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AGBVX vs. DFSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGBVX vs. DFSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Global Bond Fund (AGBVX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX). The values are adjusted to include any dividend payments, if applicable.

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AGBVX vs. DFSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGBVX
American Century Global Bond Fund
-0.44%4.86%2.26%6.58%-12.84%-1.24%4.58%8.41%-0.33%3.74%
DFSHX
DFA Selectively Hedged Global Fixed Income Portfolio
0.11%4.84%5.66%5.55%-6.24%-0.82%2.33%4.82%1.83%2.61%

Returns By Period

In the year-to-date period, AGBVX achieves a -0.44% return, which is significantly lower than DFSHX's 0.11% return. Over the past 10 years, AGBVX has underperformed DFSHX with an annualized return of 1.46%, while DFSHX has yielded a comparatively higher 2.02% annualized return.


AGBVX

1D
0.35%
1M
-1.80%
YTD
-0.44%
6M
0.34%
1Y
3.33%
3Y*
3.29%
5Y*
-0.02%
10Y*
1.46%

DFSHX

1D
0.11%
1M
-0.96%
YTD
0.11%
6M
1.00%
1Y
3.71%
3Y*
4.84%
5Y*
1.75%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGBVX vs. DFSHX - Expense Ratio Comparison

AGBVX has a 0.80% expense ratio, which is higher than DFSHX's 0.16% expense ratio.


Return for Risk

AGBVX vs. DFSHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGBVX
AGBVX Risk / Return Rank: 4949
Overall Rank
AGBVX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AGBVX Sortino Ratio Rank: 5353
Sortino Ratio Rank
AGBVX Omega Ratio Rank: 4444
Omega Ratio Rank
AGBVX Calmar Ratio Rank: 4545
Calmar Ratio Rank
AGBVX Martin Ratio Rank: 4848
Martin Ratio Rank

DFSHX
DFSHX Risk / Return Rank: 9696
Overall Rank
DFSHX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DFSHX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DFSHX Omega Ratio Rank: 9898
Omega Ratio Rank
DFSHX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DFSHX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGBVX vs. DFSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Global Bond Fund (AGBVX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AGBVXDFSHXDifference

Sharpe ratio

Return per unit of total volatility

1.15

3.20

-2.05

Sortino ratio

Return per unit of downside risk

1.61

4.76

-3.15

Omega ratio

Gain probability vs. loss probability

1.21

2.01

-0.79

Calmar ratio

Return relative to maximum drawdown

1.36

2.89

-1.53

Martin ratio

Return relative to average drawdown

5.58

14.20

-8.62

AGBVX vs. DFSHX - Sharpe Ratio Comparison

The current AGBVX Sharpe Ratio is 1.15, which is lower than the DFSHX Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of AGBVX and DFSHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AGBVXDFSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

3.20

-2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.53

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.76

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.46

+0.07

Correlation

The correlation between AGBVX and DFSHX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AGBVX vs. DFSHX - Dividend Comparison

AGBVX's dividend yield for the trailing twelve months is around 4.05%, less than DFSHX's 4.25% yield.


TTM20252024202320222021202020192018201720162015
AGBVX
American Century Global Bond Fund
4.05%4.68%2.71%1.88%7.39%2.15%0.90%1.72%6.01%1.91%1.43%0.44%
DFSHX
DFA Selectively Hedged Global Fixed Income Portfolio
4.25%4.26%4.50%3.90%0.04%1.77%0.03%2.52%3.23%1.75%1.63%1.11%

Drawdowns

AGBVX vs. DFSHX - Drawdown Comparison

The maximum AGBVX drawdown since its inception was -16.32%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for AGBVX and DFSHX.


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Drawdown Indicators


AGBVXDFSHXDifference

Max Drawdown

Largest peak-to-trough decline

-16.32%

-9.58%

-6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-1.28%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

-9.58%

-6.74%

Max Drawdown (10Y)

Largest decline over 10 years

-16.32%

-9.58%

-6.74%

Current Drawdown

Current decline from peak

-2.25%

-1.07%

-1.18%

Average Drawdown

Average peak-to-trough decline

-3.35%

-2.32%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.26%

+0.40%

Volatility

AGBVX vs. DFSHX - Volatility Comparison

American Century Global Bond Fund (AGBVX) has a higher volatility of 1.38% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.69%. This indicates that AGBVX's price experiences larger fluctuations and is considered to be riskier than DFSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGBVXDFSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

0.69%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

0.94%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.13%

1.17%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

3.34%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.69%

2.66%

+1.03%