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
| ISIN | US25239Y3606 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Nov 5, 2018 |
| Category | Global Bonds |
| Min. Investment | $0 |
| Asset Class | Bond |
Expense Ratio
The DFA Global Sustainability Fixed Income Portfolio has a high expense ratio of 0.26%, indicating higher-than-average management fees.
Share Price Chart
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Popular comparisons: DGSFX vs. DFAPX
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.
Returns By Period
DFA Global Sustainability Fixed Income Portfolio had a return of -2.00% year-to-date (YTD) and 3.36% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -2.00% | 5.84% |
| 1 month | -1.79% | -2.98% |
| 6 months | 6.36% | 22.02% |
| 1 year | 3.36% | 24.47% |
| 5 years (annualized) | 0.07% | 11.44% |
| 10 years (annualized) | N/A | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.11% | -0.95% | 1.28% | |||||||||
| 2023 | -1.75% | -1.10% | 4.66% | 3.81% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
DFA Global Sustainability Fixed Income Portfolio(DGSFX)
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.
Dividends
Dividend History
DFA Global Sustainability Fixed Income Portfolio granted a 4.18% dividend yield in the last twelve months. The annual payout for that period amounted to $0.39 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.39 | $0.39 | $0.18 | $0.16 | $0.20 | $0.36 | $0.02 |
Dividend yield | 4.18% | 4.09% | 1.97% | 1.51% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | |||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.27 |
| 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 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.16 |
| 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 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.23 |
| 2018 | $0.02 |
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 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 21.29%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current DFA Global Sustainability Fixed Income Portfolio drawdown is 11.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.29% | Jan 5, 2021 | 454 | Oct 21, 2022 | — | — | — |
| -8.04% | Mar 9, 2020 | 9 | Mar 19, 2020 | 69 | Jun 26, 2020 | 78 |
| -1.89% | Aug 29, 2019 | 11 | Sep 13, 2019 | 89 | Jan 22, 2020 | 100 |
| -0.79% | Aug 7, 2020 | 15 | Aug 27, 2020 | 5 | Sep 3, 2020 | 20 |
| -0.79% | Jan 4, 2019 | 3 | Jan 8, 2019 | 11 | Jan 24, 2019 | 14 |
Volatility
Volatility Chart
The current DFA Global Sustainability Fixed Income Portfolio volatility is 1.35%, 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.