DGSFX vs. DFIEX
Compare and contrast key facts about DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA International Core Equity Portfolio I (DFIEX).
DGSFX is managed by Dimensional. It was launched on Nov 5, 2018. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DGSFX vs. DFIEX - Performance Comparison
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DGSFX vs. DFIEX - 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% |
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%
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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
DGSFX
DFIEX
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.
| DGSFX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 1.66 | -1.06 |
Sortino ratioReturn per unit of downside risk | 0.83 | 2.18 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 2.16 | -1.34 |
Martin ratioReturn relative to average drawdown | 2.64 | 8.72 | -6.08 |
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 | DFIEX | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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Drawdown Indicators
| DGSFX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.03% | -10.45% | +5.42% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -12.26% | +5.60% |
Ulcer IndexDepth 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.
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Volatility by Period
| DGSFX | DFIEX | Difference | |
|---|---|---|---|
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% |