DFAPX vs. DGSFX
Compare and contrast key facts about DFA Investment Grade Portfolio (DFAPX) and DFA Global Sustainability Fixed Income Portfolio (DGSFX).
DFAPX is managed by Dimensional Fund Advisors LP. It was launched on Mar 7, 2011. DGSFX is managed by Dimensional Fund Advisors LP. It was launched on Nov 5, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAPX or DGSFX.
Key characteristics
| DFAPX | DGSFX | |
|---|---|---|
| YTD Return | -0.68% | -0.74% |
| 1Y Return | 2.51% | 4.81% |
| 3Y Return (Ann) | -2.42% | -2.49% |
| 5Y Return (Ann) | 0.78% | 0.23% |
| Sharpe Ratio | 0.41 | 0.89 |
| Daily Std Dev | 5.60% | 5.04% |
| Max Drawdown | -18.75% | -21.29% |
| Current Drawdown | -9.63% | -10.60% |
Correlation
The correlation between DFAPX and DGSFX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFAPX vs. DGSFX - Performance Comparison
In the year-to-date period, DFAPX achieves a -0.68% return, which is significantly higher than DGSFX's -0.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFAPX vs. DGSFX - Expense Ratio Comparison
DFAPX has a 0.20% expense ratio, which is lower than DGSFX's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFAPX vs. DGSFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Investment Grade Portfolio (DFAPX) and DFA Global Sustainability Fixed Income Portfolio (DGSFX). 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.
Dividends
DFAPX vs. DGSFX - Dividend Comparison
DFAPX's dividend yield for the trailing twelve months is around 3.25%, less than DGSFX's 4.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAPX DFA Investment Grade Portfolio | 3.25% | 3.31% | 2.62% | 2.76% | 2.14% | 2.73% | 2.67% | 2.21% | 2.12% | 2.45% | 2.43% | 2.30% |
DGSFX DFA Global Sustainability Fixed Income Portfolio | 4.12% | 4.09% | 1.97% | 1.51% | 1.72% | 3.37% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFAPX vs. DGSFX - Drawdown Comparison
The maximum DFAPX drawdown since its inception was -18.75%, smaller than the maximum DGSFX drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for DFAPX and DGSFX. For additional features, visit the drawdowns tool.
Volatility
DFAPX vs. DGSFX - Volatility Comparison
DFA Investment Grade Portfolio (DFAPX) has a higher volatility of 1.15% compared to DFA Global Sustainability Fixed Income Portfolio (DGSFX) at 0.96%. This indicates that DFAPX's price experiences larger fluctuations and is considered to be riskier than DGSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.