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DFA Five-Year Global Fixed Income Fund Class A

Global Fixed Income

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

Click for more information on Fundata’s FundGrade.

NAVPS
(07-21-2025)
$8.92
Change
$0.00 (0.05%)

As at June 30, 2025

As at December 31, 2024

Period
Created with Highcharts 10.3.3Jan 2005Jan 2007Jan 2009Jan 2011Jan 2013Jan 2015Jan 2017Jan 2019Jan 2021Jan 2023Jan 2025Jul 2022Oct 2022Apr 2023Jul 2023Oct 2023Jan 2024Apr 2024Jul 2024Oct 2024Apr 2025Jan 2004Jan 2008Jan 2012Jan 2016Jan 2020Jan 2024$10,000$11,000$12,000$13,000$14,000$15,000$9,600$9,800$10,200$10,400$10,600$10,800Period

Legend

DFA Five-Year Global Fixed Income Fund Class A

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Fund Returns

Inception Return (November 10, 2003): 1.43%

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 0.12% 0.35% 0.83% 0.83% 2.43% 3.14% 1.97% -0.65% -0.64% -0.47% -0.03% -0.17% -0.29% 0.03%
Benchmark 1.17% -1.15% 1.81% 1.81% 8.38% 6.12% 4.37% -0.05% -1.62% 0.08% 0.81% 1.03% 0.66% 1.87%
Category Average 0.98% 0.57% 2.28% 2.28% 4.83% 4.08% 3.17% -0.43% -0.05% 0.61% 1.18% 1.02% 1.04% 1.38%
Category Rank 226 / 233 147 / 221 184 / 218 184 / 218 179 / 204 113 / 176 111 / 155 47 / 123 42 / 99 67 / 93 69 / 85 61 / 72 50 / 64 39 / 40
Quartile Ranking 4 3 4 4 4 3 3 2 2 3 4 4 4 4

Monthly Return

Created with Highcharts 10.3.3-2%-1%0%1%2%3%4%5%
Monthly Return
Return % Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Fund 0.38% 0.26% 0.24% 0.28% 0.21% 0.20% 0.20% 0.15% 0.13% 0.07% 0.16% 0.12%
Benchmark 3.88% -0.22% 1.89% -0.37% 0.95% 0.21% 1.24% 1.20% 0.53% -1.24% -1.07% 1.17%

Best Monthly Return Since Inception

1.58% (January 2015)

Worst Monthly Return Since Inception

-2.71% (March 2022)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund 0.57% 1.13% 0.17% -0.23% 2.14% 0.11% -2.10% -7.98% 3.27% 3.43%
Benchmark 16.63% -1.36% -0.08% 7.82% 1.45% 7.03% -6.05% -10.83% 2.72% 6.80%
Category Average 2.92% 2.08% 2.75% -0.04% 5.49% 5.94% -1.81% -10.70% 5.33% 2.37%
Quartile Ranking 4 3 4 3 4 4 2 1 4 2
Category Rank 28/ 33 24/ 41 53/ 69 50/ 78 73/ 91 97/ 97 36/ 104 22/ 138 137/ 160 52/ 195

Best Calendar Return (Last 10 years)

3.43% (2024)

Worst Calendar Return (Last 10 years)

-7.98% (2022)

Asset Allocation

Asset Allocation
Name Percent
Cash and Equivalents 65.68
Foreign Government Bonds 15.71
Foreign Corporate Bonds 11.87
Canadian Corporate Bonds 3.00
Canadian Government Bonds 2.81
Other 0.93

Sector Allocation

Sector Allocation
Name Percent
Cash and Cash Equivalent 65.68
Fixed Income 34.32

Geographic Allocation

Geographic Allocation
Name Percent
North America 75.25
Europe 13.13
Asia 8.84
Other 2.78

Top Holdings

Top Holdings
Name Percent
Canada Government 30-Jan-2025 2.95
Canadian Treasury Bill 12-Mar-2025 2.45
Canada, Government of 15-Jan-2025 2.45
Canada, Government of 12-Feb-2025 2.44
Canada, Government of 27-Feb-2025 2.44
Canadian Treasury Bill 27-Mar-2025 2.35
JPMorgan Chase Bank NA 5.52% 08-Nov-2026 1.91
Royal Bank of Canada 3.40% 24-Mar-2025 1.85
Canada Housing Trust No 1 2.55% 15-Mar-2025 1.75
European Bank for Recon Dvlpmt 4.85% 16-Feb-2029 1.55

Equity Style

Equity style data not available

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Created with Highcharts 10.3.3Risk (Annualized Standard Deviation)ReturnMedian DeviationMedian Return12345678910111213141516-10%-5%0%5%10%15%

DFA Five-Year Global Fixed Income Fund Class A

Median

Other - Global Fixed Income

3 Yr Annualized

Standard Deviation 1.61% 2.20% 1.85%
Beta 0.15% 0.21% 0.13%
Alpha 0.01% 0.00% 0.00%
Rsquared 0.27% 0.40% 0.23%
Sharpe -1.26% -1.42% -0.92%
Sortino -0.70% -1.53% -1.52%
Treynor -0.14% -0.15% -0.13%
Tax Efficiency 56.60% - -
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 0.29% 1.61% 2.20% 1.85%
Beta 0.04% 0.15% 0.21% 0.13%
Alpha 0.02% 0.01% 0.00% 0.00%
Rsquared 0.35% 0.27% 0.40% 0.23%
Sharpe -3.30% -1.26% -1.42% -0.92%
Sortino -2.00% -0.70% -1.53% -1.52%
Treynor -0.27% -0.14% -0.15% -0.13%
Tax Efficiency 45.82% 56.60% - -

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 Management

Portfolio Manager

Dimensional Fund Advisors Canada ULC

  • David A. Plecha
  • Joseph F. Kolerich
Sub-Advisor

Dimensional Fund Advisors LP

Dimensional Fund Advisors Ltd.

DFA Australia Limited.

Dimensional Japan Ltd.

Dimensional Fund Advisors Pte. Ltd.

Management and Organization

Fund Manager

Dimensional Fund Advisors Canada ULC

Custodian

RBC Investor Services Trust (Canada)

Registrar

RBC Investor Services Trust (Canada)

Distributor

-

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 1.36%
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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