DFA World ex U.S. Government Fixed Income Portfolio (DWFIX)
The fund seeks its investment objective by investing in a universe of obligations issued or guaranteed primarily by non-U.S. government issuers, their agencies and instrumentalities and supranational organizations having investment grade credit ratings at the time of purchase. Under normal circumstances, the Portfolio will invest at least 80% of its net assets in fixed income securities issued or guaranteed by foreign governments or their authorities, agencies, instrumentalities or political subdivisions. The fund is non-diversified.
Fund Info
| ISIN | US23320G3231 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Dec 5, 2011 |
| Category | Global Bonds |
| Min. Investment | $0 |
| Asset Class | Bond |
Expense Ratio
The DFA World ex U.S. Government Fixed Income Portfolio has a high expense ratio of 0.20%, 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 World ex U.S. Government 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 World ex U.S. Government Fixed Income Portfolio had a return of -3.04% year-to-date (YTD) and 3.19% in the last 12 months. Over the past 10 years, DFA World ex U.S. Government Fixed Income Portfolio had an annualized return of 1.74%, while the S&P 500 had an annualized return of 10.46%, indicating that DFA World ex U.S. Government Fixed Income Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -3.04% | 5.84% |
| 1 month | -2.13% | -2.98% |
| 6 months | 5.66% | 22.02% |
| 1 year | 3.19% | 24.47% |
| 5 years (annualized) | -1.76% | 11.44% |
| 10 years (annualized) | 1.74% | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.82% | -1.18% | 1.55% | |||||||||
| 2023 | -1.97% | -0.12% | 3.71% | 4.68% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
DFA World ex U.S. Government Fixed Income Portfolio(DWFIX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA World ex U.S. Government Fixed Income Portfolio granted a 4.60% dividend yield in the last twelve months. The annual payout for that period amounted to $0.38 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.38 | $0.38 | $0.00 | $0.19 | $0.18 | $0.44 | $0.76 | $0.14 | $0.28 | $0.72 | $0.95 | $0.19 |
Dividend yield | 4.60% | 4.46% | 0.01% | 1.86% | 1.69% | 4.31% | 7.77% | 1.33% | 2.77% | 7.38% | 9.21% | 1.85% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA World ex U.S. Government 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 | $0.15 | $0.00 | $0.00 | $0.23 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.76 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 |
| 2014 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.74 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 |
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 World ex U.S. Government 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 World ex U.S. Government Fixed Income Portfolio was 24.76%, occurring on Oct 12, 2022. The portfolio has not yet recovered.
The current DFA World ex U.S. Government Fixed Income Portfolio drawdown is 17.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.76% | Jan 5, 2021 | 447 | Oct 12, 2022 | — | — | — |
| -6.34% | Mar 10, 2020 | 8 | Mar 19, 2020 | 146 | Oct 15, 2020 | 154 |
| -5.73% | May 3, 2013 | 90 | Sep 10, 2013 | 170 | May 14, 2014 | 260 |
| -5.6% | Apr 16, 2015 | 39 | Jun 10, 2015 | 164 | Feb 3, 2016 | 203 |
| -5.13% | Sep 28, 2016 | 83 | Jan 26, 2017 | 148 | Aug 28, 2017 | 231 |
Volatility
Volatility Chart
The current DFA World ex U.S. Government Fixed Income Portfolio volatility is 1.95%, 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.