Dimensional Global Core Plus Fixed Income ETF

10-Year Study

DFGP.US · · US · ETF

Executive Summary: Dimensional Global Core Plus Fixed Income ETF has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 2.2% and an annualized volatility of 5.6%.

1Y CAGR
+5.1%
3Y CAGR
+5.9%
5Y CAGR
+5.9%
10Y CAGR
+5.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
2.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +5.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.81.3-2.20.8————————0.7%
20250.61.4-0.80.50.11.5-0.00.71.30.70.2-0.45.9%
20240.1-0.81.4-2.11.30.72.21.11.3-1.61.6-1.43.7%
2023———————————4.04.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 5.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 63.7% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-11-0110000
2023-12-0110400.160528900482
2024-01-0110407.384329422202
2024-02-0110320.888823175303
2024-03-0110464.097500184818
2024-04-0110247.003284505794
2024-05-0110377.306282805454
2024-06-0110448.319199045274
2024-07-0110675.361982109476
2024-08-0110792.442468343066
2024-09-0110935.334311996368
2024-10-0110760.14658823281
2024-11-0110933.961367452765
2024-12-0110785.810090086285
2025-01-0110851.141128137971
2025-02-0111004.530716993886
2025-03-0110918.985710815634
2025-04-0110972.931870267303
2025-05-0110983.598593259898
2025-06-0111143.113627002653
2025-07-0111141.064771299123
2025-08-0111222.85002165028
2025-09-0111363.96759850877
2025-10-0111447.632726773476
2025-11-0111468.94505053492
2025-12-0111420.78638039013
2026-01-0111510.344609080445
2026-02-0111657.355286364547
2026-03-0111403.888601391956
2026-04-0111495.68578579953
Annual Return Matrix
YearAnnual Return
20240.037081116211056475
20250.05887145100834634
20260.006558165341224331
Total Factor Risk
0.056186176873207316
VTI.US Exposure
0.20217295620181436
VEA.US Exposure
0.06268200066063573
VWO.US Exposure
-0.007252799976143813
QQQ.US Exposure
-0.1118171674856522
VTV.US Exposure
-0.09666597417409656
IJR.US Exposure
0.05235628983690811
QUAL.US Exposure
0.07646351797710114
SHV.US Exposure
0.06776930557875237
TLT.US Exposure
0.06251118045457149
LQD.US Exposure
0.6368747013649143
HYG.US Exposure
-0.033878640638775576
GLD.US Exposure
0.03904821586769453
USO.US Exposure
-0.0037399628464007116
VNQ.US Exposure
0.04787619266335923
BTC-USD.CC Exposure
-0.003157423659122962
CPER.US Exposure
-0.003299327842610758
VIX.INDX Exposure
-0.026066956901370463
UUP.US Exposure
-0.021795300962406353
TIP.US Exposure
0.045586424922497884
Idiosyncratic Exposure
0.014332768958330197
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
5.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.35%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dimensional Global Core Plus Fixed Income ETF a high-risk investment?

Dimensional Global Core Plus Fixed Income ETF (DFGP.US) has an annualized volatility of 5.6% and experienced a maximum drawdown of 2.2% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of DFGP.US?

Over the past 10 years, DFGP.US has generated a Compound Annual Growth Rate (CAGR) of 5.9%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Dimensional Global Core Plus Fixed Income ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest