DFGP vs ETY

Comparison between DIMENSIONAL GLOBAL CORE PLUS FIXED INCOME ETF (DFGP, ETF) and Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF).

DFGP vs ETY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DFGP(ETF)	ETY(ETF)
Net Assets	$2.40B	$2.50B
Expense Ratio	0.22%	N/A
Max Drawdown	5.75%	64.57%
Sharpe Ratio	0.23	0.11
5Y Beta	0.06	0.93
5Y Dividends CAGR	N/A	4.98%

Net Assets

DFGP

$2.40B

Winner

ETY

$2.50B

Expense Ratio

DFGP

0.22%

ETY

N/A

Max Drawdown

Winner

DFGP

5.75%

ETY

64.57%

Sharpe Ratio

Winner

DFGP

0.23

ETY

0.11

5Y Beta

Winner

DFGP

0.06

ETY

0.93

5Y Dividends CAGR

DFGP

N/A

ETY

4.98%

DFGP vs ETY - Historical Returns

Returns include dividend reinvestment.

Period	DFGP	ETY
1 month	+0.46%	-2.69%
3 months	-0.05%	-0.20%
6 months	+1.02%	-3.80%
1 year	+4.87%	+4.41%
5 years(CAGR)	N/A	+9.40%
10 years(CAGR)	N/A	+12.34%
Max(CAGR)	+6.57%	+8.52%

Winner

DFGP

+0.46%

ETY

-2.69%

Winner

DFGP

-0.05%

ETY

-0.20%

Winner

DFGP

+1.02%

ETY

-3.80%

Winner

DFGP

+4.87%

ETY

+4.41%

5Y(CAGR)

DFGP

N/A

ETY

+9.40%

10Y(CAGR)

DFGP

N/A

ETY

+12.34%

Max(CAGR)

DFGP

+6.57%

Winner

ETY

+8.52%

DFGP vs ETY - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	DFGP	ETY
2026	+1.03%	-1.99%
2025	+5.82%	+11.01%
2024	+4.20%	+35.10%
2023	+6.24%	+21.52%
2022	N/A	-20.72%
2021	N/A	+34.82%
2020	N/A	+6.29%
2019	N/A	+31.23%
2018	N/A	-10.18%
2017	N/A	+29.36%
2016	N/A	+4.62%
2015	N/A	+9.12%
2014	N/A	+12.87%
2013	N/A	+25.11%
2012	N/A	+16.30%
2011	N/A	-13.08%
2010	N/A	-2.81%
2009	N/A	+36.46%
2008	N/A	-25.83%
2007	N/A	-8.21%
2006	N/A	+0.25%

DFGP vs ETY Drawdown Comparison

The maximum drawdown for DFGP was -3.24%, occurring on Mar 27, 2026. This drawdown has not yet recovered.

The maximum drawdown for ETY was -52.91%, occurring on Nov 20, 2008. Recovery took 1419 trading sessions.

The current DFGP drawdown is -1.09%. The current ETY drawdown is -4.52%.

Rank	DFGP	ETY
#1	-3.24% Feb 27, 2026 - Mar 27, 2026	-52.91% Jun 1, 2007 - Jan 18, 2013
#2	-3.04% Sep 16, 2024 - Feb 26, 2025	-42.40% Feb 12, 2020 - Nov 17, 2020
#3	-2.71% Mar 3, 2025 - Jun 4, 2025	-24.43% Sep 13, 2018 - Jun 20, 2019
#4	-2.27% Mar 28, 2024 - Jun 4, 2024	-24.03% Dec 31, 2021 - Feb 5, 2024
#5	-1.92% Feb 1, 2024 - Mar 27, 2024	-21.28% Feb 19, 2025 - Jun 25, 2025
#6	-1.36% Dec 27, 2023 - Feb 1, 2024	-14.39% Sep 22, 2025 - Mar 30, 2026
#7	-1.31% Jun 25, 2024 - Jul 10, 2024	-13.90% Nov 3, 2015 - Aug 5, 2016
#8	-1.14% Oct 27, 2025 - Jan 29, 2026	-12.52% Sep 3, 2014 - Nov 5, 2014
#9	-0.94% Jul 1, 2025 - Jul 29, 2025	-11.93% Jul 20, 2015 - Nov 3, 2015
#10	-0.89% Aug 2, 2024 - Aug 14, 2024	-8.97% Jan 26, 2018 - May 8, 2018
#11	-0.88% Jun 6, 2024 - Jun 13, 2024	-8.63% Sep 8, 2016 - Jan 26, 2017
#12	-0.62% Jul 16, 2024 - Jul 29, 2024	-8.09% May 21, 2013 - Jul 15, 2013
#13	-0.61% Nov 8, 2023 - Nov 14, 2023	-7.21% Jul 10, 2024 - Aug 30, 2024
#14	-0.59% Jun 4, 2025 - Jun 11, 2025	-6.77% Nov 28, 2014 - Feb 27, 2015
#15	-0.56% Aug 23, 2024 - Sep 4, 2024	-6.17% Jan 22, 2014 - Feb 18, 2014

Correlation

Correlation between DFGP and ETY is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2007 - 2026)

DFGP vs ETY dividend yield comparison.

Year	DFGP	ETY
2026	0.38%	3.43%
2025	3.45%	7.76%
2024	4.51%	7.59%
2023	0.62%	7.92%
2022	0.00%	10.04%
2021	0.00%	7.01%
2020	0.00%	8.26%
2019	0.00%	8.08%
2018	0.00%	9.92%
2017	0.00%	8.30%
2016	0.00%	9.77%
2015	0.00%	9.03%
2014	0.00%	9.06%
2013	0.00%	9.26%
2012	0.00%	11.19%
2011	0.00%	13.06%
2010	0.00%	14.35%
2009	0.00%	14.09%
2008	0.00%	17.11%
2007	0.00%	11.13%