DFA Global Sustainability Fixed Income Portfolio (DGSFX)
The portfolio invests in a broad portfolio of investment grade debt securities of U.S. and non-U.S. corporate and government issuers, while excluding or underweighting securities of corporate and certain non-sovereign government issuers based upon the portfolio's sustainability impact considerations. Under normal circumstances, the portfolio invests at least 40% of its net assets in non-U.S. fixed income securities. It may invest a majority of its net assets in securities of U.S. and non-U.S. government issuers.
Fund Info
US25239Y3606
Nov 5, 2018
$0
Expense Ratio
DGSFX has an expense ratio of 0.26%, which is considered low.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
DFA Global Sustainability Fixed Income Portfolio (DGSFX) returned 0.85% year-to-date (YTD) and 4.24% over the past 12 months.
DGSFX
0.85%
1.18%
0.88%
4.24%
-0.28%
N/A
^GSPC (Benchmark)
0.08%
9.75%
-1.63%
12.74%
15.66%
10.77%
Monthly Returns
The table below presents the monthly returns of DGSFX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.43% | 1.38% | -0.63% | 0.53% | -0.84% | 0.85% | |||||||
| 2024 | -0.11% | -0.95% | 1.27% | -1.89% | 0.86% | 0.72% | 1.81% | 1.15% | 1.30% | -1.65% | 1.36% | -1.22% | 2.59% |
| 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% | -4.62% | -0.00% | 3.91% | -1.62% | -15.62% |
| 2021 | -0.61% | -2.56% | -1.00% | 0.64% | 0.46% | 0.91% | 1.71% | -0.44% | -1.45% | -0.90% | 0.82% | -0.22% | -2.70% |
| 2020 | 2.43% | 0.91% | -4.24% | 3.11% | 0.91% | 1.45% | 1.61% | -0.35% | 0.44% | 0.09% | 1.05% | 0.27% | 7.75% |
| 2019 | 1.39% | 0.39% | 2.29% | 0.29% | 1.33% | 1.63% | 1.30% | 2.02% | -0.67% | 0.00% | -0.09% | -0.57% | 9.66% |
| 2018 | 0.44% | 0.44% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DGSFX is 73, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
DFA Global Sustainability Fixed Income Portfolio provided a 4.22% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.40 | $0.40 | $0.39 | $0.18 | $0.15 | $0.17 | $0.34 | $0.02 |
Dividend yield | 4.22% | 4.25% | 4.09% | 1.96% | 1.40% | 1.50% | 3.19% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 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 | $0.15 | $0.15 |
| 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 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.21 | $0.34 |
| 2018 | $0.02 | $0.02 |
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 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 21.37%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current DFA Global Sustainability Fixed Income Portfolio drawdown is 6.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.37% | 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 | 90 | Jan 23, 2020 | 98 |
| -0.79% | Aug 5, 2020 | 17 | Aug 27, 2020 | 16 | Sep 21, 2020 | 33 |
| -0.79% | Jan 4, 2019 | 3 | Jan 8, 2019 | 11 | Jan 24, 2019 | 14 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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