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
| ISIN | US2332038841 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Nov 5, 1990 |
| Category | Global Bonds |
| Min. Investment | $0 |
| Asset Class | Bond |
Expense Ratio
The DFA Five Year Global Fixed Income Portfolio has a high expense ratio of 0.23%, indicating higher-than-average management fees.
Share Price Chart
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Popular comparisons: DFGBX vs. BNDX
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 1.81% year-to-date (YTD) and 5.08% in the last 12 months. Over the past 10 years, DFA Five Year Global Fixed Income Portfolio had an annualized return of 1.33%, while the S&P 500 had an annualized return of 10.46%, indicating that DFA Five Year Global Fixed Income Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.81% | 5.84% |
| 1 month | 0.50% | -2.98% |
| 6 months | 2.87% | 22.02% |
| 1 year | 5.08% | 24.47% |
| 5 years (annualized) | 0.48% | 11.44% |
| 10 years (annualized) | 1.33% | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.50% | 0.40% | 0.50% | |||||||||
| 2023 | 0.34% | 0.50% | 0.49% | 0.45% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
DFA Five Year Global Fixed Income Portfolio(DFGBX)
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 granted a 3.54% dividend yield in the last twelve months. The annual payout for that period amounted to $0.36 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.36 | $0.36 | $0.16 | $0.08 | $0.00 | $0.25 | $0.50 | $0.21 | $0.23 | $0.19 | $0.26 | $0.27 |
Dividend yield | 3.54% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 1.97% | 2.07% | 1.72% | 2.35% | 2.45% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2016 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 |
| 2014 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.16 |
| 2013 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 90.70%, occurring on Jun 21, 1994. Recovery took 213 trading sessions.
The current DFA Five Year Global Fixed Income Portfolio drawdown is 72.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -90.7% | Dec 27, 1993 | 127 | Jun 21, 1994 | 213 | Apr 14, 1995 | 340 |
| -90.38% | Sep 8, 1992 | 71 | Dec 15, 1992 | 83 | Apr 9, 1993 | 154 |
| -90.25% | Jan 2, 1992 | 52 | Mar 13, 1992 | 51 | May 25, 1992 | 103 |
| -90.15% | Nov 29, 1991 | 8 | Dec 10, 1991 | 16 | Jan 1, 1992 | 24 |
| -90.13% | Sep 7, 1993 | 55 | Nov 22, 1993 | 24 | Dec 24, 1993 | 79 |
Volatility
Volatility Chart
The current DFA Five Year Global Fixed Income Portfolio volatility is 0.20%, 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.