DFA Global Core Plus Fixed Income Portfolio (DGCFX)
The Portfolio invests in a universe of U.S. and foreign fixed income securities. Under normal circumstances, it invests at least 40% of its net assets in non-U.S. fixed income securities (unless market conditions are not deemed favorable by the Advisor, in which case the Portfolio would invest at least 30% of its net assets in non-U.S. fixed income securities).
Fund Info
US25239Y3861
Jan 10, 2018
$0
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Global Core Plus 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 Global Core Plus Fixed Income Portfolio had a return of 3.31% year-to-date (YTD) and 8.43% in the last 12 months.
DGCFX
3.31%
-0.65%
3.42%
8.43%
0.34%
N/A
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of DGCFX, 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 | 0.00% | -0.88% | 1.33% | -2.07% | 1.23% | 0.88% | 2.09% | 1.19% | 1.41% | -1.82% | 3.31% | ||
| 2023 | 3.70% | -2.34% | 2.29% | 0.89% | -0.89% | -0.22% | 0.78% | -0.11% | -1.86% | -1.15% | 4.89% | 3.90% | 10.01% |
| 2022 | -2.86% | -1.67% | -2.89% | -4.31% | 0.11% | -3.32% | 4.55% | -4.35% | -5.09% | 0.35% | 4.33% | -1.45% | -15.88% |
| 2021 | -0.55% | -2.29% | -1.03% | 0.85% | 0.47% | 0.93% | 1.48% | -0.27% | -1.24% | -0.93% | 0.37% | 0.20% | -2.04% |
| 2020 | 2.23% | 0.47% | -6.52% | 4.15% | 1.46% | 1.63% | 2.54% | -0.28% | 0.18% | 0.28% | 1.65% | 0.78% | 8.51% |
| 2019 | 2.02% | 0.63% | 2.38% | 0.51% | 0.80% | 2.10% | 1.56% | 1.73% | -0.57% | 0.09% | -0.09% | -0.12% | 11.55% |
| 2018 | -0.90% | -0.50% | 0.36% | -0.20% | 0.41% | 0.09% | 0.20% | 0.61% | -0.50% | -0.10% | -0.20% | 0.68% | -0.09% |
Expense Ratio
DGCFX has an expense ratio of 0.25%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DGCFX is 45, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Global Core Plus Fixed Income Portfolio provided a 5.08% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.37 | $0.20 | $0.18 | $0.17 | $0.20 | $0.58 |
Dividend yield | 5.08% | 4.04% | 2.26% | 1.68% | 1.55% | 1.92% | 6.17% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Global Core Plus 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 | $0.09 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.23 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.24 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.14 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.15 | $0.18 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.18 | $0.20 |
| 2018 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.58 |
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 Global Core Plus 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 Global Core Plus Fixed Income Portfolio was 21.77%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current DFA Global Core Plus Fixed Income Portfolio drawdown is 6.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.77% | Aug 4, 2021 | 308 | Oct 21, 2022 | — | — | — |
| -10.88% | Mar 6, 2020 | 10 | Mar 19, 2020 | 74 | Jul 6, 2020 | 84 |
| -4.19% | Jan 5, 2021 | 51 | Mar 18, 2021 | 95 | Aug 3, 2021 | 146 |
| -1.9% | Jan 17, 2018 | 21 | Feb 14, 2018 | 123 | Aug 10, 2018 | 144 |
| -1.7% | Aug 29, 2019 | 11 | Sep 13, 2019 | 85 | Jan 15, 2020 | 96 |
Volatility
Volatility Chart
The current DFA Global Core Plus Fixed Income Portfolio volatility is 0.97%, 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.