DFSHX vs. PSAIX
Compare and contrast key facts about DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and PIMCO Global Advantage Strategy Bond Fund (PSAIX).
DFSHX is managed by Dimensional. It was launched on Jan 8, 2008. PSAIX is managed by PIMCO. It was launched on Feb 4, 2009.
Performance
DFSHX vs. PSAIX - Performance Comparison
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DFSHX vs. PSAIX - 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% |
PSAIX PIMCO Global Advantage Strategy Bond Fund | -1.80% | 8.87% | 3.21% | 7.91% | -11.07% | 1.11% | 7.76% | 8.94% | -0.60% | 7.86% |
Returns By Period
In the year-to-date period, DFSHX achieves a 0.11% return, which is significantly higher than PSAIX's -1.80% return. Over the past 10 years, DFSHX has underperformed PSAIX with an annualized return of 2.02%, while PSAIX has yielded a comparatively higher 3.37% 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%
PSAIX
- 1D
- 0.39%
- 1M
- -3.22%
- YTD
- -1.80%
- 6M
- -0.19%
- 1Y
- 4.56%
- 3Y*
- 5.15%
- 5Y*
- 1.72%
- 10Y*
- 3.37%
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DFSHX vs. PSAIX - Expense Ratio Comparison
DFSHX has a 0.16% expense ratio, which is lower than PSAIX's 0.65% expense ratio.
Return for Risk
DFSHX vs. PSAIX — Risk / Return Rank
DFSHX
PSAIX
DFSHX vs. PSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) and PIMCO Global Advantage Strategy Bond Fund (PSAIX). 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 | PSAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.20 | 1.20 | +2.00 |
Sortino ratioReturn per unit of downside risk | 4.76 | 1.57 | +3.19 |
Omega ratioGain probability vs. loss probability | 2.01 | 1.24 | +0.77 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 1.14 | +1.75 |
Martin ratioReturn relative to average drawdown | 14.20 | 5.17 | +9.03 |
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
| DFSHX | PSAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.20 | 1.20 | +2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.45 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.94 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.83 | -0.37 |
Correlation
The correlation between DFSHX and PSAIX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFSHX vs. PSAIX - Dividend Comparison
DFSHX's dividend yield for the trailing twelve months is around 4.25%, more than PSAIX's 3.92% 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% |
PSAIX PIMCO Global Advantage Strategy Bond Fund | 3.92% | 4.22% | 3.66% | 3.14% | 4.10% | 4.61% | 2.20% | 2.79% | 2.43% | 1.83% | 2.03% | 2.52% |
Drawdowns
DFSHX vs. PSAIX - Drawdown Comparison
The maximum DFSHX drawdown since its inception was -9.58%, smaller than the maximum PSAIX drawdown of -15.35%. Use the drawdown chart below to compare losses from any high point for DFSHX and PSAIX.
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Drawdown Indicators
| DFSHX | PSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.58% | -15.35% | +5.77% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -4.61% | +3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -9.58% | -15.35% | +5.77% |
Max Drawdown (10Y)Largest decline over 10 years | -9.58% | -15.35% | +5.77% |
Current DrawdownCurrent decline from peak | -1.07% | -3.85% | +2.78% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -3.32% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 1.01% | -0.75% |
Volatility
DFSHX vs. PSAIX - Volatility Comparison
The current volatility for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) is 0.69%, while PIMCO Global Advantage Strategy Bond Fund (PSAIX) has a volatility of 2.39%. This indicates that DFSHX experiences smaller price fluctuations and is considered to be less risky than PSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSHX | PSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 2.39% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 0.94% | 2.97% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.17% | 3.95% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.34% | 3.83% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.66% | 3.60% | -0.94% |