DGSFX vs. DFEOX
Compare and contrast key facts about DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DGSFX is managed by Dimensional. It was launched on Nov 5, 2018. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DGSFX vs. DFEOX - Performance Comparison
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DGSFX vs. DFEOX - 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% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -10.50% |
Returns By Period
In the year-to-date period, DGSFX achieves a -0.62% return, which is significantly higher than DFEOX's -4.34% return.
DGSFX
- 1D
- 0.44%
- 1M
- -2.49%
- YTD
- -0.62%
- 6M
- -0.27%
- 1Y
- 1.96%
- 3Y*
- 3.92%
- 5Y*
- -0.17%
- 10Y*
- —
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DGSFX vs. DFEOX - Expense Ratio Comparison
DGSFX has a 0.26% expense ratio, which is higher than DFEOX's 0.14% 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. DFEOX — Risk / Return Rank
DGSFX
DFEOX
DGSFX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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 | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.93 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.43 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.98 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.64 | 4.74 | -2.10 |
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 | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.93 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.62 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.51 | -0.14 |
Correlation
The correlation between DGSFX and DFEOX is 0.03, 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
DGSFX vs. DFEOX - Dividend Comparison
DGSFX's dividend yield for the trailing twelve months is around 3.60%, more than DFEOX's 1.12% 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% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DGSFX vs. DFEOX - Drawdown Comparison
The maximum DGSFX drawdown since its inception was -21.57%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DGSFX and DFEOX.
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Drawdown Indicators
| DGSFX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.57% | -56.77% | +35.20% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -12.58% | +9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -22.86% | +1.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.55% | — |
Current DrawdownCurrent decline from peak | -5.03% | -8.28% | +3.25% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -7.25% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 2.69% | -1.78% |
Volatility
DGSFX vs. DFEOX - Volatility Comparison
The current volatility for DFA Global Sustainability Fixed Income Portfolio (DGSFX) is 1.60%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DGSFX experiences smaller price fluctuations and is considered to be less risky than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSFX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 4.20% | -2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 8.49% | -6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 17.87% | -14.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 16.88% | -11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 17.98% | -13.09% |