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DFGBX vs. SAXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFGBX vs. SAXIX - Performance Comparison

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

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DFGBX vs. SAXIX - 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%
SAXIX
SA Global Fixed Income Fund
0.12%4.87%5.33%4.55%-6.79%-1.59%0.89%3.40%1.17%1.17%

Returns By Period

In the year-to-date period, DFGBX achieves a 0.15% return, which is significantly higher than SAXIX's 0.12% return. Both investments have delivered pretty close results over the past 10 years, with DFGBX having a 1.22% annualized return and SAXIX not far behind at 1.19%.


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%

SAXIX

1D
0.23%
1M
-1.36%
YTD
0.12%
6M
0.60%
1Y
3.44%
3Y*
4.50%
5Y*
1.22%
10Y*
1.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFGBX vs. SAXIX - Expense Ratio Comparison

DFGBX has a 0.23% expense ratio, which is lower than SAXIX's 0.71% expense ratio.


Return for Risk

DFGBX vs. SAXIX — 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

SAXIX
SAXIX Risk / Return Rank: 9090
Overall Rank
SAXIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SAXIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SAXIX Omega Ratio Rank: 8888
Omega Ratio Rank
SAXIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SAXIX Martin Ratio Rank: 8989
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. SAXIX - Risk-Adjusted Trends Comparison

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


DFGBXSAXIXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.80

-0.47

Sortino ratio

Return per unit of downside risk

1.56

2.74

-1.17

Omega ratio

Gain probability vs. loss probability

1.47

1.38

+0.10

Calmar ratio

Return relative to maximum drawdown

1.64

2.69

-1.04

Martin ratio

Return relative to average drawdown

5.29

9.77

-4.48

DFGBX vs. SAXIX - Sharpe Ratio Comparison

The current DFGBX Sharpe Ratio is 1.33, which is comparable to the SAXIX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of DFGBX and SAXIX, 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


DFGBXSAXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.80

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.46

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.58

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.64

+0.10

Correlation

The correlation between DFGBX and SAXIX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DFGBX vs. SAXIX - Dividend Comparison

DFGBX's dividend yield for the trailing twelve months is around 3.47%, less than SAXIX's 4.84% 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%
SAXIX
SA Global Fixed Income Fund
4.84%4.85%6.01%0.00%3.58%0.00%2.16%2.83%2.11%0.85%1.25%0.80%

Drawdowns

DFGBX vs. SAXIX - Drawdown Comparison

The maximum DFGBX drawdown since its inception was -9.63%, roughly equal to the maximum SAXIX drawdown of -9.94%. Use the drawdown chart below to compare losses from any high point for DFGBX and SAXIX.


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Drawdown Indicators


DFGBXSAXIXDifference

Max Drawdown

Largest peak-to-trough decline

-9.63%

-9.94%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-1.59%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-9.63%

-9.94%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-9.63%

-9.94%

+0.31%

Current Drawdown

Current decline from peak

-1.13%

-1.36%

+0.23%

Average Drawdown

Average peak-to-trough decline

-0.94%

-1.92%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.44%

-0.01%

Volatility

DFGBX vs. SAXIX - Volatility Comparison

The current volatility for DFA Five Year Global Fixed Income Portfolio (DFGBX) is 0.76%, while SA Global Fixed Income Fund (SAXIX) has a volatility of 0.84%. This indicates that DFGBX experiences smaller price fluctuations and is considered to be less risky than SAXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFGBXSAXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.84%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.97%

1.30%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

1.64%

2.36%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.16%

2.70%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.93%

2.07%

-0.14%