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DGSFX vs. DFQTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGSFX vs. DFQTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA US Core Equity 2 Portfolio I (DFQTX). The values are adjusted to include any dividend payments, if applicable.

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DGSFX vs. DFQTX - 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%
DFQTX
DFA US Core Equity 2 Portfolio I
-4.02%15.99%20.27%21.88%-14.21%28.46%15.72%29.41%-11.12%

Returns By Period

In the year-to-date period, DGSFX achieves a -0.62% return, which is significantly higher than DFQTX's -4.02% return.


DGSFX

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

DFQTX

1D
-0.54%
1M
-7.31%
YTD
-4.02%
6M
-1.55%
1Y
16.25%
3Y*
15.75%
5Y*
10.23%
10Y*
12.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGSFX vs. DFQTX - Expense Ratio Comparison

DGSFX has a 0.26% expense ratio, which is higher than DFQTX's 0.19% 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. DFQTX — 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

DFQTX
DFQTX Risk / Return Rank: 5050
Overall Rank
DFQTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DFQTX Sortino Ratio Rank: 5555
Sortino Ratio Rank
DFQTX Omega Ratio Rank: 5757
Omega Ratio Rank
DFQTX Calmar Ratio Rank: 3939
Calmar Ratio Rank
DFQTX Martin Ratio Rank: 4848
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. DFQTX - 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 2 Portfolio I (DFQTX). 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.


DGSFXDFQTXDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.95

-0.35

Sortino ratio

Return per unit of downside risk

0.83

1.45

-0.61

Omega ratio

Gain probability vs. loss probability

1.11

1.22

-0.11

Calmar ratio

Return relative to maximum drawdown

0.82

1.00

-0.18

Martin ratio

Return relative to average drawdown

2.64

4.74

-2.10

DGSFX vs. DFQTX - Sharpe Ratio Comparison

The current DGSFX Sharpe Ratio is 0.59, which is lower than the DFQTX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DGSFX and DFQTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGSFXDFQTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.95

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.61

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.47

-0.10

Correlation

The correlation between DGSFX and DFQTX is 0.02, 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. DFQTX - Dividend Comparison

DGSFX's dividend yield for the trailing twelve months is around 3.60%, more than DFQTX's 1.12% 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%
DFQTX
DFA US Core Equity 2 Portfolio I
1.12%1.06%1.15%1.74%4.43%4.74%1.29%3.50%2.84%1.97%1.80%3.78%

Drawdowns

DGSFX vs. DFQTX - Drawdown Comparison

The maximum DGSFX drawdown since its inception was -21.57%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DGSFX and DFQTX.


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Drawdown Indicators


DGSFXDFQTXDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-59.35%

+37.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-12.73%

+9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.29%

-22.64%

+1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

Current Drawdown

Current decline from peak

-5.03%

-8.47%

+3.44%

Average Drawdown

Average peak-to-trough decline

-6.66%

-7.84%

+1.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.79%

-1.88%

Volatility

DGSFX vs. DFQTX - Volatility Comparison

The current volatility for DFA Global Sustainability Fixed Income Portfolio (DGSFX) is 1.60%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 4.27%. This indicates that DGSFX experiences smaller price fluctuations and is considered to be less risky than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSFXDFQTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

4.27%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

8.67%

-6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

18.07%

-14.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

17.00%

-11.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

18.25%

-13.36%