DGSFX vs. DFSTX
Compare and contrast key facts about DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA U.S. Small Cap Portfolio (DFSTX).
DGSFX is managed by Dimensional. It was launched on Nov 5, 2018. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DGSFX vs. DFSTX - Performance Comparison
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DGSFX vs. DFSTX - 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% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -14.17% |
Returns By Period
In the year-to-date period, DGSFX achieves a -0.62% return, which is significantly lower than DFSTX's -0.13% return.
DGSFX
- 1D
- 0.44%
- 1M
- -2.49%
- YTD
- -0.62%
- 6M
- -0.27%
- 1Y
- 1.96%
- 3Y*
- 3.92%
- 5Y*
- -0.17%
- 10Y*
- —
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DGSFX vs. DFSTX - Expense Ratio Comparison
DGSFX has a 0.26% expense ratio, which is lower than DFSTX's 0.27% expense ratio. Despite the difference, 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. DFSTX — Risk / Return Rank
DGSFX
DFSTX
DGSFX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and DFA U.S. Small Cap Portfolio (DFSTX). 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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.80 | -0.21 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.27 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.03 | -0.21 |
Martin ratioReturn relative to average drawdown | 2.64 | 4.16 | -1.52 |
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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.80 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.30 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.48 | -0.11 |
Correlation
The correlation between DGSFX and DFSTX is 0.01, 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. DFSTX - Dividend Comparison
DGSFX's dividend yield for the trailing twelve months is around 3.60%, more than DFSTX's 1.09% 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% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DGSFX vs. DFSTX - Drawdown Comparison
The maximum DGSFX drawdown since its inception was -21.57%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DGSFX and DFSTX.
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Drawdown Indicators
| DGSFX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.57% | -60.99% | +39.42% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -13.92% | +11.01% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -25.91% | +4.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.78% | — |
Current DrawdownCurrent decline from peak | -5.03% | -9.09% | +4.06% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -8.80% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 3.47% | -2.56% |
Volatility
DGSFX vs. DFSTX - Volatility Comparison
The current volatility for DFA Global Sustainability Fixed Income Portfolio (DGSFX) is 1.60%, while DFA U.S. Small Cap Portfolio (DFSTX) has a volatility of 5.43%. This indicates that DGSFX experiences smaller price fluctuations and is considered to be less risky than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSFX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 5.43% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 12.19% | -9.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 21.77% | -18.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 20.61% | -15.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 22.06% | -17.17% |