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
ISIN | US25239Y3861 |
---|---|
Issuer | Dimensional Fund Advisors LP |
Inception Date | Jan 10, 2018 |
Category | Global Bonds |
Min. Investment | $0 |
Asset Class | Bond |
Expense Ratio
The DFA Global Core Plus Fixed Income Portfolio has a high expense ratio of 0.25%, indicating higher-than-average management fees.
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 -1.64% year-to-date (YTD) and 4.22% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -1.64% | 6.92% |
1 month | -2.07% | -2.83% |
6 months | 7.07% | 23.86% |
1 year | 4.22% | 23.33% |
5 years (annualized) | 0.41% | 11.66% |
10 years (annualized) | N/A | 10.52% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.00% | -0.88% | 1.33% | |||||||||
2023 | -1.86% | -1.15% | 4.89% | 3.90% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
DFA Global Core Plus Fixed Income Portfolio(DGCFX)
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 granted a 4.10% dividend yield in the last twelve months. The annual payout for that period amounted to $0.37 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|---|
Dividend | $0.37 | $0.37 | $0.19 | $0.26 | $0.20 | $0.20 | $0.58 |
Dividend yield | 4.10% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.00 | |||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.23 |
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 |
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 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 |
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 |
2018 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 |
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 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 10.99%.
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 1.44%, 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.