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DFGBX vs. DFAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFGBX vs. DFAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Five Year Global Fixed Income Portfolio (DFGBX) and DFA Investment Grade Portfolio (DFAPX). The values are adjusted to include any dividend payments, if applicable.

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DFGBX vs. DFAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFGBX
DFA Five Year Global Fixed Income Portfolio
0.15%3.13%5.37%5.00%-6.63%-1.03%1.52%4.04%1.68%0.88%
DFAPX
DFA Investment Grade Portfolio
-0.34%7.22%1.81%6.84%-12.92%-1.57%9.19%9.97%-0.24%3.37%

Returns By Period

In the year-to-date period, DFGBX achieves a 0.15% return, which is significantly higher than DFAPX's -0.34% return. Over the past 10 years, DFGBX has underperformed DFAPX with an annualized return of 1.22%, while DFAPX has yielded a comparatively higher 2.04% annualized return.


DFGBX

1D
0.25%
1M
-1.13%
YTD
0.15%
6M
1.02%
1Y
2.16%
3Y*
4.06%
5Y*
1.09%
10Y*
1.22%

DFAPX

1D
0.45%
1M
-2.17%
YTD
-0.34%
6M
0.41%
1Y
4.02%
3Y*
4.07%
5Y*
0.67%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFGBX vs. DFAPX - Expense Ratio Comparison

DFGBX has a 0.23% expense ratio, which is higher than DFAPX's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DFGBX vs. DFAPX — Risk / Return Rank

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

DFGBX
DFGBX Risk / Return Rank: 7171
Overall Rank
DFGBX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DFGBX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DFGBX Omega Ratio Rank: 9494
Omega Ratio Rank
DFGBX Calmar Ratio Rank: 7272
Calmar Ratio Rank
DFGBX Martin Ratio Rank: 5555
Martin Ratio Rank

DFAPX
DFAPX Risk / Return Rank: 5555
Overall Rank
DFAPX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DFAPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
DFAPX Omega Ratio Rank: 4040
Omega Ratio Rank
DFAPX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DFAPX Martin Ratio Rank: 5555
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.

DFGBX vs. DFAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) and DFA Investment Grade Portfolio (DFAPX). 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.


DFGBXDFAPXDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.98

+0.35

Sortino ratio

Return per unit of downside risk

1.56

1.41

+0.15

Omega ratio

Gain probability vs. loss probability

1.47

1.18

+0.29

Calmar ratio

Return relative to maximum drawdown

1.64

1.81

-0.17

Martin ratio

Return relative to average drawdown

5.29

5.33

-0.03

DFGBX vs. DFAPX - Sharpe Ratio Comparison

The current DFGBX Sharpe Ratio is 1.33, which is higher than the DFAPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DFGBX and DFAPX, 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


DFGBXDFAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.98

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.12

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.42

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.48

+0.26

Correlation

The correlation between DFGBX and DFAPX is 0.65, 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

DFGBX vs. DFAPX - Dividend Comparison

DFGBX's dividend yield for the trailing twelve months is around 3.47%, less than DFAPX's 3.78% yield.


TTM20252024202320222021202020192018201720162015
DFGBX
DFA Five Year Global Fixed Income Portfolio
3.47%2.91%4.69%3.61%1.63%0.73%0.03%2.30%4.74%0.89%1.16%1.72%
DFAPX
DFA Investment Grade Portfolio
3.78%3.78%3.79%3.31%2.62%3.31%2.14%2.59%2.67%2.21%2.12%2.45%

Drawdowns

DFGBX vs. DFAPX - Drawdown Comparison

The maximum DFGBX drawdown since its inception was -9.63%, smaller than the maximum DFAPX drawdown of -18.30%. Use the drawdown chart below to compare losses from any high point for DFGBX and DFAPX.


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Drawdown Indicators


DFGBXDFAPXDifference

Max Drawdown

Largest peak-to-trough decline

-9.63%

-18.30%

+8.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-2.61%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-9.63%

-18.22%

+8.59%

Max Drawdown (10Y)

Largest decline over 10 years

-9.63%

-18.30%

+8.67%

Current Drawdown

Current decline from peak

-1.13%

-2.17%

+1.04%

Average Drawdown

Average peak-to-trough decline

-0.94%

-3.50%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.89%

-0.46%

Volatility

DFGBX vs. DFAPX - Volatility Comparison

The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.76%, while DFA Investment Grade Portfolio (DFAPX) has a volatility of 1.57%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than DFAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFGBXDFAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

1.57%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

0.97%

2.52%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.64%

4.34%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.16%

5.80%

-3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.93%

4.88%

-2.95%