Dimensional Global ex US Core Fixed Income ETF (DFGX)

52.32 -0.08 (-0.14%) USD  |  NASDAQ  |  Dec 19, 16:00
52.32 0.00 (0.00%) After-Hours: 20:00
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DFGX Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Sortino Ratio Definition

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The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Historical Sortino (Since Inception) Benchmarks

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Franklin International Aggregate Bond ETF Upgrade
SPDR Bloomberg International Treasury Bond ETF Upgrade
Dimensional Global Core Plus Fixed Income ETF Upgrade
Vanguard Total International Bond Index Fund ETF Upgrade
iShares Core International Aggregate Bond ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade