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DSFIX vs. DGEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSFIX vs. DGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Social Fixed Income Portfolio (DSFIX) and DFA Global Equity Portfolio Institutional Class (DGEIX). The values are adjusted to include any dividend payments, if applicable.

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DSFIX vs. DGEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSFIX
DFA Social Fixed Income Portfolio
-0.34%6.80%1.81%7.18%-13.07%-2.19%9.26%9.83%-0.32%3.24%
DGEIX
DFA Global Equity Portfolio Institutional Class
-2.92%19.86%15.71%20.35%-14.72%20.31%13.51%26.68%-11.48%20.37%

Returns By Period

In the year-to-date period, DSFIX achieves a -0.34% return, which is significantly higher than DGEIX's -2.92% return.


DSFIX

1D
0.52%
1M
-2.16%
YTD
-0.34%
6M
0.44%
1Y
3.96%
3Y*
4.02%
5Y*
0.51%
10Y*

DGEIX

1D
-0.46%
1M
-8.33%
YTD
-2.92%
6M
0.08%
1Y
18.73%
3Y*
15.30%
5Y*
8.85%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSFIX vs. DGEIX - Expense Ratio Comparison

DSFIX has a 0.21% expense ratio, which is lower than DGEIX's 0.25% 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

DSFIX vs. DGEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSFIX
DSFIX Risk / Return Rank: 5151
Overall Rank
DSFIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DSFIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
DSFIX Omega Ratio Rank: 3535
Omega Ratio Rank
DSFIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
DSFIX Martin Ratio Rank: 5151
Martin Ratio Rank

DGEIX
DGEIX Risk / Return Rank: 6868
Overall Rank
DGEIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DGEIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
DGEIX Omega Ratio Rank: 7070
Omega Ratio Rank
DGEIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DGEIX Martin Ratio Rank: 7171
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.

DSFIX vs. DGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Social Fixed Income Portfolio (DSFIX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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.


DSFIXDGEIXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.16

-0.20

Sortino ratio

Return per unit of downside risk

1.38

1.69

-0.31

Omega ratio

Gain probability vs. loss probability

1.17

1.26

-0.08

Calmar ratio

Return relative to maximum drawdown

1.66

1.39

+0.27

Martin ratio

Return relative to average drawdown

5.05

6.66

-1.61

DSFIX vs. DGEIX - Sharpe Ratio Comparison

The current DSFIX Sharpe Ratio is 0.96, which is comparable to the DGEIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of DSFIX and DGEIX, 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


DSFIXDGEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.16

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.57

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.48

-0.04

Correlation

The correlation between DSFIX and DGEIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DSFIX vs. DGEIX - Dividend Comparison

DSFIX's dividend yield for the trailing twelve months is around 4.03%, more than DGEIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
DSFIX
DFA Social Fixed Income Portfolio
4.03%3.61%3.95%3.28%2.54%2.70%2.22%2.58%2.56%1.87%0.00%0.00%
DGEIX
DFA Global Equity Portfolio Institutional Class
3.13%2.79%3.64%3.82%4.92%1.94%2.37%2.22%2.62%1.50%1.90%1.98%

Drawdowns

DSFIX vs. DGEIX - Drawdown Comparison

The maximum DSFIX drawdown since its inception was -18.94%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DSFIX and DGEIX.


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Drawdown Indicators


DSFIXDGEIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-59.77%

+40.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-12.05%

+9.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.87%

-25.20%

+6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-37.00%

Current Drawdown

Current decline from peak

-2.16%

-8.85%

+6.69%

Average Drawdown

Average peak-to-trough decline

-4.72%

-8.05%

+3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

2.51%

-1.64%

Volatility

DSFIX vs. DGEIX - Volatility Comparison

The current volatility for DFA Social Fixed Income Portfolio (DSFIX) is 1.59%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 4.58%. This indicates that DSFIX experiences smaller price fluctuations and is considered to be less risky than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSFIXDGEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

4.58%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

8.84%

-6.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

16.42%

-12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

15.61%

-9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.97%

16.84%

-11.87%