DFGBX vs. DFSHX
Compare and contrast key facts about DFA Five Year Global Fixed Income Portfolio (DFGBX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX).
DFGBX is managed by Dimensional Fund Advisors LP. It was launched on Nov 5, 1990. DFSHX is managed by Dimensional Fund Advisors LP. It was launched on Jan 8, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGBX or DFSHX.
Correlation
The correlation between DFGBX and DFSHX is -0.22. 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.
Performance
DFGBX vs. DFSHX - Performance Comparison
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Key characteristics
DFGBX:
8.00
DFSHX:
7.77
DFGBX:
253.49
DFSHX:
48.05
DFGBX:
254.49
DFSHX:
49.05
DFGBX:
2.31
DFSHX:
10.28
DFGBX:
2,915.30
DFSHX:
295.72
DFGBX:
0.00%
DFSHX:
0.02%
DFGBX:
0.62%
DFSHX:
0.69%
DFGBX:
-9.63%
DFSHX:
-16.65%
DFGBX:
0.00%
DFSHX:
0.00%
Returns By Period
The year-to-date returns for both investments are quite close, with DFGBX having a 1.60% return and DFSHX slightly higher at 1.63%. Over the past 10 years, DFGBX has underperformed DFSHX with an annualized return of 1.41%, while DFSHX has yielded a comparatively higher 1.58% annualized return.
DFGBX
1.60%
0.39%
2.30%
4.95%
0.92%
1.41%
DFSHX
1.63%
0.43%
2.31%
5.29%
1.55%
1.58%
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DFGBX vs. DFSHX - Expense Ratio Comparison
DFGBX has a 0.23% expense ratio, which is higher than DFSHX's 0.16% 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%.
Risk-Adjusted Performance
DFGBX vs. DFSHX — Risk-Adjusted Performance Rank
DFGBX
DFSHX
DFGBX vs. DFSHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Five Year Global Fixed Income Portfolio (DFGBX) 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.
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Dividends
DFGBX vs. DFSHX - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 4.62%, more than DFSHX's 4.42% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 4.62% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 1.90% | 1.68% | 1.41% | 2.18% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.42% | 4.49% | 3.91% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% | 1.59% |
Drawdowns
DFGBX vs. DFSHX - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -9.63%, smaller than the maximum DFSHX drawdown of -16.65%. Use the drawdown chart below to compare losses from any high point for DFGBX and DFSHX. For additional features, visit the drawdowns tool.
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Volatility
DFGBX vs. DFSHX - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.18%, while DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) has a volatility of 0.20%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than DFSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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