- ISIN
- US25239Y3606
- Issuer
- Dimensional
- Inception Date
- Nov 5, 2018
- Category
- Global Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
DGSFX Performance Chart
DFA Global Sustainability Fixed Income Portfolio (DGSFX) is up 1.6% since the beginning of the year. DGSFX is currently trading at $10 per share. Investors who bought $1,000 worth of DGSFX shares 5 years ago would now be looking at an investment worth $994.
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Returns By Period
DFA Global Sustainability Fixed Income Portfolio (DGSFX) has returned 1.62% so far this year and 3.17% over the past 12 months.
DFA Global Sustainability Fixed Income Portfolio
- 1D
- 0.11%
- 1M
- 1.17%
- YTD
- 1.62%
- 6M
- 1.94%
- 1Y
- 3.17%
- 3Y*
- 4.84%
- 5Y*
- -0.12%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DGSFX Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 2018, DGSFX's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.
Historically, 61% of months were positive and 39% 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% | -2.17% | 0.53% | 1.06% | 0.32% | 1.62% | ||||||
| 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 1.90%, beta of 0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 06, 2018.
- This fund participated in 25.40% of S&P 500 Index downside but only 15.18% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.02 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
- 1.90%
- Beta
- 0.02
- R²
- 0.00
- Upside Capture
- 15.18%
- Downside Capture
- 25.40%
Expense Ratio
DGSFX has an expense ratio of 0.26%, which is considered low.
Return for Risk
Risk / Return Rank
DGSFX ranks 12 for risk / return — in the bottom 12% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) 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.
| DGSFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.78 | -1.65 |
| Martin ratioReturn relative to average drawdown | 3.10 | 12.44 | -9.34 |
Dividends
Dividend History
DFA Global Sustainability Fixed Income Portfolio provided a 3.52% 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 | 3.52% | 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 | $0.00 | $0.00 | $0.00 | $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.
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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 21.57%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current DFA Global Sustainability Fixed Income Portfolio drawdown is 2.89%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -21.57%Oct 2022 | 1y 9mo | — | 5y 5moJan 2021 - now |
COVID crash2020 | -8.04%Mar 2020 | 10d | 3mo 2d | 3mo 12dMar 2020 - Jun 2020 |
2019 pullback2019 | -1.89%Sep 2019 | 9d | 4mo 11d | 4mo 20dSep 2019 - Jan 2020 |
2019 pullback2019 | -0.79%Jan 2019 | 4d | 16d | 20dJan 2019 - Jan 2019 |
2020 pullback2020 | -0.79%Aug 2020 | 22d | 7d | 29dAug 2020 - Sep 2020 |
Drawdown Indicators
| DGSFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.57% | -56.78% | +35.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -9.10% | +6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -3.68% | -18.90% | +15.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -25.43% | +4.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.89% | -1.80% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -10.71% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 2.03% | -0.97% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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