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DWFIX vs. DFGBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWFIX vs. DFGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). The values are adjusted to include any dividend payments, if applicable.

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DWFIX vs. DFGBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DWFIX
DFA World ex U.S. Government Fixed Income Portfolio
-0.59%2.71%1.60%9.96%-18.94%-4.63%6.35%13.36%3.28%4.41%
DFGBX
DFA Five Year Global Fixed Income Portfolio
0.15%3.13%5.37%5.00%-6.63%-1.03%1.52%4.04%1.68%0.88%

Returns By Period

In the year-to-date period, DWFIX achieves a -0.59% return, which is significantly lower than DFGBX's 0.15% return. Over the past 10 years, DWFIX has outperformed DFGBX with an annualized return of 1.47%, while DFGBX has yielded a comparatively lower 1.22% annualized return.


DWFIX

1D
0.23%
1M
-2.77%
YTD
-0.59%
6M
-0.82%
1Y
2.34%
3Y*
3.27%
5Y*
-1.53%
10Y*
1.47%

DFGBX

1D
0.25%
1M
-1.13%
YTD
0.15%
6M
1.02%
1Y
2.16%
3Y*
4.06%
5Y*
1.09%
10Y*
1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWFIX vs. DFGBX - Expense Ratio Comparison

DWFIX has a 0.20% expense ratio, which is lower than DFGBX's 0.23% 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

DWFIX vs. DFGBX — Risk / Return Rank

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

DWFIX
DWFIX Risk / Return Rank: 2727
Overall Rank
DWFIX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DWFIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
DWFIX Omega Ratio Rank: 2222
Omega Ratio Rank
DWFIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
DWFIX Martin Ratio Rank: 2626
Martin Ratio Rank

DFGBX
DFGBX Risk / Return Rank: 7171
Overall Rank
DFGBX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DFGBX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DFGBX Omega Ratio Rank: 9494
Omega Ratio Rank
DFGBX Calmar Ratio Rank: 7272
Calmar Ratio Rank
DFGBX Martin Ratio Rank: 5555
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.

DWFIX vs. DFGBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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.


DWFIXDFGBXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.33

-0.60

Sortino ratio

Return per unit of downside risk

1.08

1.56

-0.48

Omega ratio

Gain probability vs. loss probability

1.13

1.47

-0.34

Calmar ratio

Return relative to maximum drawdown

0.82

1.64

-0.82

Martin ratio

Return relative to average drawdown

2.87

5.29

-2.43

DWFIX vs. DFGBX - Sharpe Ratio Comparison

The current DWFIX Sharpe Ratio is 0.73, which is lower than the DFGBX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DWFIX and DFGBX, 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


DWFIXDFGBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.33

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.51

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.63

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.74

-0.28

Correlation

The correlation between DWFIX and DFGBX is 0.56, 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

DWFIX vs. DFGBX - Dividend Comparison

DWFIX's dividend yield for the trailing twelve months is around 2.47%, less than DFGBX's 3.47% yield.


TTM20252024202320222021202020192018201720162015
DWFIX
DFA World ex U.S. Government Fixed Income Portfolio
2.47%1.86%3.08%4.46%0.01%1.86%1.69%8.62%7.77%1.33%2.77%7.38%
DFGBX
DFA Five Year Global Fixed Income Portfolio
3.47%2.91%4.69%3.61%1.63%0.73%0.03%2.30%4.74%0.89%1.16%1.72%

Drawdowns

DWFIX vs. DFGBX - Drawdown Comparison

The maximum DWFIX drawdown since its inception was -24.76%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for DWFIX and DFGBX.


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Drawdown Indicators


DWFIXDFGBXDifference

Max Drawdown

Largest peak-to-trough decline

-24.76%

-9.63%

-15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-1.38%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-9.63%

-13.92%

Max Drawdown (10Y)

Largest decline over 10 years

-24.76%

-9.63%

-15.13%

Current Drawdown

Current decline from peak

-11.90%

-1.13%

-10.77%

Average Drawdown

Average peak-to-trough decline

-5.97%

-0.94%

-5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.43%

+0.43%

Volatility

DWFIX vs. DFGBX - Volatility Comparison

DFA World ex U.S. Government Fixed Income Portfolio (DWFIX) has a higher volatility of 1.46% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that DWFIX's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWFIXDFGBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.76%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

0.97%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

1.64%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

2.16%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

1.93%

+3.53%