FGBRX vs. DFGBX
Compare and contrast key facts about Templeton Global Bond Fund - Class R (FGBRX) and DFA Five Year Global Fixed Income Portfolio (DFGBX).
FGBRX is an actively managed fund by Franklin Templeton. It was launched on Feb 2, 2009. DFGBX is managed by Dimensional. It was launched on Nov 5, 1990.
Performance
FGBRX vs. DFGBX - Performance Comparison
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FGBRX vs. DFGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGBRX Templeton Global Bond Fund - Class R | -1.05% | 14.81% | -12.18% | 2.18% | -6.40% | -5.30% | -4.65% | 0.38% | 1.01% | 2.10% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 0.25% | 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, FGBRX achieves a -1.05% return, which is significantly lower than DFGBX's 0.25% return. Over the past 10 years, FGBRX has underperformed DFGBX with an annualized return of -0.54%, while DFGBX has yielded a comparatively higher 1.23% annualized return.
FGBRX
- 1D
- 1.01%
- 1M
- -4.36%
- YTD
- -1.05%
- 6M
- -1.08%
- 1Y
- 8.58%
- 3Y*
- 0.07%
- 5Y*
- -1.43%
- 10Y*
- -0.54%
DFGBX
- 1D
- 0.10%
- 1M
- -0.84%
- YTD
- 0.25%
- 6M
- 1.12%
- 1Y
- 2.26%
- 3Y*
- 4.09%
- 5Y*
- 1.11%
- 10Y*
- 1.23%
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FGBRX vs. DFGBX - Expense Ratio Comparison
FGBRX has a 1.24% expense ratio, which is higher than DFGBX's 0.23% expense ratio.
Return for Risk
FGBRX vs. DFGBX — Risk / Return Rank
FGBRX
DFGBX
FGBRX vs. DFGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Global Bond Fund - Class R (FGBRX) 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.
| FGBRX | DFGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.40 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.64 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.49 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.72 | -0.22 |
Martin ratioReturn relative to average drawdown | 6.23 | 5.47 | +0.76 |
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
| FGBRX | DFGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.40 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.52 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.64 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.74 | -0.53 |
Correlation
The correlation between FGBRX and DFGBX is -0.12. 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
FGBRX vs. DFGBX - Dividend Comparison
FGBRX's dividend yield for the trailing twelve months is around 5.00%, more than DFGBX's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGBRX Templeton Global Bond Fund - Class R | 5.00% | 4.10% | 5.49% | 3.61% | 4.92% | 5.11% | 4.34% | 5.86% | 6.27% | 3.08% | 2.10% | 2.85% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 3.46% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
Drawdowns
FGBRX vs. DFGBX - Drawdown Comparison
The maximum FGBRX drawdown since its inception was -27.46%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for FGBRX and DFGBX.
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Drawdown Indicators
| FGBRX | DFGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.46% | -9.63% | -17.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -1.38% | -5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -9.63% | -10.24% |
Max Drawdown (10Y)Largest decline over 10 years | -27.46% | -9.63% | -17.83% |
Current DrawdownCurrent decline from peak | -17.08% | -1.03% | -16.05% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -0.94% | -7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 0.43% | +1.10% |
Volatility
FGBRX vs. DFGBX - Volatility Comparison
Templeton Global Bond Fund - Class R (FGBRX) has a higher volatility of 3.67% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that FGBRX'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
| FGBRX | DFGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 0.76% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 5.26% | 0.98% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.66% | 1.64% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.03% | 2.16% | +5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.30% | 1.93% | +5.37% |