- ISIN
- US25239Y3861
- Issuer
- Dimensional
- Inception Date
- Jan 10, 2018
- Category
- Global Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
DGCFX Performance Chart
DFA Global Core Plus Fixed Income Portfolio (DGCFX) is up 0.7% since the beginning of the year. DGCFX is currently trading at $9 per share. Investors who bought $1,000 worth of DGCFX shares 5 years ago would now be looking at an investment worth $1,005.
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Returns By Period
DFA Global Core Plus Fixed Income Portfolio (DGCFX) has returned 0.67% so far this year and 2.67% over the past 12 months.
DFA Global Core Plus Fixed Income Portfolio
- 1D
- 0.11%
- 1M
- -1.09%
- 6M
- -0.09%
- YTD
- 0.67%
- 1Y
- 2.67%
- 3Y*
- 5.33%
- 5Y*
- 0.10%
- 10Y*
- —
- ALL TIME*
- 2.49%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DGCFX Monthly Returns History
Based on dividend-adjusted daily data since Mar 27, 2018, DGCFX's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, an investment would double in approximately 26.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2023 with a return of +4.9%, while the worst month was Mar 2020 at -6.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DGCFX closed higher 45% of trading days. The best single day was Nov 10, 2022 with a return of +1.9%, while the worst single day was Mar 18, 2020 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.76% | 1.29% | -2.42% | 0.77% | 1.09% | 0.54% | -1.30% | 0.67% | |||||
| 2025 | 0.55% | 1.54% | -0.54% | 0.44% | 0.22% | 1.36% | 0.11% | 0.76% | 1.05% | 0.75% | 0.21% | -0.46% | 6.12% |
| 2024 | 0.00% | -0.88% | 1.33% | -2.07% | 1.23% | 0.88% | 2.09% | 1.19% | 1.41% | -1.82% | 1.41% | -1.14% | 3.57% |
| 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% |
Benchmark Metrics
DFA Global Core Plus Fixed Income Portfolio has an annualized alpha of 2.05%, beta of 0.04, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since March 27, 2018.
- This fund participated in 30.39% of S&P 500 Index downside but only 19.34% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.04 may look defensive, but with R2 of 0.02 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 0.02 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
- 2.05%
- Beta
- 0.04
- R²
- 0.02
- Upside Capture
- 19.34%
- Downside Capture
- 30.39%
Expense Ratio
DGCFX has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
DGCFX ranks 21 for risk / return — above 21% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) 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.
| DGCFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.00 | -1.02 |
| Martin ratioReturn relative to average drawdown | 3.00 | 8.49 | -5.49 |
Dividends
Dividend History
DFA Global Core Plus Fixed Income Portfolio provided a 4.78% dividend yield over the last twelve months, with an annual payout of $0.44 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.44 | $0.39 | $0.40 | $0.37 | $0.19 | $0.26 | $0.20 | $0.20 | $0.58 |
Dividend yield | 4.78% | 4.22% | 4.40% | 4.03% | 2.26% | 2.45% | 1.78% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.00 | $0.16 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.39 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.40 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.23 | $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 | $0.19 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.23 | $0.26 |
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 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. Recovery took 749 trading sessions.
The current DFA Global Core Plus Fixed Income Portfolio drawdown is 1.41%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-21.77%Oct 2022 | 1y 2mo | 3y | 4y 2moAug 2021 - Oct 2025 | Bear market2022 |
-10.88%Mar 2020 | 13d | 3mo 19d | 4mo 2dMar 2020 - Jul 2020 | COVID crash2020 |
-4.19%Mar 2021 | 2mo 12d | 4mo 18d | 7moJan 2021 - Aug 2021 | — |
-3.19%Mar 2026 | 25d | 3mo | 3mo 25dMar 2026 - Jun 2026 | — |
-1.73%Jul 2026 | 24d | — | 1mo 4dJun 2026 - now | — |
Drawdown Indicators
| DGCFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.77% | -56.78% | +35.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -9.10% | +5.91% |
Max Drawdown (3Y)Largest decline over 3 years | -4.20% | -18.90% | +14.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -25.43% | +3.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.41% | -1.58% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -10.70% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 2.14% | -1.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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