PortfoliosLab logoPortfoliosLab logo
DGSFX vs. DFIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGSFX vs. DFIEX - Performance Comparison

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

Loading graphics...

DGSFX vs. DFIEX - 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%
DFIEX
DFA International Core Equity Portfolio I
-0.21%36.18%3.99%17.50%-13.51%13.85%7.73%21.70%-8.47%

Returns By Period

In the year-to-date period, DGSFX achieves a -0.62% return, which is significantly lower than DFIEX's -0.21% return.


DGSFX

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

DFIEX

1D
-0.02%
1M
-10.45%
YTD
-0.21%
6M
5.11%
1Y
26.87%
3Y*
15.59%
5Y*
9.04%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DGSFX vs. DFIEX - Expense Ratio Comparison

DGSFX has a 0.26% expense ratio, which is higher than DFIEX's 0.24% 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. DFIEX — 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

DFIEX
DFIEX Risk / Return Rank: 8585
Overall Rank
DFIEX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFIEX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFIEX Omega Ratio Rank: 8383
Omega Ratio Rank
DFIEX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFIEX Martin Ratio Rank: 8585
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. DFIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA International Core Equity Portfolio I (DFIEX). 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.


DGSFXDFIEXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.66

-1.06

Sortino ratio

Return per unit of downside risk

0.83

2.18

-1.34

Omega ratio

Gain probability vs. loss probability

1.11

1.33

-0.22

Calmar ratio

Return relative to maximum drawdown

0.82

2.16

-1.34

Martin ratio

Return relative to average drawdown

2.64

8.72

-6.08

DGSFX vs. DFIEX - Sharpe Ratio Comparison

The current DGSFX Sharpe Ratio is 0.59, which is lower than the DFIEX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DGSFX and DFIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DGSFXDFIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.66

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.58

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.34

+0.03

Correlation

The correlation between DGSFX and DFIEX is 0.09, 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. DFIEX - Dividend Comparison

DGSFX's dividend yield for the trailing twelve months is around 3.60%, more than DFIEX's 3.24% 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%
DFIEX
DFA International Core Equity Portfolio I
3.24%3.22%3.42%3.36%2.88%2.98%1.77%2.90%2.95%2.49%2.76%4.20%

Drawdowns

DGSFX vs. DFIEX - Drawdown Comparison

The maximum DGSFX drawdown since its inception was -21.57%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DGSFX and DFIEX.


Loading graphics...

Drawdown Indicators


DGSFXDFIEXDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-62.22%

+40.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-11.01%

+8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-28.66%

+7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-41.04%

Current Drawdown

Current decline from peak

-5.03%

-10.45%

+5.42%

Average Drawdown

Average peak-to-trough decline

-6.66%

-12.26%

+5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.84%

-1.93%

Volatility

DGSFX vs. DFIEX - Volatility Comparison

The current volatility for DFA Global Sustainability Fixed Income Portfolio (DGSFX) is 1.60%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DGSFX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DGSFXDFIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

6.26%

-4.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

10.04%

-7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

15.66%

-11.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

15.60%

-10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

16.32%

-11.43%