DGFFX vs. DFSHX
Compare and contrast key facts about Destinations Global Fixed Income Opportunities Fund (DGFFX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX).
DGFFX is managed by Destinations Funds. It was launched on Mar 19, 2017. DFSHX is managed by Dimensional. It was launched on Jan 8, 2008.
Performance
DGFFX vs. DFSHX - Performance Comparison
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DGFFX vs. DFSHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGFFX Destinations Global Fixed Income Opportunities Fund | 0.46% | 5.84% | 8.04% | 7.82% | -6.09% | 4.91% | 3.59% | 6.64% | -0.35% | 3.57% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 0.00% | 4.84% | 5.66% | 5.55% | -6.24% | -0.82% | 2.33% | 4.82% | 1.83% | 1.21% |
Returns By Period
DGFFX
- 1D
- -0.24%
- 1M
- -1.19%
- YTD
- 0.46%
- 6M
- 1.10%
- 1Y
- 5.64%
- 3Y*
- 6.92%
- 5Y*
- 3.47%
- 10Y*
- —
DFSHX
- 1D
- 0.11%
- 1M
- -1.18%
- YTD
- 0.00%
- 6M
- 0.89%
- 1Y
- 3.60%
- 3Y*
- 4.80%
- 5Y*
- 1.75%
- 10Y*
- 2.01%
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DGFFX vs. DFSHX - Expense Ratio Comparison
DGFFX has a 0.99% expense ratio, which is higher than DFSHX's 0.16% expense ratio.
Return for Risk
DGFFX vs. DFSHX — Risk / Return Rank
DGFFX
DFSHX
DGFFX vs. DFSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Destinations Global Fixed Income Opportunities Fund (DGFFX) and DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX). 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.
| DGFFX | DFSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 3.11 | -1.22 |
Sortino ratioReturn per unit of downside risk | 2.28 | 4.62 | -2.34 |
Omega ratioGain probability vs. loss probability | 1.55 | 1.98 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.89 | -1.22 |
Martin ratioReturn relative to average drawdown | 7.34 | 14.69 | -7.35 |
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
| DGFFX | DFSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 3.11 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.52 | 0.53 | +1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.47 | 0.46 | +1.01 |
Correlation
The correlation between DGFFX and DFSHX is 0.27, 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
DGFFX vs. DFSHX - Dividend Comparison
DGFFX's dividend yield for the trailing twelve months is around 6.21%, more than DFSHX's 4.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGFFX Destinations Global Fixed Income Opportunities Fund | 6.21% | 5.52% | 6.81% | 4.95% | 3.37% | 4.14% | 4.22% | 4.18% | 3.79% | 2.94% | 0.00% | 0.00% |
DFSHX DFA Selectively Hedged Global Fixed Income Portfolio | 4.26% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
Drawdowns
DGFFX vs. DFSHX - Drawdown Comparison
The maximum DGFFX drawdown since its inception was -12.69%, which is greater than DFSHX's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for DGFFX and DFSHX.
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Drawdown Indicators
| DGFFX | DFSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.69% | -9.58% | -3.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.35% | -1.28% | -1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -8.17% | -9.58% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.58% | — |
Current DrawdownCurrent decline from peak | -1.19% | -1.18% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -2.32% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 0.25% | +0.52% |
Volatility
DGFFX vs. DFSHX - Volatility Comparison
Destinations Global Fixed Income Opportunities Fund (DGFFX) has a higher volatility of 0.75% compared to DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) at 0.67%. This indicates that DGFFX's price experiences larger fluctuations and is considered to be riskier than DFSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGFFX | DFSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 0.67% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 1.42% | 0.94% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.31% | 1.17% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.38% | 3.34% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.60% | 2.66% | -0.06% |