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 Fund Advisors LP. It was launched on Nov 5, 2018. DFAPX is managed by Dimensional Fund Advisors LP. It was launched on Mar 7, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGSFX or DFAPX.
Key characteristics
| DGSFX | DFAPX | |
|---|---|---|
| YTD Return | -0.74% | -0.88% |
| 1Y Return | 4.47% | 2.09% |
| 3Y Return (Ann) | -2.49% | -2.49% |
| 5Y Return (Ann) | 0.23% | 0.70% |
| Sharpe Ratio | 0.84 | 0.32 |
| Daily Std Dev | 5.05% | 5.60% |
| Max Drawdown | -21.29% | -18.75% |
| Current Drawdown | -10.60% | -9.81% |
Correlation
The correlation between DGSFX and DFAPX is 0.91, 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.
Performance
DGSFX vs. DFAPX - Performance Comparison
In the year-to-date period, DGSFX achieves a -0.74% return, which is significantly higher than DFAPX's -0.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
DGSFX vs. DFAPX - Risk-Adjusted Performance 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.
Dividends
DGSFX vs. DFAPX - Dividend Comparison
DGSFX's dividend yield for the trailing twelve months is around 4.12%, more than DFAPX's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSFX DFA Global Sustainability Fixed Income Portfolio | 4.12% | 4.09% | 1.97% | 1.51% | 1.72% | 3.37% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFAPX DFA Investment Grade Portfolio | 3.26% | 3.31% | 2.62% | 2.76% | 2.14% | 2.73% | 2.67% | 2.21% | 2.12% | 2.45% | 2.43% | 2.30% |
Drawdowns
DGSFX vs. DFAPX - Drawdown Comparison
The maximum DGSFX drawdown since its inception was -21.29%, which is greater than DFAPX's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for DGSFX and DFAPX. For additional features, visit the drawdowns tool.
Volatility
DGSFX vs. DFAPX - Volatility Comparison
The current volatility for DFA Global Sustainability Fixed Income Portfolio (DGSFX) is 1.11%, while DFA Investment Grade Portfolio (DFAPX) has a volatility of 1.27%. This indicates that DGSFX experiences smaller price fluctuations and is considered to be less risky than DFAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.