ANAGX vs. DFSHX
Compare and contrast key facts about AB Global Bond Fund (ANAGX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX).
ANAGX is managed by AllianceBernstein. It was launched on Mar 26, 1992. DFSHX is managed by Dimensional. It was launched on Jan 8, 2008.
Performance
ANAGX vs. DFSHX - Performance Comparison
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ANAGX vs. DFSHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANAGX AB Global Bond Fund | -1.03% | 4.97% | 1.73% | 6.53% | -12.41% | -2.49% | 4.72% | 7.44% | 0.09% | 2.99% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.00% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 2.61% |
Returns By Period
Over the past 10 years, ANAGX has underperformed DFSHX with an annualized return of 1.33%, while DFSHX has yielded a comparatively higher 2.01% annualized return.
ANAGX
- 1D
- 0.44%
- 1M
- -2.70%
- YTD
- -1.03%
- 6M
- -0.44%
- 1Y
- 2.41%
- 3Y*
- 3.06%
- 5Y*
- -0.27%
- 10Y*
- 1.33%
DFSHX
- 1D
- 0.11%
- 1M
- -1.18%
- YTD
- 0.00%
- 6M
- 0.89%
- 1Y
- 3.60%
- 3Y*
- 4.80%
- 5Y*
- 1.75%
- 10Y*
- 2.01%
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ANAGX vs. DFSHX - Expense Ratio Comparison
ANAGX has a 0.80% expense ratio, which is higher than DFSHX's 0.16% expense ratio.
Return for Risk
ANAGX vs. DFSHX — Risk / Return Rank
ANAGX
DFSHX
ANAGX vs. DFSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Global Bond Fund (ANAGX) 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.
| ANAGX | DFSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 3.11 | -2.28 |
Sortino ratioReturn per unit of downside risk | 1.15 | 4.62 | -3.46 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.98 | -0.82 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.89 | -1.88 |
Martin ratioReturn relative to average drawdown | 4.21 | 14.69 | -10.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANAGX | DFSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 3.11 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.53 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.76 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.46 | +0.25 |
Correlation
The correlation between ANAGX and DFSHX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ANAGX vs. DFSHX - Dividend Comparison
ANAGX's dividend yield for the trailing twelve months is around 3.16%, less than DFSHX's 4.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANAGX AB Global Bond Fund | 3.16% | 3.40% | 2.88% | 2.87% | 8.08% | 2.37% | 2.38% | 3.22% | 3.01% | 2.23% | 2.96% | 3.69% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.26% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
Drawdowns
ANAGX vs. DFSHX - Drawdown Comparison
The maximum ANAGX drawdown since its inception was -44.21%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for ANAGX and DFSHX.
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Drawdown Indicators
| ANAGX | DFSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.21% | -9.58% | -34.63% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -1.28% | -1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.60% | -9.58% | -8.02% |
Max Drawdown (10Y)Largest decline over 10 years | -17.60% | -9.58% | -8.02% |
Current DrawdownCurrent decline from peak | -4.02% | -1.18% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -2.32% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 0.25% | +0.50% |
Volatility
ANAGX vs. DFSHX - Volatility Comparison
AB Global Bond Fund (ANAGX) has a higher volatility of 1.50% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.67%. This indicates that ANAGX'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
| ANAGX | DFSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.50% | 0.67% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.20% | 0.94% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.27% | 1.17% | +2.10% |
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 | 3.70% | 2.66% | +1.04% |