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OIBAX vs. DFGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIBAX vs. DFGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Bond Fund (OIBAX) and DFA Two Year Global Fixed Income Portfolio (DFGFX). The values are adjusted to include any dividend payments, if applicable.

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OIBAX vs. DFGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIBAX
Invesco International Bond Fund
-7.68%16.00%1.58%7.41%-13.45%-10.24%8.25%9.44%-5.87%10.87%
DFGFX
DFA Two Year Global Fixed Income Portfolio
0.77%2.89%5.36%4.95%-2.62%-0.37%0.88%2.87%1.91%0.93%

Returns By Period

In the year-to-date period, OIBAX achieves a -7.68% return, which is significantly lower than DFGFX's 0.77% return. Over the past 10 years, OIBAX has underperformed DFGFX with an annualized return of 1.34%, while DFGFX has yielded a comparatively higher 1.75% annualized return.


OIBAX

1D
0.45%
1M
-9.37%
YTD
-7.68%
6M
-3.95%
1Y
3.65%
3Y*
4.77%
5Y*
-0.50%
10Y*
1.34%

DFGFX

1D
0.05%
1M
0.05%
YTD
0.77%
6M
1.79%
1Y
2.53%
3Y*
4.23%
5Y*
2.13%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIBAX vs. DFGFX - Expense Ratio Comparison

OIBAX has a 1.16% expense ratio, which is higher than DFGFX's 0.16% expense ratio.


Return for Risk

OIBAX vs. DFGFX — Risk / Return Rank

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

OIBAX
OIBAX Risk / Return Rank: 1414
Overall Rank
OIBAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
OIBAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
OIBAX Omega Ratio Rank: 1414
Omega Ratio Rank
OIBAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
OIBAX Martin Ratio Rank: 1616
Martin Ratio Rank

DFGFX
DFGFX Risk / Return Rank: 8080
Overall Rank
DFGFX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DFGFX Sortino Ratio Rank: 7575
Sortino Ratio Rank
DFGFX Omega Ratio Rank: 9999
Omega Ratio Rank
DFGFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DFGFX Martin Ratio Rank: 6060
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.

OIBAX vs. DFGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Bond Fund (OIBAX) and DFA Two Year Global Fixed Income Portfolio (DFGFX). 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.


OIBAXDFGFXDifference

Sharpe ratio

Return per unit of total volatility

0.40

1.71

-1.30

Sortino ratio

Return per unit of downside risk

0.58

1.85

-1.27

Omega ratio

Gain probability vs. loss probability

1.09

2.61

-1.52

Calmar ratio

Return relative to maximum drawdown

0.33

1.87

-1.53

Martin ratio

Return relative to average drawdown

1.56

5.76

-4.20

OIBAX vs. DFGFX - Sharpe Ratio Comparison

The current OIBAX Sharpe Ratio is 0.40, which is lower than the DFGFX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of OIBAX and DFGFX, 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


OIBAXDFGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.71

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

1.19

-1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

1.29

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

2.27

-1.54

Correlation

The correlation between OIBAX and DFGFX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

OIBAX vs. DFGFX - Dividend Comparison

OIBAX's dividend yield for the trailing twelve months is around 2.78%, less than DFGFX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
OIBAX
Invesco International Bond Fund
2.78%3.68%4.53%3.63%2.86%2.85%2.87%4.91%4.79%4.18%4.44%3.35%
DFGFX
DFA Two Year Global Fixed Income Portfolio
3.12%2.67%4.77%3.19%1.17%0.23%0.57%2.24%2.21%1.54%0.65%0.02%

Drawdowns

OIBAX vs. DFGFX - Drawdown Comparison

The maximum OIBAX drawdown since its inception was -32.33%, which is greater than DFGFX's maximum drawdown of -4.00%. Use the drawdown chart below to compare losses from any high point for OIBAX and DFGFX.


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Drawdown Indicators


OIBAXDFGFXDifference

Max Drawdown

Largest peak-to-trough decline

-32.33%

-4.00%

-28.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-1.41%

-8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.49%

-4.00%

-25.49%

Max Drawdown (10Y)

Largest decline over 10 years

-32.33%

-4.00%

-28.33%

Current Drawdown

Current decline from peak

-10.14%

0.00%

-10.14%

Average Drawdown

Average peak-to-trough decline

-5.33%

-0.23%

-5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

0.46%

+1.66%

Volatility

OIBAX vs. DFGFX - Volatility Comparison

Invesco International Bond Fund (OIBAX) has a higher volatility of 6.15% compared to DFA Two Year Global Fixed Income Portfolio (DFGFX) at 0.22%. This indicates that OIBAX's price experiences larger fluctuations and is considered to be riskier than DFGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIBAXDFGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

0.22%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.84%

0.44%

+7.40%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

1.56%

+9.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.95%

1.81%

+7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.47%

1.36%

+7.11%