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Global Fixed Income
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|
NAVPS (10-11-2024) |
$9.03 |
|---|---|
| Change |
$0.00
(0.01%)
|
As at September 30, 2024
As at June 30, 2024
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Inception Return (November 10, 2003): 1.41%
| 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 | 0.24% | 0.88% | 1.83% | 2.72% | 3.79% | 3.22% | -1.23% | -1.18% | -0.93% | -0.26% | -0.42% | -0.50% | -0.22% | 0.04% |
| Benchmark | 1.89% | 5.62% | 5.53% | 5.97% | 11.80% | 5.82% | -1.56% | -2.79% | -0.85% | 0.97% | 1.11% | 0.18% | 0.86% | 2.37% |
| Category Average | 1.32% | 4.34% | 4.34% | 4.18% | 10.48% | 5.81% | -0.74% | -0.53% | 0.42% | 1.43% | 1.13% | 0.93% | 1.42% | 1.55% |
| Category Rank | 560 / 563 | 540 / 544 | 531 / 542 | 482 / 531 | 504 / 506 | 435 / 454 | 236 / 373 | 176 / 315 | 199 / 258 | 208 / 224 | 165 / 182 | 121 / 162 | 119 / 135 | 122 / 125 |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 3 | 3 | 4 | 4 | 4 | 3 | 4 | 4 |
| Return % | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 0.30% | 0.38% | 0.35% | 0.30% | 0.31% | 0.26% | 0.34% | 0.33% | 0.27% | 0.38% | 0.26% | 0.24% |
| Benchmark | 1.33% | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% | 1.16% | 3.88% | -0.22% | 1.89% |
1.58% (January 2015)
-2.71% (March 2022)
| 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 | 103/ 103 | 121/ 126 | 63/ 138 | 116/ 168 | 138/ 196 | 169/ 240 | 259/ 266 | 170/ 322 | 66/ 388 | 416/ 468 |
3.27% (2023)
-7.98% (2022)
| Name | Percent |
|---|---|
| Cash and Equivalents | 68.27 |
| Foreign Government Bonds | 11.15 |
| Foreign Corporate Bonds | 9.09 |
| Canadian Corporate Bonds | 8.72 |
| Canadian Government Bonds | 2.15 |
| Other | 0.62 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 68.27 |
| Fixed Income | 31.13 |
| Financial Services | 0.60 |
| Name | Percent |
|---|---|
| North America | 79.60 |
| Europe | 12.27 |
| Asia | 6.18 |
| Multi-National | 0.10 |
| Other | 1.85 |
| Name | Percent |
|---|---|
| Canada Government 01-Aug-2024 | 3.65 |
| United States Treasury 5.46% 31-Jan-2025 | 2.45 |
| National Securities Clearing Corp 30-Aug-2024 | 2.17 |
| Toronto-Dominion Bank 3.23% 24-Jul-2024 | 1.95 |
| Canadian Dollars - London | 1.88 |
| Sweden, Kingdom of 21-Aug-2024 | 1.85 |
| Quebec Province 3.75% 01-Sep-2024 | 1.66 |
| Bank of Montreal 2.70% 11-Sep-2024 | 1.61 |
| European Bank for Recon Dvlpmt 5.66% 16-Feb-2029 | 1.50 |
| Erste Abwicklungsanstalt 22-Jul-2024 | 1.33 |
DFA Five-Year Global Fixed Income Fund Class A
Median
Other - Global Fixed Income
| Standard Deviation | 2.75% | 2.21% | 1.97% |
|---|---|---|---|
| Beta | 0.26% | 0.18% | 0.14% |
| Alpha | -0.01% | -0.01% | 0.00% |
| Rsquared | 0.49% | 0.32% | 0.29% |
| Sharpe | -1.65% | -1.42% | -0.76% |
| Sortino | -1.45% | -1.62% | -1.47% |
| Treynor | -0.17% | -0.17% | -0.11% |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 0.17% | 2.75% | 2.21% | 1.97% |
| Beta | 0.01% | 0.26% | 0.18% | 0.14% |
| Alpha | 0.04% | -0.01% | -0.01% | 0.00% |
| Rsquared | 0.14% | 0.49% | 0.32% | 0.29% |
| Sharpe | -6.01% | -1.65% | -1.42% | -0.76% |
| Sortino | - | -1.45% | -1.62% | -1.47% |
| Treynor | -0.79% | -0.17% | -0.17% | -0.11% |
| Tax Efficiency | 71.67% | - | - | - |
| 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) | - |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| DFA230 |
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.
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
| 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 |
| 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 |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 2,500 |
| PAC Subsequent | 50 |
| SWP Allowed | Yes |
| SWP Min Balance | - |
| SWP Min Withdrawal | 50 |
| MER | 1.38% |
|---|---|
| Management Fee | 1.19% |
| 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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