DGSFX vs. EAIIX
Compare and contrast key facts about DFA Global Sustainability Fixed Income Portfolio (DGSFX) and Eaton Vance Global Bond Fund (EAIIX).
DGSFX is managed by Dimensional. It was launched on Nov 5, 2018. EAIIX is managed by Eaton Vance. It was launched on Jun 26, 2007.
Performance
DGSFX vs. EAIIX - Performance Comparison
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DGSFX vs. EAIIX - 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% |
EAIIX Eaton Vance Global Bond Fund | 0.92% | 13.67% | -2.81% | 8.45% | -11.29% | -5.71% | 9.33% | 6.09% | 0.49% |
Returns By Period
In the year-to-date period, DGSFX achieves a -0.62% return, which is significantly lower than EAIIX's 0.92% return.
DGSFX
- 1D
- 0.44%
- 1M
- -2.49%
- YTD
- -0.62%
- 6M
- -0.27%
- 1Y
- 1.96%
- 3Y*
- 3.92%
- 5Y*
- -0.17%
- 10Y*
- —
EAIIX
- 1D
- -0.38%
- 1M
- -2.11%
- YTD
- 0.92%
- 6M
- 3.56%
- 1Y
- 11.83%
- 3Y*
- 5.35%
- 5Y*
- 1.00%
- 10Y*
- 2.45%
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DGSFX vs. EAIIX - Expense Ratio Comparison
DGSFX has a 0.26% expense ratio, which is lower than EAIIX's 1.02% expense ratio.
Return for Risk
DGSFX vs. EAIIX — Risk / Return Rank
DGSFX
EAIIX
DGSFX vs. EAIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and Eaton Vance Global Bond Fund (EAIIX). 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 | EAIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 2.42 | -1.83 |
Sortino ratioReturn per unit of downside risk | 0.83 | 3.80 | -2.97 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.56 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 5.16 | -4.34 |
Martin ratioReturn relative to average drawdown | 2.64 | 17.88 | -15.24 |
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 | EAIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 2.42 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.15 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.53 | -0.16 |
Correlation
The correlation between DGSFX and EAIIX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DGSFX vs. EAIIX - Dividend Comparison
DGSFX's dividend yield for the trailing twelve months is around 3.60%, less than EAIIX's 8.64% 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% |
EAIIX Eaton Vance Global Bond Fund | 8.64% | 7.44% | 4.80% | 4.42% | 4.54% | 5.37% | 6.13% | 5.69% | 4.70% | 4.43% | 5.53% | 5.89% |
Drawdowns
DGSFX vs. EAIIX - Drawdown Comparison
The maximum DGSFX drawdown since its inception was -21.57%, smaller than the maximum EAIIX drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for DGSFX and EAIIX.
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Drawdown Indicators
| DGSFX | EAIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.57% | -25.32% | +3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -2.33% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -24.13% | +2.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.32% | — |
Current DrawdownCurrent decline from peak | -5.03% | -2.33% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -6.66% | -5.09% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.67% | +0.24% |
Volatility
DGSFX vs. EAIIX - Volatility Comparison
DFA Global Sustainability Fixed Income Portfolio (DGSFX) has a higher volatility of 1.60% compared to Eaton Vance Global Bond Fund (EAIIX) at 1.41%. This indicates that DGSFX's price experiences larger fluctuations and is considered to be riskier than EAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSFX | EAIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.41% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 2.10% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 4.85% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 6.56% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 5.50% | -0.61% |