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DGSFX vs. DAIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGSFX vs. DAIOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Sustainability Fixed Income Portfolio (DGSFX) and Dunham International Opportunity Bond Fund (DAIOX). The values are adjusted to include any dividend payments, if applicable.

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DGSFX vs. DAIOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DGSFX
DFA Global Sustainability Fixed Income Portfolio
-0.62%3.80%2.60%9.67%-15.61%-2.95%7.99%9.85%1.15%
DAIOX
Dunham International Opportunity Bond Fund
-0.59%5.68%5.33%12.18%-14.11%-2.18%3.85%3.82%1.10%

Returns By Period

The year-to-date returns for both investments are quite close, with DGSFX having a -0.62% return and DAIOX slightly higher at -0.59%.


DGSFX

1D
0.44%
1M
-2.49%
YTD
-0.62%
6M
-0.27%
1Y
1.96%
3Y*
3.92%
5Y*
-0.17%
10Y*

DAIOX

1D
0.13%
1M
-2.40%
YTD
-0.59%
6M
0.10%
1Y
5.00%
3Y*
6.20%
5Y*
1.39%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGSFX vs. DAIOX - Expense Ratio Comparison

DGSFX has a 0.26% expense ratio, which is lower than DAIOX's 1.58% expense ratio.


Return for Risk

DGSFX vs. DAIOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGSFX
DGSFX Risk / Return Rank: 2323
Overall Rank
DGSFX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DGSFX Sortino Ratio Rank: 2020
Sortino Ratio Rank
DGSFX Omega Ratio Rank: 1818
Omega Ratio Rank
DGSFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
DGSFX Martin Ratio Rank: 2424
Martin Ratio Rank

DAIOX
DAIOX Risk / Return Rank: 8383
Overall Rank
DAIOX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DAIOX Sortino Ratio Rank: 8282
Sortino Ratio Rank
DAIOX Omega Ratio Rank: 8585
Omega Ratio Rank
DAIOX Calmar Ratio Rank: 8282
Calmar Ratio Rank
DAIOX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGSFX vs. DAIOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and Dunham International Opportunity Bond Fund (DAIOX). 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.


DGSFXDAIOXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.53

-0.93

Sortino ratio

Return per unit of downside risk

0.83

2.09

-1.26

Omega ratio

Gain probability vs. loss probability

1.11

1.35

-0.24

Calmar ratio

Return relative to maximum drawdown

0.82

1.97

-1.15

Martin ratio

Return relative to average drawdown

2.64

8.66

-6.02

DGSFX vs. DAIOX - Sharpe Ratio Comparison

The current DGSFX Sharpe Ratio is 0.59, which is lower than the DAIOX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of DGSFX and DAIOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGSFXDAIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.53

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.30

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.03

+0.33

Correlation

The correlation between DGSFX and DAIOX 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

DGSFX vs. DAIOX - Dividend Comparison

DGSFX's dividend yield for the trailing twelve months is around 3.60%, less than DAIOX's 3.90% yield.


TTM20252024202320222021202020192018201720162015
DGSFX
DFA Global Sustainability Fixed Income Portfolio
3.60%3.02%4.26%4.09%1.97%1.15%1.72%3.37%0.24%0.00%0.00%0.00%
DAIOX
Dunham International Opportunity Bond Fund
3.90%4.22%4.16%4.56%7.17%2.88%2.23%0.23%0.42%0.11%1.10%0.05%

Drawdowns

DGSFX vs. DAIOX - Drawdown Comparison

The maximum DGSFX drawdown since its inception was -21.57%, smaller than the maximum DAIOX drawdown of -27.58%. Use the drawdown chart below to compare losses from any high point for DGSFX and DAIOX.


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Drawdown Indicators


DGSFXDAIOXDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-27.58%

+6.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-2.58%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-24.80%

+3.51%

Max Drawdown (10Y)

Largest decline over 10 years

-24.96%

Current Drawdown

Current decline from peak

-5.03%

-2.46%

-2.57%

Average Drawdown

Average peak-to-trough decline

-6.66%

-9.34%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.59%

+0.32%

Volatility

DGSFX vs. DAIOX - Volatility Comparison

DFA Global Sustainability Fixed Income Portfolio (DGSFX) and Dunham International Opportunity Bond Fund (DAIOX) have volatilities of 1.60% and 1.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSFXDAIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.68%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

2.20%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

3.27%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

4.59%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

5.94%

-1.05%