SAXIX vs. DFGBX
Compare and contrast key facts about SA Global Fixed Income Fund (SAXIX) and DFA Five Year Global Fixed Income Portfolio (DFGBX).
SAXIX is managed by SA Funds. It was launched on Jul 28, 1999. DFGBX is managed by Dimensional. It was launched on Nov 5, 1990.
Performance
SAXIX vs. DFGBX - Performance Comparison
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SAXIX vs. DFGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAXIX SA Global Fixed Income Fund | 0.12% | 4.87% | 5.33% | 4.55% | -6.79% | -1.59% | 0.89% | 3.40% | 1.17% | 1.17% |
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, SAXIX achieves a 0.12% return, which is significantly lower than DFGBX's 0.15% return. Both investments have delivered pretty close results over the past 10 years, with SAXIX having a 1.19% annualized return and DFGBX not far ahead at 1.22%.
SAXIX
- 1D
- 0.23%
- 1M
- -1.36%
- YTD
- 0.12%
- 6M
- 0.60%
- 1Y
- 3.44%
- 3Y*
- 4.50%
- 5Y*
- 1.22%
- 10Y*
- 1.19%
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%
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SAXIX vs. DFGBX - Expense Ratio Comparison
SAXIX has a 0.71% expense ratio, which is higher than DFGBX's 0.23% expense ratio.
Return for Risk
SAXIX vs. DFGBX — Risk / Return Rank
SAXIX
DFGBX
SAXIX vs. DFGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA Global Fixed Income Fund (SAXIX) 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.
| SAXIX | DFGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 1.33 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.56 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.47 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.64 | +1.04 |
Martin ratioReturn relative to average drawdown | 9.77 | 5.29 | +4.48 |
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
| SAXIX | DFGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.33 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.51 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.63 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.74 | -0.10 |
Correlation
The correlation between SAXIX and DFGBX 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
SAXIX vs. DFGBX - Dividend Comparison
SAXIX's dividend yield for the trailing twelve months is around 4.84%, more than DFGBX's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAXIX SA Global Fixed Income Fund | 4.84% | 4.85% | 6.01% | 0.00% | 3.58% | 0.00% | 2.16% | 2.83% | 2.11% | 0.85% | 1.25% | 0.80% |
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
SAXIX vs. DFGBX - Drawdown Comparison
The maximum SAXIX drawdown since its inception was -9.94%, roughly equal to the maximum DFGBX drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for SAXIX and DFGBX.
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Drawdown Indicators
| SAXIX | DFGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.94% | -9.63% | -0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -1.59% | -1.38% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -9.94% | -9.63% | -0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -9.94% | -9.63% | -0.31% |
Current DrawdownCurrent decline from peak | -1.36% | -1.13% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -0.94% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 0.43% | +0.01% |
Volatility
SAXIX vs. DFGBX - Volatility Comparison
SA Global Fixed Income Fund (SAXIX) has a higher volatility of 0.84% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that SAXIX'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
| SAXIX | DFGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 0.76% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 1.30% | 0.97% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 1.64% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.70% | 2.16% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.07% | 1.93% | +0.14% |