DFGFX vs. ANAZX
Compare and contrast key facts about DFA Two Year Global Fixed Income Portfolio (DFGFX) and AB Global Bond Fund Class Z (ANAZX).
DFGFX is managed by Dimensional. It was launched on Feb 8, 1996. ANAZX is managed by AllianceBernstein. It was launched on Oct 15, 2013.
Performance
DFGFX vs. ANAZX - Performance Comparison
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DFGFX vs. ANAZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGFX DFA Two Year Global Fixed Income Portfolio | 0.77% | 2.89% | 5.36% | 4.95% | -2.62% | -0.37% | 0.88% | 2.87% | 1.91% | 0.93% |
ANAZX AB Global Bond Fund Class Z | -0.85% | 6.42% | 2.70% | 5.99% | -12.17% | -2.14% | 5.13% | 7.84% | 0.38% | 3.18% |
Returns By Period
In the year-to-date period, DFGFX achieves a 0.77% return, which is significantly higher than ANAZX's -0.85% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: DFGFX at 1.75% and ANAZX at 1.75%.
DFGFX
- 1D
- 0.00%
- 1M
- 0.05%
- YTD
- 0.77%
- 6M
- 1.69%
- 1Y
- 2.53%
- 3Y*
- 4.23%
- 5Y*
- 2.13%
- 10Y*
- 1.75%
ANAZX
- 1D
- 0.15%
- 1M
- -2.28%
- YTD
- -0.85%
- 6M
- -0.33%
- 1Y
- 2.70%
- 3Y*
- 3.84%
- 5Y*
- 0.23%
- 10Y*
- 1.75%
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DFGFX vs. ANAZX - Expense Ratio Comparison
DFGFX has a 0.16% expense ratio, which is lower than ANAZX's 0.52% expense ratio.
Return for Risk
DFGFX vs. ANAZX — Risk / Return Rank
DFGFX
ANAZX
DFGFX vs. ANAZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two Year Global Fixed Income Portfolio (DFGFX) and AB Global Bond Fund Class Z (ANAZX). 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.
| DFGFX | ANAZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 0.90 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.31 | +0.47 |
Omega ratioGain probability vs. loss probability | 2.55 | 1.17 | +1.37 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.21 | +0.66 |
Martin ratioReturn relative to average drawdown | 5.76 | 4.88 | +0.88 |
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
| DFGFX | ANAZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.90 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.05 | +1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.29 | 0.47 | +0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.27 | 0.66 | +1.62 |
Correlation
The correlation between DFGFX and ANAZX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DFGFX vs. ANAZX - Dividend Comparison
DFGFX's dividend yield for the trailing twelve months is around 3.12%, less than ANAZX's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGFX DFA Two Year Global Fixed Income Portfolio | 3.12% | 2.67% | 4.77% | 3.19% | 1.17% | 0.23% | 0.57% | 2.24% | 2.21% | 1.54% | 0.65% | 0.02% |
ANAZX AB Global Bond Fund Class Z | 3.73% | 4.89% | 3.67% | 2.53% | 8.39% | 2.73% | 2.64% | 3.71% | 3.17% | 2.53% | 3.27% | 4.06% |
Drawdowns
DFGFX vs. ANAZX - Drawdown Comparison
The maximum DFGFX drawdown since its inception was -4.00%, smaller than the maximum ANAZX drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for DFGFX and ANAZX.
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Drawdown Indicators
| DFGFX | ANAZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.00% | -17.24% | +13.24% |
Max Drawdown (1Y)Largest decline over 1 year | -1.41% | -3.13% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -4.00% | -17.24% | +13.24% |
Max Drawdown (10Y)Largest decline over 10 years | -4.00% | -17.24% | +13.24% |
Current DrawdownCurrent decline from peak | 0.00% | -2.56% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -0.23% | -3.42% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 0.77% | -0.31% |
Volatility
DFGFX vs. ANAZX - Volatility Comparison
The current volatility for DFA Two Year Global Fixed Income Portfolio (DFGFX) is 0.22%, while AB Global Bond Fund Class Z (ANAZX) has a volatility of 1.49%. This indicates that DFGFX experiences smaller price fluctuations and is considered to be less risky than ANAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGFX | ANAZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.22% | 1.49% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 0.45% | 2.18% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.56% | 3.43% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.81% | 4.39% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.36% | 3.72% | -2.36% |