12%

IAGG vs. DFGBX - Expense Ratio Comparison

IAGG has a 0.07% expense ratio, which is lower than DFGBX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IAGG vs. DFGBX - Dividend Comparison

IAGG's dividend yield for the trailing twelve months is around 3.67%, more than DFGBX's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
DFGBX
DFA Five Year Global Fixed Income Portfolio
3.43%2.91%4.69%3.61%1.63%0.73%0.03%2.30%4.74%0.89%1.16%1.72%
IAGG
iShares Core International Aggregate Bond ETF
3.67%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%

Frequently Asked Questions


IAGG and DFGBX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAGG has higher volatility (1.09%) compared to DFGBX (0.50%). In terms of maximum drawdown, IAGG dropped -13.88% vs DFGBX's -9.63%.

DFGBX currently has the higher Sharpe Ratio (1.28 vs 0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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