DFGFX vs. PFORX
Compare and contrast key facts about DFA Two Year Global Fixed Income Portfolio (DFGFX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX).
DFGFX is managed by Dimensional. It was launched on Feb 8, 1996. PFORX is managed by PIMCO. It was launched on Dec 1, 1992.
Performance
DFGFX vs. PFORX - Performance Comparison
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DFGFX vs. PFORX - 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% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | -1.93% | 4.33% | 5.70% | 9.52% | -10.33% | -1.67% | 6.17% | 7.64% | 2.64% | 3.52% |
Returns By Period
In the year-to-date period, DFGFX achieves a 0.77% return, which is significantly higher than PFORX's -1.93% return. Over the past 10 years, DFGFX has underperformed PFORX with an annualized return of 1.75%, while PFORX has yielded a comparatively higher 2.80% annualized return.
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%
PFORX
- 1D
- 0.31%
- 1M
- -3.10%
- YTD
- -1.93%
- 6M
- -0.89%
- 1Y
- 1.84%
- 3Y*
- 4.82%
- 5Y*
- 1.13%
- 10Y*
- 2.80%
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DFGFX vs. PFORX - Expense Ratio Comparison
DFGFX has a 0.16% expense ratio, which is lower than PFORX's 0.50% expense ratio.
Return for Risk
DFGFX vs. PFORX — Risk / Return Rank
DFGFX
PFORX
DFGFX vs. PFORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Two Year Global Fixed Income Portfolio (DFGFX) and PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX). 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 | PFORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 0.61 | +1.03 |
Sortino ratioReturn per unit of downside risk | 1.78 | 0.86 | +0.93 |
Omega ratioGain probability vs. loss probability | 2.55 | 1.12 | +1.43 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 0.66 | +1.20 |
Martin ratioReturn relative to average drawdown | 5.76 | 2.97 | +2.79 |
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 | PFORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 0.61 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.33 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.29 | 0.91 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.27 | 1.25 | +1.02 |
Correlation
The correlation between DFGFX and PFORX is 0.23, 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. PFORX - Dividend Comparison
DFGFX's dividend yield for the trailing twelve months is around 3.12%, less than PFORX's 3.86% 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% |
PFORX PIMCO International Bond Fund (U.S. Dollar-Hedged) | 3.86% | 4.23% | 4.91% | 3.02% | 3.65% | 1.55% | 2.46% | 6.86% | 2.90% | 1.46% | 1.38% | 9.12% |
Drawdowns
DFGFX vs. PFORX - Drawdown Comparison
The maximum DFGFX drawdown since its inception was -4.00%, smaller than the maximum PFORX drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for DFGFX and PFORX.
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Drawdown Indicators
| DFGFX | PFORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.00% | -13.87% | +9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -1.41% | -3.99% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -4.00% | -13.71% | +9.71% |
Max Drawdown (10Y)Largest decline over 10 years | -4.00% | -13.87% | +9.87% |
Current DrawdownCurrent decline from peak | 0.00% | -3.39% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -0.23% | -1.95% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 0.89% | -0.43% |
Volatility
DFGFX vs. PFORX - Volatility Comparison
The current volatility for DFA Two Year Global Fixed Income Portfolio (DFGFX) is 0.22%, while PIMCO International Bond Fund (U.S. Dollar-Hedged) (PFORX) has a volatility of 1.99%. This indicates that DFGFX experiences smaller price fluctuations and is considered to be less risky than PFORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGFX | PFORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.22% | 1.99% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 0.45% | 2.55% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.56% | 3.39% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.81% | 3.47% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.36% | 3.08% | -1.72% |