Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Global Sustainability 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.
Loading graphics...
Returns By Period
DFA Global Sustainability Fixed Income Portfolio (DGSFX) has returned -0.62% so far this year and 1.96% over the past 12 months.
DFA Global Sustainability Fixed Income Portfolio
- 1D
- 0.44%
- 1M
- -2.49%
- YTD
- -0.62%
- 6M
- -0.27%
- 1Y
- 1.96%
- 3Y*
- 3.92%
- 5Y*
- -0.17%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 6, 2018, DGSFX's average daily return is +0.01%, while the average monthly return is +0.16%. At this rate, your investment would double in approximately 36.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +4.7%, while the worst month was Sep 2022 at -4.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.
On a daily basis, DGSFX closed higher 46% of trading days. The best single day was Nov 10, 2022 with a return of +1.7%, while the worst single day was Mar 18, 2020 at -2.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.53% | 1.37% | -2.49% | -0.62% | |||||||||
| 2025 | 0.43% | 1.38% | -0.63% | 0.53% | 0.00% | 0.11% | -0.10% | 0.42% | 1.27% | 0.73% | 0.21% | -0.58% | 3.80% |
| 2024 | -0.11% | -0.95% | 1.28% | -1.89% | 0.86% | 0.72% | 1.81% | 1.15% | 1.30% | -1.65% | 1.37% | -1.22% | 2.60% |
| 2023 | 3.43% | -2.35% | 2.41% | 0.75% | -0.74% | -0.21% | 0.54% | 0.11% | -1.75% | -1.10% | 4.66% | 3.81% | 9.67% |
| 2022 | -2.56% | -1.60% | -3.06% | -4.04% | -0.31% | -2.37% | 4.01% | -4.16% | -4.61% | 0.00% | 3.91% | -1.61% | -15.61% |
| 2021 | -0.62% | -2.56% | -1.00% | 0.64% | 0.46% | 0.91% | 1.71% | -0.44% | -1.45% | -0.90% | 0.82% | -0.48% | -2.95% |
Benchmark Metrics
DFA Global Sustainability Fixed Income Portfolio has an annualized alpha of 1.73%, beta of 0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 07, 2018.
- This fund participated in 25.83% of S&P 500 Index downside but only 15.79% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.01 may look defensive, but with R² of 0.00 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 0.00 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
- 1.73%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 15.79%
- Downside Capture
- 25.83%
Expense Ratio
DGSFX has an expense ratio of 0.26%, which is considered low.
Return for Risk
Risk / Return Rank
DGSFX ranks 21 for risk / return — below 21% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and compare them to a chosen benchmark (S&P 500 Index).
| DGSFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.90 | -0.30 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.39 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.40 | -0.58 |
Martin ratioReturn relative to average drawdown | 2.64 | 6.61 | -3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DGSFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DFA Global Sustainability Fixed Income Portfolio provided a 3.60% dividend yield over the last twelve months, with an annual payout of $0.34 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.34 | $0.28 | $0.40 | $0.39 | $0.18 | $0.13 | $0.20 | $0.36 | $0.02 |
Dividend yield | 3.60% | 3.02% | 4.26% | 4.09% | 1.97% | 1.15% | 1.72% | 3.37% | 0.24% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Global Sustainability 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 | $0.05 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.28 |
| 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 | $0.12 | $0.00 | $0.00 | $0.27 | $0.39 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.18 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.12 | $0.13 |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Global Sustainability 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 Sustainability Fixed Income Portfolio was 21.57%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current DFA Global Sustainability Fixed Income Portfolio drawdown is 5.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.57% | Jan 5, 2021 | 454 | Oct 21, 2022 | — | — | — |
| -8.04% | Mar 9, 2020 | 9 | Mar 19, 2020 | 64 | Jun 19, 2020 | 73 |
| -1.89% | Sep 4, 2019 | 8 | Sep 13, 2019 | 89 | Jan 22, 2020 | 97 |
| -0.79% | Jan 4, 2019 | 3 | Jan 8, 2019 | 11 | Jan 24, 2019 | 14 |
| -0.79% | Aug 5, 2020 | 17 | Aug 27, 2020 | 5 | Sep 3, 2020 | 22 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...