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IBND vs. DGCFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBND and DGCFX is 0.09, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

IBND vs. DGCFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and DFA Global Core Plus Fixed Income Portfolio (DGCFX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-3.49%
14.43%
IBND
DGCFX

Key characteristics

Sharpe Ratio

IBND:

1.37

DGCFX:

1.62

Sortino Ratio

IBND:

2.15

DGCFX:

2.36

Omega Ratio

IBND:

1.25

DGCFX:

1.29

Calmar Ratio

IBND:

0.52

DGCFX:

0.57

Martin Ratio

IBND:

3.22

DGCFX:

6.05

Ulcer Index

IBND:

3.68%

DGCFX:

1.13%

Daily Std Dev

IBND:

8.66%

DGCFX:

4.19%

Max Drawdown

IBND:

-35.63%

DGCFX:

-22.37%

Current Drawdown

IBND:

-12.54%

DGCFX:

-5.34%

Returns By Period

In the year-to-date period, IBND achieves a 11.00% return, which is significantly higher than DGCFX's 1.77% return.


IBND

YTD

11.00%

1M

6.54%

6M

6.92%

1Y

11.88%

5Y*

0.79%

10Y*

0.63%

DGCFX

YTD

1.77%

1M

0.88%

6M

1.58%

1Y

7.17%

5Y*

0.71%

10Y*

N/A

*Annualized

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IBND vs. DGCFX - Expense Ratio Comparison

IBND has a 0.50% expense ratio, which is higher than DGCFX's 0.25% expense ratio.


Expense ratio chart for IBND: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBND: 0.50%
Expense ratio chart for DGCFX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGCFX: 0.25%

Risk-Adjusted Performance

IBND vs. DGCFX — Risk-Adjusted Performance Rank

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

IBND
The Risk-Adjusted Performance Rank of IBND is 8181
Overall Rank
The Sharpe Ratio Rank of IBND is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of IBND is 9090
Sortino Ratio Rank
The Omega Ratio Rank of IBND is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IBND is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IBND is 7575
Martin Ratio Rank

DGCFX
The Risk-Adjusted Performance Rank of DGCFX is 8484
Overall Rank
The Sharpe Ratio Rank of DGCFX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DGCFX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DGCFX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of DGCFX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DGCFX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBND vs. DGCFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and DFA Global Core Plus Fixed Income Portfolio (DGCFX). 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.


The chart of Sharpe ratio for IBND, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.00
IBND: 1.37
DGCFX: 1.62
The chart of Sortino ratio for IBND, currently valued at 2.15, compared to the broader market-2.000.002.004.006.008.00
IBND: 2.15
DGCFX: 2.36
The chart of Omega ratio for IBND, currently valued at 1.25, compared to the broader market0.501.001.502.00
IBND: 1.25
DGCFX: 1.29
The chart of Calmar ratio for IBND, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
IBND: 0.52
DGCFX: 0.57
The chart of Martin ratio for IBND, currently valued at 3.22, compared to the broader market0.0020.0040.0060.00
IBND: 3.22
DGCFX: 6.05

The current IBND Sharpe Ratio is 1.37, which is comparable to the DGCFX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IBND and DGCFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.37
1.62
IBND
DGCFX

Dividends

IBND vs. DGCFX - Dividend Comparison

IBND's dividend yield for the trailing twelve months is around 2.31%, less than DGCFX's 4.32% yield.


TTM20242023202220212020201920182017201620152014
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
2.31%2.61%2.08%0.54%0.37%0.45%0.67%0.71%0.34%0.01%0.01%1.66%
DGCFX
DFA Global Core Plus Fixed Income Portfolio
4.32%4.40%4.03%2.26%2.45%1.78%1.92%6.17%0.00%0.00%0.00%0.00%

Drawdowns

IBND vs. DGCFX - Drawdown Comparison

The maximum IBND drawdown since its inception was -35.63%, which is greater than DGCFX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for IBND and DGCFX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-12.54%
-5.34%
IBND
DGCFX

Volatility

IBND vs. DGCFX - Volatility Comparison

SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a higher volatility of 4.01% compared to DFA Global Core Plus Fixed Income Portfolio (DGCFX) at 1.67%. This indicates that IBND's price experiences larger fluctuations and is considered to be riskier than DGCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
4.01%
1.67%
IBND
DGCFX