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DFA Five-Year Global Fixed Income Fund Class A

Global Fixed Income

FundGrade E Click for more information on Fundata’s FundGrade

FundGrade E

Click for more information on Fundata’s FundGrade.

NAVPS
(07-19-2024)
$9.01
Change
$0.00 (0.02%)

As at June 30, 2024

As at March 31, 2024

Period
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Legend

DFA Five-Year Global Fixed Income Fund Class A

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Fund Returns

Inception Return (November 10, 2003): 1.38%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 0.27% 0.94% 1.82% 1.82% 3.86% 1.74% -1.65% -1.39% -1.04% -0.44% -0.53% -0.63% -0.24% -0.06%
Benchmark 1.16% -0.09% 0.33% 0.33% 3.91% 2.42% -2.71% -3.97% -1.50% -0.40% 0.03% -0.26% 1.17% 2.01%
Category Average 0.72% -0.10% -0.10% -0.10% 3.35% 2.36% -2.12% -1.22% -0.21% 0.59% 0.49% 0.58% 1.01% 1.13%
Category Rank 513 / 545 82 / 544 74 / 533 74 / 533 260 / 488 327 / 442 130 / 360 119 / 295 162 / 248 145 / 212 126 / 175 104 / 156 110 / 127 105 / 114
Quartile Ranking 4 1 1 1 3 3 2 2 3 3 3 3 4 4

Monthly Return

Monthly Return
Return % Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Fund 0.33% 0.37% 0.24% 0.30% 0.38% 0.35% 0.30% 0.31% 0.26% 0.34% 0.33% 0.27%
Benchmark -0.13% 1.51% -3.16% 1.33% 2.61% 1.46% 0.01% 0.00% 0.40% -1.24% 0.00% 1.16%

Best Monthly Return Since Inception

1.58% (January 2015)

Worst Monthly Return Since Inception

-2.71% (March 2022)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 2.62% 0.57% 1.13% 0.17% -0.23% 2.14% 0.11% -2.10% -7.98% 3.27%
Benchmark 10.42% 16.63% -1.36% -0.08% 7.82% 1.45% 7.03% -6.05% -10.83% 2.72%
Category Average 4.74% 2.92% 2.08% 2.75% -0.04% 5.49% 5.94% -1.81% -10.70% 5.33%
Quartile Ranking 4 4 2 3 3 3 4 3 1 4
Category Rank 101/ 101 119/ 124 60/ 136 112/ 165 136/ 193 165/ 236 259/ 266 170/ 323 63/ 390 418/ 470

Best Calendar Return (Last 10 years)

3.27% (2023)

Worst Calendar Return (Last 10 years)

-7.98% (2022)

Asset Allocation

Asset Allocation
Name Percent
Cash and Equivalents 68.78
Foreign Government Bonds 11.53
Foreign Corporate Bonds 9.96
Canadian Corporate Bonds 8.67
US Equity 0.59
Other 0.47

Sector Allocation

Sector Allocation
Name Percent
Cash and Cash Equivalent 68.77
Fixed Income 30.64
Financial Services 0.59

Geographic Allocation

Geographic Allocation
Name Percent
North America 80.48
Europe 12.33
Asia 6.82
Multi-National 0.21
Africa and Middle East 0.16

Top Holdings

Top Holdings
Name Percent
Canadian Dollars - London 5.76
Canada, Government of 09-May-2024 3.61
Canada, Government of 11-Apr-2024 3.54
Canada Government 2.75% 01-Aug-2024 2.53
United States Treasury 5.52% 31-Jan-2025 2.40
Ontario Province 3.50% 02-Jun-2024 2.33
Toronto-Dominion Bank 3.23% 24-Jul-2024 1.92
Bank of Nova Scotia 2.29% 28-Jun-2024 1.85
Province of Quebec 13-May-2024 1.83
Canada Government 2.50% 01-Jun-2024 1.79

Equity Style

Equity style data not available

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

DFA Five-Year Global Fixed Income Fund Class A

Median

Other - Global Fixed Income

3 Yr Annualized

Standard Deviation 2.78% 2.21% 1.98%
Beta 0.29% 0.18% 0.14%
Alpha -0.01% -0.01% 0.00%
Rsquared 0.51% 0.32% 0.27%
Sharpe -1.67% -1.41% -0.76%
Sortino -1.55% -1.66% -1.51%
Treynor -0.16% -0.17% -0.11%
Tax Efficiency - - -
Volatility Volatility rating is 1 on a scale of 1 to 10 Volatility rating is 1 on a scale of 1 to 10 Volatility rating is 1 on a scale of 1 to 10

Risk Rating

Rating 1 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 0.15% 2.78% 2.21% 1.98%
Beta 0.02% 0.29% 0.18% 0.14%
Alpha 0.04% -0.01% -0.01% 0.00%
Rsquared 0.32% 0.51% 0.32% 0.27%
Sharpe -7.07% -1.67% -1.41% -0.76%
Sortino - -1.55% -1.66% -1.51%
Treynor -0.65% -0.16% -0.17% -0.11%
Tax Efficiency 69.95% - - -

Fund Details

Start Date November 10, 2003
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) -

Fund Codes

FundServ Code Load Code Sales Status
DFA230

Investment Objectives

The fundamental investment objective of the fund is to provide a market rate of return for a global fixed income portfolio with relative low volatility of returns, while maintaining its eligibility for investment by registered plans. Fundamental investment objectives may only be changed with the approval of a majority of unitholders at a meeting called for that purpose. However, we may change the fund’s investment strategies described below, at our discretion.

Investment Strategy

Information regarding the general investment approach and strategies followed in the management of the Dimensional Funds is set out in the section above called “Investment approach”. To achieve the fund’s investment objectives, the fund is designed to generally purchase high-quality fixed income securities issued or guaranteed by the Canadian government or its agencies or instrumentalities, other Canadian issuers, foreign governments or their agencies or instrumentalities, other foreign issuers

Portfolio Manager(s)

Name Start Date
Dimensional Fund Advisors LP 06-30-2009
07-13-2020
Dimensional Japan Ltd. 12-03-2020
Dimensional Fund Advisors Ltd. 12-03-2020
DFA Australia Limited. 12-03-2020
Dimensional Fund Advisors Pte. Ltd. 12-03-2020

Management and Organization

Fund Manager Dimensional Fund Advisors Canada ULC
Advisor Dimensional Fund Advisors Canada ULC
Custodian RBC Investor Services Trust (Canada)
Registrar RBC Investor Services Trust (Canada)
Distributor -
Auditor PriceWaterhouseCoopers LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 2,500
PAC Subsequent 50
SWP Allowed Yes
SWP Min Balance -
SWP Min Withdrawal 50

Fees

MER 1.38%
Management Fee 1.20%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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