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SAXIX vs. DFGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAXIX vs. DFGFX - Performance Comparison

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

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SAXIX vs. DFGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, SAXIX achieves a 0.12% return, which is significantly lower than DFGFX's 0.77% return. Over the past 10 years, SAXIX has underperformed DFGFX with an annualized return of 1.19%, while DFGFX has yielded a comparatively higher 1.75% annualized return.


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%

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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SAXIX vs. DFGFX - Expense Ratio Comparison

SAXIX has a 0.71% expense ratio, which is higher than DFGFX's 0.16% expense ratio.


Return for Risk

SAXIX vs. DFGFX — Risk / Return Rank

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

SAXIX
SAXIX Risk / Return Rank: 9090
Overall Rank
SAXIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SAXIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SAXIX Omega Ratio Rank: 8888
Omega Ratio Rank
SAXIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SAXIX Martin Ratio Rank: 8989
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.

SAXIX vs. DFGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SA Global Fixed Income Fund (SAXIX) 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.


SAXIXDFGFXDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.71

+0.09

Sortino ratio

Return per unit of downside risk

2.74

1.85

+0.88

Omega ratio

Gain probability vs. loss probability

1.38

2.61

-1.23

Calmar ratio

Return relative to maximum drawdown

2.69

1.87

+0.82

Martin ratio

Return relative to average drawdown

9.77

5.76

+4.00

SAXIX vs. DFGFX - Sharpe Ratio Comparison

The current SAXIX Sharpe Ratio is 1.80, which is comparable to the DFGFX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SAXIX 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


SAXIXDFGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.71

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

1.19

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

1.29

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

2.27

-1.64

Correlation

The correlation between SAXIX and DFGFX is 0.45, 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

SAXIX vs. DFGFX - Dividend Comparison

SAXIX's dividend yield for the trailing twelve months is around 4.84%, more than DFGFX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
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%
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

SAXIX vs. DFGFX - Drawdown Comparison

The maximum SAXIX drawdown since its inception was -9.94%, which is greater than DFGFX's maximum drawdown of -4.00%. Use the drawdown chart below to compare losses from any high point for SAXIX and DFGFX.


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Drawdown Indicators


SAXIXDFGFXDifference

Max Drawdown

Largest peak-to-trough decline

-9.94%

-4.00%

-5.94%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-1.41%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-9.94%

-4.00%

-5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-9.94%

-4.00%

-5.94%

Current Drawdown

Current decline from peak

-1.36%

0.00%

-1.36%

Average Drawdown

Average peak-to-trough decline

-1.92%

-0.23%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.46%

-0.02%

Volatility

SAXIX vs. DFGFX - Volatility Comparison

SA Global Fixed Income Fund (SAXIX) has a higher volatility of 0.84% compared to DFA Two Year Global Fixed Income Portfolio (DFGFX) at 0.22%. This indicates that SAXIX'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


SAXIXDFGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.22%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.30%

0.44%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

1.56%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.70%

1.81%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.07%

1.36%

+0.71%