PRAR.DE vs. DGCFX
Compare and contrast key facts about Amundi Prime Euro Govies UCITS ETF (PRAR.DE) and DFA Global Core Plus Fixed Income Portfolio (DGCFX).
PRAR.DE is a passively managed fund by Amundi that tracks the performance of the Solactive Eurozone Government Bond. It was launched on Jan 15, 2020. DGCFX is managed by Dimensional Fund Advisors LP. It was launched on Jan 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRAR.DE or DGCFX.
Key characteristics
| PRAR.DE | DGCFX | |
|---|---|---|
| YTD Return | 1.18% | 5.20% |
| 1Y Return | 7.94% | 12.35% |
| 3Y Return (Ann) | -4.27% | -1.30% |
| Sharpe Ratio | 1.42 | 2.41 |
| Daily Std Dev | 5.57% | 5.02% |
| Max Drawdown | -22.34% | -21.77% |
| Current Drawdown | -14.76% | -4.80% |
Correlation
The correlation between PRAR.DE and DGCFX 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.
Performance
PRAR.DE vs. DGCFX - Performance Comparison
In the year-to-date period, PRAR.DE achieves a 1.18% return, which is significantly lower than DGCFX's 5.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRAR.DE vs. DGCFX - Expense Ratio Comparison
PRAR.DE has a 0.05% expense ratio, which is lower than DGCFX's 0.25% 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%.
Risk-Adjusted Performance
PRAR.DE vs. DGCFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Euro Govies UCITS ETF (PRAR.DE) 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.
Dividends
PRAR.DE vs. DGCFX - Dividend Comparison
PRAR.DE has not paid dividends to shareholders, while DGCFX's dividend yield for the trailing twelve months is around 4.82%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
PRAR.DE Amundi Prime Euro Govies UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGCFX DFA Global Core Plus Fixed Income Portfolio | 4.82% | 4.03% | 2.26% | 2.45% | 1.78% | 1.92% | 6.17% |
Drawdowns
PRAR.DE vs. DGCFX - Drawdown Comparison
The maximum PRAR.DE drawdown since its inception was -22.34%, roughly equal to the maximum DGCFX drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for PRAR.DE and DGCFX. For additional features, visit the drawdowns tool.
Volatility
PRAR.DE vs. DGCFX - Volatility Comparison
Amundi Prime Euro Govies UCITS ETF (PRAR.DE) has a higher volatility of 2.00% compared to DFA Global Core Plus Fixed Income Portfolio (DGCFX) at 0.89%. This indicates that PRAR.DE'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.