SEBFX vs. DFGBX
Compare and contrast key facts about Saturna Sustainable Bond Fund (SEBFX) and DFA Five Year Global Fixed Income Portfolio (DFGBX).
SEBFX is managed by Saturna Sustainable Funds. It was launched on Mar 26, 2015. DFGBX is managed by Dimensional. It was launched on Nov 5, 1990.
Performance
SEBFX vs. DFGBX - Performance Comparison
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SEBFX vs. DFGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEBFX Saturna Sustainable Bond Fund | -0.21% | 10.10% | -0.75% | 6.95% | -8.54% | -1.77% | 6.86% | 7.18% | -2.95% | 5.90% |
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, SEBFX achieves a -0.21% return, which is significantly lower than DFGBX's 0.25% return. Over the past 10 years, SEBFX has outperformed DFGBX with an annualized return of 2.16%, while DFGBX has yielded a comparatively lower 1.23% annualized return.
SEBFX
- 1D
- 0.32%
- 1M
- -2.09%
- YTD
- -0.21%
- 6M
- 0.68%
- 1Y
- 7.09%
- 3Y*
- 4.37%
- 5Y*
- 1.23%
- 10Y*
- 2.16%
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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SEBFX vs. DFGBX - Expense Ratio Comparison
SEBFX has a 0.65% expense ratio, which is higher than DFGBX's 0.23% expense ratio.
Return for Risk
SEBFX vs. DFGBX — Risk / Return Rank
SEBFX
DFGBX
SEBFX vs. DFGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saturna Sustainable Bond Fund (SEBFX) 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.
| SEBFX | DFGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.40 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.87 | 1.64 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.49 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.72 | +0.72 |
Martin ratioReturn relative to average drawdown | 10.29 | 5.47 | +4.82 |
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
| SEBFX | DFGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.40 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.52 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.64 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.74 | -0.11 |
Correlation
The correlation between SEBFX and DFGBX is 0.32, 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
SEBFX vs. DFGBX - Dividend Comparison
SEBFX's dividend yield for the trailing twelve months is around 3.90%, more than DFGBX's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEBFX Saturna Sustainable Bond Fund | 3.90% | 3.89% | 3.28% | 3.68% | 0.65% | 2.61% | 0.89% | 2.60% | 3.05% | 2.75% | 2.61% | 0.00% |
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
SEBFX vs. DFGBX - Drawdown Comparison
The maximum SEBFX drawdown since its inception was -13.51%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for SEBFX and DFGBX.
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Drawdown Indicators
| SEBFX | DFGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.51% | -9.63% | -3.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -1.38% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -13.51% | -9.63% | -3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -13.51% | -9.63% | -3.88% |
Current DrawdownCurrent decline from peak | -2.59% | -1.03% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -2.96% | -0.94% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.43% | +0.28% |
Volatility
SEBFX vs. DFGBX - Volatility Comparison
Saturna Sustainable Bond Fund (SEBFX) has a higher volatility of 1.69% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that SEBFX'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
| SEBFX | DFGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 0.76% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 0.98% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.57% | 1.64% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.92% | 2.16% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.60% | 1.93% | +1.67% |