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IAGG vs. DGCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAGG vs. DGCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core International Aggregate Bond ETF (IAGG) and Dimensional Global Credit ETF (DGCB). The values are adjusted to include any dividend payments, if applicable.

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IAGG vs. DGCB - Yearly Performance Comparison


2026 (YTD)202520242023
IAGG
iShares Core International Aggregate Bond ETF
0.27%3.26%4.51%4.33%
DGCB
Dimensional Global Credit ETF
-0.19%6.68%3.80%6.14%

Returns By Period

In the year-to-date period, IAGG achieves a 0.27% return, which is significantly higher than DGCB's -0.19% return.


IAGG

1D
0.46%
1M
-1.61%
YTD
0.27%
6M
0.89%
1Y
3.40%
3Y*
4.48%
5Y*
0.97%
10Y*
2.23%

DGCB

1D
0.68%
1M
-2.04%
YTD
-0.19%
6M
0.41%
1Y
4.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IAGG vs. DGCB - Expense Ratio Comparison

IAGG has a 0.07% expense ratio, which is lower than DGCB's 0.20% 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%.


Return for Risk

IAGG vs. DGCB — Risk / Return Rank

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

IAGG
IAGG Risk / Return Rank: 6969
Overall Rank
IAGG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 7575
Sortino Ratio Rank
IAGG Omega Ratio Rank: 6767
Omega Ratio Rank
IAGG Calmar Ratio Rank: 6363
Calmar Ratio Rank
IAGG Martin Ratio Rank: 6868
Martin Ratio Rank

DGCB
DGCB Risk / Return Rank: 5757
Overall Rank
DGCB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DGCB Sortino Ratio Rank: 5656
Sortino Ratio Rank
DGCB Omega Ratio Rank: 5151
Omega Ratio Rank
DGCB Calmar Ratio Rank: 6363
Calmar Ratio Rank
DGCB Martin Ratio Rank: 5757
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. DGCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core International Aggregate Bond ETF (IAGG) and Dimensional Global Credit ETF (DGCB). 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.


IAGGDGCBDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.06

+0.25

Sortino ratio

Return per unit of downside risk

1.84

1.48

+0.36

Omega ratio

Gain probability vs. loss probability

1.23

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.47

1.60

-0.12

Martin ratio

Return relative to average drawdown

6.38

5.56

+0.82

IAGG vs. DGCB - Sharpe Ratio Comparison

The current IAGG Sharpe Ratio is 1.30, which is comparable to the DGCB Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IAGG and DGCB, 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


IAGGDGCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.06

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.45

-0.83

Correlation

The correlation between IAGG and DGCB is 0.80, 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

IAGG vs. DGCB - Dividend Comparison

IAGG's dividend yield for the trailing twelve months is around 3.29%, more than DGCB's 2.85% yield.


TTM20252024202320222021202020192018201720162015
IAGG
iShares Core International Aggregate Bond ETF
3.29%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%
DGCB
Dimensional Global Credit ETF
2.85%3.43%4.72%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IAGG vs. DGCB - Drawdown Comparison

The maximum IAGG drawdown since its inception was -13.88%, which is greater than DGCB's maximum drawdown of -3.50%. Use the drawdown chart below to compare losses from any high point for IAGG and DGCB.


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Drawdown Indicators


IAGGDGCBDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-3.50%

-10.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-3.08%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-13.57%

Max Drawdown (10Y)

Largest decline over 10 years

-13.88%

Current Drawdown

Current decline from peak

-1.61%

-2.04%

+0.43%

Average Drawdown

Average peak-to-trough decline

-2.87%

-0.77%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.88%

-0.34%

Volatility

IAGG vs. DGCB - Volatility Comparison

The current volatility for iShares Core International Aggregate Bond ETF (IAGG) is 1.47%, while Dimensional Global Credit ETF (DGCB) has a volatility of 2.15%. This indicates that IAGG experiences smaller price fluctuations and is considered to be less risky than DGCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAGGDGCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

2.15%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

2.72%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.62%

4.49%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

4.82%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

4.82%

-0.79%