DFA Two Year Global Fixed Income Portfolio (DFGFX)

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The chart shows the growth of an initial investment of $10,000 in DFA Two 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.

DFA Two Year Global Fixed Income Portfolio (DFGFX) has returned 0.77% so far this year and 2.53% over the past 12 months. Over the last ten years, DFGFX has returned 1.75% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Jun 20, 1996, DFGFX's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, your investment would double in approximately 26.3 years.

Historically, 77% of months were positive and 23% were negative. The best month was Sep 2001 with a return of +1.3%, while the worst month was Mar 2022 at -1.2%. The longest winning streak lasted 55 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DFGFX closed higher 20% of trading days. The best single day was Dec 10, 2024 with a return of +2.2%, while the worst single day was Dec 11, 2024 at -2.1%.

DFA Two Year Global Fixed Income Portfolio has an annualized alpha of 2.76%, beta of -0.00, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since June 21, 1996.

• This fund captured 5.50% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.38%) — a profile typical of hedging or uncorrelated assets.
• Beta of -0.00 may look defensive, but with R² of 0.01 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 0.01 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.

DFGFX has an expense ratio of 0.16%, which is considered low.

DFGFX ranks 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for DFA Two Year Global Fixed Income Portfolio (DFGFX) and compare them to a chosen benchmark (S&P 500 Index).

DFA Two Year Global Fixed Income Portfolio provided a 3.12% dividend yield over the last twelve months, with an annual payout of $0.31 per share.

The table displays the monthly dividend distributions for DFA Two Year Global Fixed Income Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the DFA Two 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 Two Year Global Fixed Income Portfolio was 4.00%, occurring on Oct 20, 2022. Recovery took 222 trading sessions.

The chart below shows the rolling one-month volatility.