DFA Two Year Global Fixed Income Portfolio (DFGFX)
The fund invests at least 80% of its net assets in fixed income securities that mature within two years from the date of settlement. It 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 | US2332036456 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Feb 8, 1996 |
| Category | Global Bonds |
| Min. Investment | $0 |
| Asset Class | Bond |
Expense Ratio
DFGFX has an expense ratio of 0.16%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DFGFX vs. PRWBX, DFGFX vs. FUAMX
Performance
Performance Chart
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.
Returns By Period
DFA Two Year Global Fixed Income Portfolio had a return of 4.78% year-to-date (YTD) and 5.58% in the last 12 months. Over the past 10 years, DFA Two Year Global Fixed Income Portfolio had an annualized return of 1.43%, while the S&P 500 had an annualized return of 11.31%, indicating that DFA Two Year Global Fixed Income Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.78% | 24.72% |
| 1 month | 0.41% | 2.30% |
| 6 months | 2.66% | 12.31% |
| 1 year | 5.58% | 32.12% |
| 5 years (annualized) | 1.53% | 13.81% |
| 10 years (annualized) | 1.43% | 11.31% |
Monthly Returns
The table below presents the monthly returns of DFGFX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.41% | 0.51% | 0.41% | 0.51% | 0.41% | 0.42% | 0.50% | 0.40% | 0.49% | 0.41% | 4.78% | ||
| 2023 | 0.53% | -0.11% | 0.84% | 0.31% | 0.21% | 0.31% | 0.41% | 0.51% | 0.45% | 0.41% | 0.51% | 0.46% | 4.95% |
| 2022 | -0.51% | -0.30% | -1.22% | -0.41% | 0.52% | -0.72% | 0.42% | -0.52% | -0.62% | 0.11% | 0.42% | 0.22% | -2.62% |
| 2021 | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.10% | -0.30% | 0.10% | -0.17% | -0.37% |
| 2020 | 0.20% | 0.10% | 0.00% | 0.30% | 0.10% | 0.00% | 0.10% | 0.00% | 0.00% | 0.10% | 0.00% | -0.03% | 0.88% |
| 2019 | 0.30% | 0.20% | 0.48% | 0.20% | 0.30% | 0.24% | 0.20% | 0.30% | 0.08% | 0.20% | 0.10% | 0.22% | 2.87% |
| 2018 | -0.10% | 0.00% | 0.10% | 0.10% | 0.30% | 0.05% | 0.10% | 0.30% | 0.08% | 0.10% | 0.30% | 0.55% | 1.91% |
| 2017 | 0.10% | 0.20% | 0.08% | 0.20% | 0.10% | 0.02% | 0.20% | 0.20% | -0.10% | 0.10% | -0.10% | -0.08% | 0.93% |
| 2016 | 0.40% | -0.00% | 0.20% | 0.10% | 0.00% | 0.30% | -0.00% | -0.00% | 0.00% | 0.10% | -0.20% | 0.04% | 0.95% |
| 2015 | 0.30% | -0.10% | 0.10% | -0.00% | 0.10% | 0.02% | 0.00% | 0.00% | 0.20% | 0.00% | -0.20% | -0.10% | 0.33% |
| 2014 | 0.10% | 0.00% | 0.01% | 0.10% | 0.10% | -0.06% | -0.10% | 0.10% | 0.14% | 0.20% | 0.10% | -0.17% | 0.52% |
| 2013 | 0.00% | 0.10% | 0.10% | 0.10% | -0.10% | -0.10% | 0.10% | 0.00% | 0.10% | 0.10% | 0.10% | -0.04% | 0.46% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DFGFX is 100, placing it in the top 0% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Two Year Global Fixed Income Portfolio (DFGFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Two Year Global Fixed Income Portfolio provided a 4.29% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.31 | $0.11 | $0.02 | $0.06 | $0.22 | $0.22 | $0.15 | $0.08 | $0.00 | $0.15 | $0.07 |
Dividend yield | 4.29% | 3.19% | 1.17% | 0.23% | 0.57% | 2.23% | 2.20% | 1.54% | 0.85% | 0.02% | 1.50% | 0.65% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.24 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.31 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.15 | $0.22 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.18 | $0.22 |
| 2017 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.15 |
| 2016 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.08 |
| 2015 | $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 |
| 2014 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.10 | $0.15 |
| 2013 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.07 |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4% | Oct 5, 2021 | 264 | Oct 20, 2022 | 222 | Sep 11, 2023 | 486 |
| -2.1% | Sep 11, 2007 | 1 | Sep 11, 2007 | 100 | Feb 4, 2008 | 101 |
| -1.7% | Mar 26, 2004 | 54 | Jun 14, 2004 | 212 | Apr 15, 2005 | 266 |
| -1.23% | Dec 22, 2003 | 1 | Dec 22, 2003 | 12 | Jan 9, 2004 | 13 |
| -1% | Nov 13, 2001 | 8 | Nov 23, 2001 | 32 | Jan 10, 2002 | 40 |
Volatility
Volatility Chart
The current DFA Two Year Global Fixed Income Portfolio volatility is 0.19%, 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.