DFGBX vs. ANAZX
Compare and contrast key facts about DFA Five Year Global Fixed Income Portfolio (DFGBX) and AB Global Bond Fund Class Z (ANAZX).
DFGBX is managed by Dimensional. It was launched on Nov 5, 1990. ANAZX is managed by AllianceBernstein. It was launched on Oct 15, 2013.
Performance
DFGBX vs. ANAZX - Performance Comparison
Loading graphics...
Returns By Period
In the year-to-date period, DFGBX achieves a 0.35% return, which is significantly higher than ANAZX's -0.56% return. Over the past 10 years, DFGBX has underperformed ANAZX with an annualized return of 1.23%, while ANAZX has yielded a comparatively higher 1.76% annualized return.
DFGBX
- 1D
- 0.00%
- 1M
- -0.35%
- YTD
- 0.35%
- 6M
- 1.12%
- 1Y
- 2.27%
- 3Y*
- 4.09%
- 5Y*
- 1.14%
- 10Y*
- 1.23%
ANAZX
- 1D
- 0.00%
- 1M
- -1.29%
- YTD
- -0.56%
- 6M
- -0.04%
- 1Y
- 2.55%
- 3Y*
- 3.84%
- 5Y*
- 0.28%
- 10Y*
- 1.76%
DFGBX vs. ANAZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 0.35% | 3.13% | 5.37% | 5.00% | -6.63% | -1.03% | 1.52% | 4.04% | 1.68% | 0.88% |
ANAZX AB Global Bond Fund Class Z | -0.56% | 6.42% | 2.70% | 5.99% | -12.17% | -2.14% | 5.13% | 7.84% | 0.38% | 3.18% |
Correlation
The correlation between DFGBX and ANAZX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.
DFGBX vs. ANAZX - Expense Ratio Comparison
DFGBX has a 0.23% expense ratio, which is lower than ANAZX's 0.52% expense ratio.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFGBX vs. ANAZX — Risk / Return Rank
DFGBX
ANAZX
DFGBX vs. ANAZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) and AB Global Bond Fund Class Z (ANAZX). 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.
| DFGBX | ANAZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 0.94 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.37 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.18 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 0.96 | +0.76 |
Martin ratioReturn relative to average drawdown | 5.37 | 3.74 | +1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFGBX | ANAZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 0.94 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.06 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.47 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.66 | +0.07 |
Drawdowns
DFGBX vs. ANAZX - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -9.63%, smaller than the maximum ANAZX drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for DFGBX and ANAZX.
Loading graphics...
Drawdown Indicators
| DFGBX | ANAZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.63% | -17.24% | +7.61% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -3.13% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -9.63% | -17.24% | +7.61% |
Max Drawdown (10Y)Largest decline over 10 years | -9.63% | -17.24% | +7.61% |
Current DrawdownCurrent decline from peak | -0.93% | -2.27% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -0.94% | -3.42% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 0.80% | -0.36% |
Volatility
DFGBX vs. ANAZX - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.74%, while AB Global Bond Fund Class Z (ANAZX) has a volatility of 1.50%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than ANAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFGBX | ANAZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 1.50% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 0.98% | 2.16% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.64% | 3.35% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.16% | 4.39% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.93% | 3.72% | -1.79% |
Dividends
DFGBX vs. ANAZX - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 3.46%, less than ANAZX's 3.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 3.46% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
ANAZX AB Global Bond Fund Class Z | 3.71% | 4.89% | 3.67% | 2.53% | 8.39% | 2.73% | 2.64% | 3.71% | 3.17% | 2.53% | 3.27% | 4.06% |