DFGBX vs. DFEOX
Compare and contrast key facts about DFA Five Year Global Fixed Income Portfolio (DFGBX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFGBX is managed by Dimensional. It was launched on Nov 5, 1990. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFGBX vs. DFEOX - Performance Comparison
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DFGBX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFGBX achieves a 0.15% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFGBX has underperformed DFEOX with an annualized return of 1.22%, while DFEOX has yielded a comparatively higher 12.94% 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%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DFGBX vs. DFEOX - Expense Ratio Comparison
DFGBX has a 0.23% expense ratio, which is higher than DFEOX's 0.14% 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. DFEOX — Risk / Return Rank
DFGBX
DFEOX
DFGBX vs. DFEOX - 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 US Core Equity 1 Portfolio I (DFEOX). 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 | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.93 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.43 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.22 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.98 | +0.67 |
Martin ratioReturn relative to average drawdown | 5.29 | 4.74 | +0.55 |
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
| DFGBX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.93 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.62 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.72 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.51 | +0.23 |
Correlation
The correlation between DFGBX and DFEOX is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DFGBX vs. DFEOX - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 3.47%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DFGBX vs. DFEOX - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -9.63%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFGBX and DFEOX.
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Drawdown Indicators
| DFGBX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.63% | -56.77% | +47.14% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -12.58% | +11.20% |
Max Drawdown (5Y)Largest decline over 5 years | -9.63% | -22.86% | +13.23% |
Max Drawdown (10Y)Largest decline over 10 years | -9.63% | -36.55% | +26.92% |
Current DrawdownCurrent decline from peak | -1.13% | -8.28% | +7.15% |
Average DrawdownAverage peak-to-trough decline | -0.94% | -7.25% | +6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 2.69% | -2.26% |
Volatility
DFGBX vs. DFEOX - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.76%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGBX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 4.20% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 0.97% | 8.49% | -7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.64% | 17.87% | -16.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.16% | 16.88% | -14.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.93% | 17.98% | -16.05% |