Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DGSFX (DFA Investment Dimensions Group Inc Global Sustainability Fixed Income Ptf Instl Cl) | 1.18% | 4.68% | 2.61% | -0.41% | NA | NA | NA | 1.89% |
Data as of 05/28/2025, AR inception is 11/07/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DGSFX (DFA Investment Dimensions Group Inc Global Sustainability Fixed Income Ptf Instl Cl) | 11/07/2018 | 05/28/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 4.68 | 2.61 | -0.41 | NA | NA | NA | 1.89 | 1.18 | 2.59 | 9.67 | -15.62 | -2.71 | 7.75 | 9.85 | 1.14 |
| Sharpe Ratio | NA | -0.59 | -0.31 | -0.55 | NA | NA | NA | -0.11 | 0.05 | -0.99 | 0.91 | -2.26 | -0.74 | 1.60 | 2.74 | 2.77 |
| Standard Deviation(%) | NA | 4.10 | 5.79 | 5.20 | NA | NA | NA | 5.02 | 4.45 | 4.04 | 5.99 | 7.54 | 3.71 | 4.68 | 3.08 | 2.52 |
| Draw Down(%) | NA | 3.43 | 10.78 | 21.37 | NA | NA | NA | 21.37 | 2.10 | 2.31 | 4.39 | 19.11 | 4.39 | 8.04 | 1.89 | 0.40 |
| Yield(%) | 0.00 | 4.22 | 3.31 | 2.34 | 1.67 | 1.12 | 0.84 | 2.79 | 0.00 | 4.20 | 4.27 | 1.63 | 1.34 | 1.59 | 3.57 | 0.24 |
Data as of 05/28/2025, AR inception is 11/07/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGSFX (DFA Investment Dimensions Group Inc Global Sustainability Fixed Income Ptf Instl Cl) |
-5.66%
Oct 2020 - Oct 2023 |
-0.49%
Jan 2020 - Jan 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGSFX (DFA Investment Dimensions Group Inc Global Sustainability Fixed Income Ptf Instl Cl) |
4.82%
Dec 2018 - Dec 2021 |
1.28%
Dec 2018 - Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart