yes it is typically on the GPU, however nvidia removed the DACs from their cards in the 10xx series. the 1030 and above through the current cards will not output analog anymore.
I assume you have a card made before the DAC (HD 5770 had a DAC) were removed in which case I assume you have an analogue monitor and if my assumptions are correct you will most likely need an active converter to change signals from digital to analogue for the monitor. a powered active device.
AMD also removed analog output around when the rx 4xx series was released maybe before.