DFA Five Year Global Fixed Income Portfolio (DFGBX)
The fund invests in a universe of U.S. and foreign debt securities maturing in five years or from the date of settlement. It primarily invests in obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, corporate debt obligations, bank obligations, commercial paper, repurchase agreements, obligations of other domestic and foreign issuers, securities of domestic or foreign issuers denominated in U.S. dollars but not trading in the United States, and obligations of supranational organizations.
Fund Info
US2332038841
Nov 5, 1990
$0
Expense Ratio
DFGBX has an expense ratio of 0.23%, which is considered low compared to other funds.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Five Year Global Fixed Income Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
DFA Five Year Global Fixed Income Portfolio had a return of 0.60% year-to-date (YTD) and 5.16% in the last 12 months. Over the past 10 years, DFA Five Year Global Fixed Income Portfolio had an annualized return of 1.37%, while the S&P 500 had an annualized return of 11.26%, indicating that DFA Five Year Global Fixed Income Portfolio did not perform as well as the benchmark.
DFGBX
0.60%
0.30%
2.32%
5.16%
0.76%
1.37%
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of DFGBX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.40% | 0.60% | |||||||||||
| 2024 | 0.50% | 0.40% | 0.50% | 0.40% | 0.49% | 0.37% | 0.49% | 0.49% | 0.41% | 0.40% | 0.40% | 0.40% | 5.37% |
| 2023 | 0.81% | -0.30% | 0.91% | 0.30% | 0.30% | 0.10% | 0.50% | 0.50% | 0.34% | 0.50% | 0.49% | 0.45% | 5.01% |
| 2022 | -1.49% | -0.57% | -2.58% | -1.18% | 0.59% | -0.89% | 0.89% | -1.18% | -1.13% | 0.20% | 0.61% | -0.07% | -6.64% |
| 2021 | 0.09% | -0.09% | 0.00% | 0.18% | 0.18% | -0.18% | 0.83% | -0.27% | -0.73% | -1.01% | 0.09% | -0.11% | -1.03% |
| 2020 | 0.47% | 0.28% | -0.56% | 0.56% | 0.19% | 0.18% | 0.18% | -0.00% | -0.00% | 0.18% | 0.00% | 0.03% | 1.52% |
| 2019 | 0.66% | 0.19% | 0.85% | 0.19% | 0.65% | 0.55% | 0.37% | 0.55% | -0.18% | 0.00% | 0.09% | 0.06% | 4.05% |
| 2018 | -0.64% | -0.09% | 0.37% | -0.09% | 0.55% | 0.09% | 0.00% | 0.55% | -0.30% | 0.27% | 0.37% | 0.59% | 1.67% |
| 2017 | 0.28% | 0.37% | 0.12% | 0.64% | 0.36% | -0.21% | 0.46% | 0.55% | -0.45% | 0.18% | -0.18% | -0.21% | 1.91% |
| 2016 | 1.19% | 0.27% | 0.83% | 0.09% | -0.18% | 1.28% | 0.27% | -0.45% | 0.18% | -0.36% | -1.43% | -0.28% | 1.39% |
| 2015 | 1.65% | -0.72% | 0.45% | 0.09% | -0.00% | -0.50% | 0.36% | -0.09% | 0.82% | -0.09% | -0.18% | -0.64% | 1.13% |
| 2014 | 1.11% | 0.18% | -0.49% | 0.55% | 0.73% | -0.12% | -0.27% | 0.64% | -0.12% | 0.73% | 0.63% | -0.56% | 3.03% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 95, DFGBX is among the top 5% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Five Year Global Fixed Income Portfolio provided a 4.66% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.47 | $0.36 | $0.16 | $0.08 | $0.00 | $0.25 | $0.50 | $0.21 | $0.18 | $0.15 | $0.24 |
Dividend yield | 4.66% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 1.90% | 1.68% | 1.41% | 2.18% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Five Year Global Fixed Income Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.47 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.26 | $0.36 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.12 | $0.16 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.45 | $0.50 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.21 |
| 2016 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.18 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.15 |
| 2014 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.14 | $0.24 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Five Year Global Fixed Income Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DFA Five Year Global Fixed Income Portfolio was 9.63%, occurring on Oct 20, 2022. Recovery took 496 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.63% | Aug 4, 2021 | 307 | Oct 20, 2022 | 496 | Oct 11, 2024 | 803 |
| -7.7% | Jan 31, 1994 | 102 | Jun 21, 1994 | 214 | Apr 17, 1995 | 316 |
| -7.31% | Jun 16, 2003 | 250 | Jun 14, 2004 | 529 | Jul 20, 2006 | 779 |
| -5.71% | Nov 5, 2010 | 65 | Feb 8, 2011 | 126 | Aug 9, 2011 | 191 |
| -4.83% | Oct 6, 1992 | 51 | Dec 15, 1992 | 128 | Jun 11, 1993 | 179 |
Volatility
Volatility Chart
The current DFA Five Year Global Fixed Income Portfolio volatility is 0.16%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.