DFSHX vs. ANAGX
Compare and contrast key facts about DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and AB Global Bond Fund (ANAGX).
DFSHX is managed by Dimensional. It was launched on Jan 8, 2008. ANAGX is managed by AllianceBernstein. It was launched on Mar 26, 1992.
Performance
DFSHX vs. ANAGX - Performance Comparison
Loading graphics...
DFSHX vs. ANAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.11% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 2.61% |
ANAGX AB Global Bond Fund | -0.89% | 4.97% | 1.73% | 6.53% | -12.41% | -2.49% | 4.72% | 7.44% | 0.09% | 2.99% |
Returns By Period
In the year-to-date period, DFSHX achieves a 0.11% return, which is significantly higher than ANAGX's -0.89% return. Over the past 10 years, DFSHX has outperformed ANAGX with an annualized return of 2.02%, while ANAGX has yielded a comparatively lower 1.35% annualized return.
DFSHX
- 1D
- 0.11%
- 1M
- -0.96%
- YTD
- 0.11%
- 6M
- 1.00%
- 1Y
- 3.71%
- 3Y*
- 4.84%
- 5Y*
- 1.75%
- 10Y*
- 2.02%
ANAGX
- 1D
- 0.15%
- 1M
- -2.28%
- YTD
- -0.89%
- 6M
- -0.30%
- 1Y
- 2.27%
- 3Y*
- 3.11%
- 5Y*
- -0.29%
- 10Y*
- 1.35%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFSHX vs. ANAGX - Expense Ratio Comparison
DFSHX has a 0.16% expense ratio, which is lower than ANAGX's 0.80% expense ratio.
Return for Risk
DFSHX vs. ANAGX — Risk / Return Rank
DFSHX
ANAGX
DFSHX vs. ANAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and AB Global Bond Fund (ANAGX). 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.
| DFSHX | ANAGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.20 | 0.79 | +2.41 |
Sortino ratioReturn per unit of downside risk | 4.76 | 1.09 | +3.66 |
Omega ratioGain probability vs. loss probability | 2.01 | 1.15 | +0.86 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 0.92 | +1.98 |
Martin ratioReturn relative to average drawdown | 14.20 | 3.73 | +10.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFSHX | ANAGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.20 | 0.79 | +2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | -0.07 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.36 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.71 | -0.25 |
Correlation
The correlation between DFSHX and ANAGX is 0.40, 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
DFSHX vs. ANAGX - Dividend Comparison
DFSHX's dividend yield for the trailing twelve months is around 4.25%, more than ANAGX's 3.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.25% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
ANAGX AB Global Bond Fund | 3.15% | 3.40% | 2.88% | 2.87% | 8.08% | 2.37% | 2.38% | 3.22% | 3.01% | 2.23% | 2.96% | 3.69% |
Drawdowns
DFSHX vs. ANAGX - Drawdown Comparison
The maximum DFSHX drawdown since its inception was -9.58%, smaller than the maximum ANAGX drawdown of -44.21%. Use the drawdown chart below to compare losses from any high point for DFSHX and ANAGX.
Loading graphics...
Drawdown Indicators
| DFSHX | ANAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.58% | -44.21% | +34.63% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -3.12% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -9.58% | -17.60% | +8.02% |
Max Drawdown (10Y)Largest decline over 10 years | -9.58% | -17.60% | +8.02% |
Current DrawdownCurrent decline from peak | -1.07% | -3.88% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -3.68% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 0.77% | -0.51% |
Volatility
DFSHX vs. ANAGX - Volatility Comparison
The current volatility for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) is 0.69%, while AB Global Bond Fund (ANAGX) has a volatility of 1.51%. This indicates that DFSHX experiences smaller price fluctuations and is considered to be less risky than ANAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFSHX | ANAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 1.51% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 0.94% | 2.20% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.17% | 3.26% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.34% | 4.36% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.66% | 3.70% | -1.04% |