- ISIN
- US2332038841
- Issuer
- Dimensional
- Inception Date
- Nov 5, 1990
- Category
- Global Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
DFGBX Performance Chart
DFA Five Year Global Fixed Income Portfolio (DFGBX) is up 1.6% since the beginning of the year. DFGBX is currently trading at $10 per share. Investors who bought $1,000 worth of DFGBX shares 5 years ago would now be looking at an investment worth $1,069.
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Returns By Period
DFA Five Year Global Fixed Income Portfolio (DFGBX) has returned 1.55% so far this year and 2.58% over the past 12 months. Over the last ten years, DFGBX has returned 1.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA Five Year Global Fixed Income Portfolio
- 1D
- 0.00%
- 1M
- 0.60%
- YTD
- 1.55%
- 6M
- 1.75%
- 1Y
- 2.58%
- 3Y*
- 4.33%
- 5Y*
- 1.34%
- 10Y*
- 1.29%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFGBX Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 1990, DFGBX's average daily return is +0.06%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.
Historically, 76% of months were positive and 24% were negative. The best month was Dec 1991 with a return of +94.3%, while the worst month was Apr 2004 at -3.1%. The longest winning streak lasted 27 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFGBX closed higher 37% of trading days. The best single day was Dec 10, 1991 with a return of +88.9%, while the worst single day was Dec 15, 2016 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.50% | 0.79% | -1.03% | 0.40% | 0.70% | 0.20% | 1.55% | ||||||
| 2025 | 0.40% | 0.30% | 0.40% | 0.30% | 0.39% | -0.78% | 0.40% | 0.49% | 0.34% | 0.49% | 0.29% | 0.08% | 3.13% |
| 2024 | 0.50% | 0.40% | 0.50% | 0.40% | 0.49% | 0.37% | 0.49% | 0.49% | 0.41% | 0.40% | 0.39% | 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% | 5.00% |
| 2022 | -1.50% | -0.57% | -2.58% | -1.18% | 0.59% | -0.89% | 0.89% | -1.18% | -1.13% | 0.20% | 0.61% | -0.07% | -6.63% |
| 2021 | 0.09% | -0.09% | 0.00% | 0.18% | 0.18% | -0.18% | 0.82% | -0.27% | -0.73% | -1.01% | 0.09% | -0.11% | -1.03% |
Benchmark Metrics
DFA Five Year Global Fixed Income Portfolio has an annualized alpha of 17.82%, beta of -0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 06, 1990.
- This fund captured 36.17% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -38.15%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.02 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 17.82%
- Beta
- -0.02
- R²
- 0.00
- Upside Capture
- 36.17%
- Downside Capture
- -38.15%
Expense Ratio
DFGBX has an expense ratio of 0.23%, which is considered low.
Return for Risk
Risk / Return Rank
DFGBX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFGBX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.78 | -0.89 |
| Martin ratioReturn relative to average drawdown | 5.14 | 12.44 | -7.30 |
Dividends
Dividend History
DFA Five Year Global Fixed Income Portfolio provided a 3.42% dividend yield over the last twelve months, with an annual payout of $0.35 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.35 | $0.29 | $0.47 | $0.36 | $0.16 | $0.08 | $0.00 | $0.25 | $0.50 | $0.10 | $0.13 | $0.19 |
Dividend yield | 3.42% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.05 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.29 |
| 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 | $0.10 | $0.00 | $0.00 | $0.25 | $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 |
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.
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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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -9.63%Oct 2022 | 1y 2mo | 1y 11mo | 3y 2moAug 2021 - Oct 2024 |
2004 pullback2004 | -4.84%Jun 2004 | 2mo 21d | 4mo 13d | 7mo 4dMar 2004 - Oct 2004 |
2003 pullback2003 | -4.57%Sep 2003 | 2mo 18d | 6mo 5d | 8mo 23dJun 2003 - Mar 2004 |
1994 pullback1994 | -3.80%May 1994 | 2mo 1d | 1mo | 3mo 1dMar 1994 - Jun 1994 |
2011 pullback2011 | -3.69%Feb 2011 | 3mo 5d | 3mo 23d | 6mo 28dNov 2010 - Jun 2011 |
Drawdown Indicators
| DFGBX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.63% | -56.78% | +47.15% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -9.10% | +7.72% |
Max Drawdown (3Y)Largest decline over 3 years | -1.67% | -18.90% | +17.23% |
Max Drawdown (5Y)Largest decline over 5 years | -9.63% | -25.43% | +15.80% |
Max Drawdown (10Y)Largest decline over 10 years | -9.63% | -33.92% | +24.29% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -0.93% | -10.71% | +9.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 2.03% | -1.53% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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