DFGBX vs. DGEIX
Compare and contrast key facts about DFA Five Year Global Fixed Income Portfolio (DFGBX) and DFA Global Equity Portfolio Institutional Class (DGEIX).
DFGBX is managed by Dimensional. It was launched on Nov 5, 1990. DGEIX is managed by Dimensional. It was launched on Dec 24, 2003.
Performance
DFGBX vs. DGEIX - Performance Comparison
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DFGBX vs. DGEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGBX DFA Five Year Global Fixed Income Portfolio | 0.25% | 3.13% | 5.37% | 5.00% | -6.63% | -1.03% | 1.52% | 4.04% | 1.68% | 0.88% |
DGEIX DFA Global Equity Portfolio Institutional Class | -0.29% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
Returns By Period
In the year-to-date period, DFGBX achieves a 0.25% return, which is significantly higher than DGEIX's -0.29% return. Over the past 10 years, DFGBX has underperformed DGEIX with an annualized return of 1.23%, while DGEIX has yielded a comparatively higher 11.39% annualized return.
DFGBX
- 1D
- 0.10%
- 1M
- -0.84%
- YTD
- 0.25%
- 6M
- 1.12%
- 1Y
- 2.26%
- 3Y*
- 4.09%
- 5Y*
- 1.11%
- 10Y*
- 1.23%
DGEIX
- 1D
- 2.71%
- 1M
- -5.64%
- YTD
- -0.29%
- 6M
- 2.53%
- 1Y
- 21.51%
- 3Y*
- 16.34%
- 5Y*
- 9.15%
- 10Y*
- 11.39%
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DFGBX vs. DGEIX - Expense Ratio Comparison
DFGBX has a 0.23% expense ratio, which is lower than DGEIX's 0.25% 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%.
Return for Risk
DFGBX vs. DGEIX — Risk / Return Rank
DFGBX
DGEIX
DFGBX vs. DGEIX - 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 Global Equity Portfolio Institutional Class (DGEIX). 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 | DGEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.33 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.92 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.29 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.84 | -0.12 |
Martin ratioReturn relative to average drawdown | 5.47 | 8.72 | -3.25 |
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 | DGEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.33 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.59 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.68 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.48 | +0.25 |
Correlation
The correlation between DFGBX and DGEIX is -0.17. 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. DGEIX - Dividend Comparison
DFGBX's dividend yield for the trailing twelve months is around 3.46%, more than DGEIX's 3.04% 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% |
DGEIX DFA Global Equity Portfolio Institutional Class | 3.04% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
Drawdowns
DFGBX vs. DGEIX - Drawdown Comparison
The maximum DFGBX drawdown since its inception was -9.63%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DFGBX and DGEIX.
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Drawdown Indicators
| DFGBX | DGEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.63% | -59.77% | +50.14% |
Max Drawdown (1Y)Largest decline over 1 year | -1.38% | -12.05% | +10.67% |
Max Drawdown (5Y)Largest decline over 5 years | -9.63% | -25.20% | +15.57% |
Max Drawdown (10Y)Largest decline over 10 years | -9.63% | -37.00% | +27.37% |
Current DrawdownCurrent decline from peak | -1.03% | -6.38% | +5.35% |
Average DrawdownAverage peak-to-trough decline | -0.94% | -8.05% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.43% | 2.54% | -2.11% |
Volatility
DFGBX vs. DGEIX - Volatility Comparison
The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.76%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 5.52%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGBX | DGEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 5.52% | -4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 0.98% | 9.23% | -8.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.64% | 16.60% | -14.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.16% | 15.65% | -13.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.93% | 16.86% | -14.93% |