IBND vs. DGCFX
Compare and contrast key facts about SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and DFA Global Core Plus Fixed Income Portfolio (DGCFX).
IBND is a passively managed fund by State Street that tracks the performance of the Bloomberg Global Aggregate x USD >$1B: Corporate Bond. It was launched on May 19, 2010. DGCFX is managed by Dimensional. It was launched on Jan 10, 2018.
Performance
IBND vs. DGCFX - Performance Comparison
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IBND vs. DGCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBND SPDR Bloomberg Barclays International Corporate Bond ETF | -2.80% | 16.17% | -2.81% | 10.38% | -19.44% | -8.40% | 11.50% | 4.41% | -8.61% |
DGCFX DFA Global Core Plus Fixed Income Portfolio | -0.73% | 6.12% | 3.57% | 10.01% | -15.88% | -2.04% | 8.51% | 11.55% | 1.13% |
Returns By Period
In the year-to-date period, IBND achieves a -2.80% return, which is significantly lower than DGCFX's -0.73% return.
IBND
- 1D
- 1.34%
- 1M
- -4.53%
- YTD
- -2.80%
- 6M
- -2.44%
- 1Y
- 8.16%
- 3Y*
- 5.46%
- 5Y*
- -1.27%
- 10Y*
- 0.50%
DGCFX
- 1D
- 0.46%
- 1M
- -2.74%
- YTD
- -0.73%
- 6M
- -0.24%
- 1Y
- 3.73%
- 3Y*
- 5.03%
- 5Y*
- 0.56%
- 10Y*
- —
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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.
Return for Risk
IBND vs. DGCFX — Risk / Return Rank
IBND
DGCFX
IBND vs. DGCFX - Risk-Adjusted Trends 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.
| IBND | DGCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.12 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.55 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.35 | -0.17 |
Martin ratioReturn relative to average drawdown | 3.91 | 5.42 | -1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBND | DGCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.12 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.10 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.49 | -0.35 |
Correlation
The correlation between IBND and DGCFX is 0.46, 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
IBND vs. DGCFX - Dividend Comparison
IBND's dividend yield for the trailing twelve months is around 2.65%, less than DGCFX's 4.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBND SPDR Bloomberg Barclays International Corporate Bond ETF | 2.65% | 2.49% | 2.61% | 2.08% | 0.54% | 0.38% | 0.45% | 0.67% | 0.71% | 0.34% | 0.01% | 0.01% |
DGCFX DFA Global Core Plus Fixed Income Portfolio | 4.85% | 4.22% | 4.40% | 4.03% | 2.26% | 2.45% | 1.78% | 1.92% | 6.17% | 0.00% | 0.00% | 0.00% |
Drawdowns
IBND vs. DGCFX - Drawdown Comparison
The maximum IBND drawdown since its inception was -35.62%, which is greater than DGCFX's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for IBND and DGCFX.
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Drawdown Indicators
| IBND | DGCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -21.77% | -13.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -3.19% | -3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -21.77% | -12.55% |
Max Drawdown (10Y)Largest decline over 10 years | -35.62% | — | — |
Current DrawdownCurrent decline from peak | -11.03% | -2.74% | -8.29% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -5.46% | -5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 0.79% | +1.24% |
Volatility
IBND vs. DGCFX - Volatility Comparison
SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a higher volatility of 4.05% compared to DFA Global Core Plus Fixed Income Portfolio (DGCFX) at 1.71%. 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.
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Volatility by Period
| IBND | DGCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 1.71% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 2.32% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.92% | 3.58% | +5.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.70% | 5.42% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.94% | 4.93% | +4.01% |