DGSFX vs. TNBMX
Compare and contrast key facts about DFA Global Sustainability Fixed Income Portfolio (DGSFX) and T. Rowe Price International Bond Fund (USD Hedged) (TNBMX).
DGSFX is managed by Dimensional. It was launched on Nov 5, 2018. TNBMX is managed by T. Rowe Price. It was launched on Sep 11, 2017.
Performance
DGSFX vs. TNBMX - Performance Comparison
Loading graphics...
DGSFX vs. TNBMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DGSFX DFA Global Sustainability Fixed Income Portfolio | -0.30% | 3.80% | 2.60% | 9.67% | -15.61% | -2.95% | 7.99% | 9.85% | 1.15% |
TNBMX T. Rowe Price International Bond Fund (USD Hedged) | -0.20% | 6.87% | 3.84% | 10.32% | -12.30% | -1.63% | 5.73% | 10.77% | 1.94% |
Returns By Period
In the year-to-date period, DGSFX achieves a -0.30% return, which is significantly lower than TNBMX's -0.20% return.
DGSFX
- 1D
- 0.32%
- 1M
- -1.76%
- YTD
- -0.30%
- 6M
- -0.05%
- 1Y
- 2.07%
- 3Y*
- 4.03%
- 5Y*
- -0.18%
- 10Y*
- —
TNBMX
- 1D
- 0.24%
- 1M
- -1.97%
- YTD
- -0.20%
- 6M
- 1.34%
- 1Y
- 6.09%
- 3Y*
- 5.79%
- 5Y*
- 1.41%
- 10Y*
- —
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. TNBMX - Expense Ratio Comparison
DGSFX has a 0.26% expense ratio, which is lower than TNBMX's 0.53% expense ratio.
Return for Risk
DGSFX vs. TNBMX — Risk / Return Rank
DGSFX
TNBMX
DGSFX vs. TNBMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Sustainability Fixed Income Portfolio (DGSFX) and T. Rowe Price International Bond Fund (USD Hedged) (TNBMX). 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 | TNBMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 2.32 | -1.70 |
Sortino ratioReturn per unit of downside risk | 0.88 | 3.57 | -2.70 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.55 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.85 | -1.85 |
Martin ratioReturn relative to average drawdown | 3.21 | 12.61 | -9.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DGSFX | TNBMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.32 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.39 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.86 | -0.48 |
Correlation
The correlation between DGSFX and TNBMX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DGSFX vs. TNBMX - Dividend Comparison
DGSFX's dividend yield for the trailing twelve months is around 3.59%, less than TNBMX's 6.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSFX DFA Global Sustainability Fixed Income Portfolio | 3.59% | 3.02% | 4.26% | 4.09% | 1.97% | 1.15% | 1.72% | 3.37% | 0.24% | 0.00% |
TNBMX T. Rowe Price International Bond Fund (USD Hedged) | 6.71% | 6.29% | 3.15% | 2.85% | 10.20% | 2.84% | 1.90% | 4.65% | 8.20% | 0.64% |
Drawdowns
DGSFX vs. TNBMX - Drawdown Comparison
The maximum DGSFX drawdown since its inception was -21.57%, which is greater than TNBMX's maximum drawdown of -15.78%. Use the drawdown chart below to compare losses from any high point for DGSFX and TNBMX.
Loading graphics...
Drawdown Indicators
| DGSFX | TNBMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.57% | -15.78% | -5.79% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -2.32% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -15.48% | -5.81% |
Current DrawdownCurrent decline from peak | -4.72% | -2.09% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -3.16% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 0.52% | +0.40% |
Volatility
DGSFX vs. TNBMX - Volatility Comparison
DFA Global Sustainability Fixed Income Portfolio (DGSFX) has a higher volatility of 1.62% compared to T. Rowe Price International Bond Fund (USD Hedged) (TNBMX) at 1.15%. This indicates that DGSFX's price experiences larger fluctuations and is considered to be riskier than TNBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DGSFX | TNBMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 1.15% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 1.80% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.72% | 2.71% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.31% | 3.60% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 3.33% | +1.56% |