DGSFX vs. DFAPX
Compare and contrast key facts about DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA Investment Grade Portfolio (DFAPX).
DGSFX is managed by Dimensional. It was launched on Nov 5, 2018. DFAPX is managed by Dimensional. It was launched on Mar 7, 2011.
Performance
DGSFX vs. DFAPX - Performance Comparison
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DGSFX vs. DFAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
DFAPX DFA Investment Grade Portfolio | -0.34% | 7.22% | 1.81% | 6.84% | -12.92% | -1.57% | 9.19% | 9.97% | 2.38% |
Returns By Period
In the year-to-date period, DGSFX achieves a -0.62% return, which is significantly lower than DFAPX's -0.34% return.
DGSFX
- 1D
- 0.44%
- 1M
- -2.49%
- YTD
- -0.62%
- 6M
- -0.27%
- 1Y
- 1.96%
- 3Y*
- 3.92%
- 5Y*
- -0.17%
- 10Y*
- —
DFAPX
- 1D
- 0.45%
- 1M
- -2.17%
- YTD
- -0.34%
- 6M
- 0.41%
- 1Y
- 4.02%
- 3Y*
- 4.07%
- 5Y*
- 0.67%
- 10Y*
- 2.04%
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DGSFX vs. DFAPX - Expense Ratio Comparison
DGSFX has a 0.26% expense ratio, which is higher than DFAPX's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DGSFX vs. DFAPX — Risk / Return Rank
DGSFX
DFAPX
DGSFX vs. DFAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA Investment Grade Portfolio (DFAPX). 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.
| DGSFX | DFAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.98 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.41 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.81 | -0.99 |
Martin ratioReturn relative to average drawdown | 2.64 | 5.33 | -2.69 |
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
| DGSFX | DFAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.98 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.12 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.48 | -0.11 |
Correlation
The correlation between DGSFX and DFAPX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DGSFX vs. DFAPX - Dividend Comparison
DGSFX's dividend yield for the trailing twelve months is around 3.60%, less than DFAPX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFAPX DFA Investment Grade Portfolio | 3.78% | 3.78% | 3.79% | 3.31% | 2.62% | 3.31% | 2.14% | 2.59% | 2.67% | 2.21% | 2.12% | 2.45% |
Drawdowns
DGSFX vs. DFAPX - Drawdown Comparison
The maximum DGSFX drawdown since its inception was -21.57%, which is greater than DFAPX's maximum drawdown of -18.30%. Use the drawdown chart below to compare losses from any high point for DGSFX and DFAPX.
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Drawdown Indicators
| DGSFX | DFAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.57% | -18.30% | -3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -2.61% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -18.22% | -3.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.30% | — |
Current DrawdownCurrent decline from peak | -5.03% | -2.17% | -2.86% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -3.50% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.89% | +0.02% |
Volatility
DGSFX vs. DFAPX - Volatility Comparison
DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA Investment Grade Portfolio (DFAPX) have volatilities of 1.60% and 1.57%, 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
| DGSFX | DFAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.57% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 2.52% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 4.34% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 5.80% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 4.88% | +0.01% |