ANAZX vs. DFSHX
Compare and contrast key facts about AB Global Bond Fund Class Z (ANAZX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX).
ANAZX is managed by AllianceBernstein. It was launched on Oct 15, 2013. DFSHX is managed by Dimensional. It was launched on Jan 8, 2008.
Performance
ANAZX vs. DFSHX - Performance Comparison
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ANAZX vs. DFSHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANAZX AB Global Bond Fund Class Z | -0.99% | 6.42% | 2.70% | 5.99% | -12.17% | -2.14% | 5.13% | 7.84% | 0.38% | 3.18% |
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, ANAZX has underperformed DFSHX with an annualized return of 1.73%, while DFSHX has yielded a comparatively higher 2.01% annualized return.
ANAZX
- 1D
- 0.44%
- 1M
- -2.70%
- YTD
- -0.99%
- 6M
- -0.48%
- 1Y
- 2.84%
- 3Y*
- 3.79%
- 5Y*
- 0.22%
- 10Y*
- 1.73%
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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ANAZX vs. DFSHX - Expense Ratio Comparison
ANAZX has a 0.52% expense ratio, which is higher than DFSHX's 0.16% expense ratio.
Return for Risk
ANAZX vs. DFSHX — Risk / Return Rank
ANAZX
DFSHX
ANAZX vs. DFSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Global Bond Fund Class Z (ANAZX) 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.
| ANAZX | DFSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 3.11 | -2.05 |
Sortino ratioReturn per unit of downside risk | 1.57 | 4.62 | -3.05 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.98 | -0.77 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.89 | -1.63 |
Martin ratioReturn relative to average drawdown | 5.19 | 14.69 | -9.50 |
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
| ANAZX | DFSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 3.11 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.53 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.76 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.46 | +0.19 |
Correlation
The correlation between ANAZX and DFSHX is 0.41, 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
ANAZX vs. DFSHX - Dividend Comparison
ANAZX's dividend yield for the trailing twelve months is around 3.73%, less than DFSHX's 4.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANAZX AB Global Bond Fund Class Z | 3.73% | 4.89% | 3.67% | 2.53% | 8.39% | 2.73% | 2.64% | 3.71% | 3.17% | 2.53% | 3.27% | 4.06% |
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
ANAZX vs. DFSHX - Drawdown Comparison
The maximum ANAZX drawdown since its inception was -17.24%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for ANAZX and DFSHX.
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Drawdown Indicators
| ANAZX | DFSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.24% | -9.58% | -7.66% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -1.28% | -1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -9.58% | -7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -17.24% | -9.58% | -7.66% |
Current DrawdownCurrent decline from peak | -2.70% | -1.18% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -2.32% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.25% | +0.51% |
Volatility
ANAZX vs. DFSHX - Volatility Comparison
AB Global Bond Fund Class Z (ANAZX) has a higher volatility of 1.47% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.67%. This indicates that ANAZX'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
| ANAZX | DFSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 0.67% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 2.18% | 0.94% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 1.17% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 3.34% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.72% | 2.66% | +1.06% |