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Global Fixed Income
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2012
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|
NAVPS (06-14-2024) |
$9.12 |
|---|---|
| Change |
$0.02
(0.23%)
|
As at May 31, 2024
As at March 31, 2024
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Inception Return (January 20, 2009): 1.67%
| 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 | 0.92% | -0.04% | 2.10% | -1.45% | 3.28% | 0.05% | -3.91% | -2.70% | -1.53% | -0.37% | -0.54% | -0.24% | 0.08% | 0.48% |
| Benchmark | 0.00% | -0.84% | 0.62% | -0.82% | 0.03% | 1.24% | -2.50% | -4.40% | -1.98% | -0.42% | -0.71% | -0.15% | 0.99% | 1.76% |
| Category Average | 1.16% | 2.23% | 2.23% | -0.81% | 2.43% | 0.70% | -2.13% | -1.19% | -0.21% | 0.49% | 0.25% | 0.66% | 0.84% | 1.06% |
| Category Rank | 366 / 543 | 368 / 539 | 320 / 536 | 434 / 536 | 176 / 490 | 332 / 440 | 324 / 356 | 200 / 293 | 180 / 245 | 133 / 209 | 97 / 173 | 88 / 150 | 87 / 122 | 79 / 105 |
| Quartile Ranking | 3 | 3 | 3 | 4 | 2 | 4 | 4 | 3 | 3 | 3 | 3 | 3 | 3 | 4 |
| Return % | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.49% | 0.51% | -0.13% | -1.89% | -1.10% | 4.35% | 3.61% | -0.22% | -1.19% | 1.18% | -2.11% | 0.92% |
| Benchmark | -2.61% | -0.13% | 1.51% | -3.16% | 1.33% | 2.61% | 1.46% | 0.01% | 0.00% | 0.40% | -1.24% | 0.00% |
4.35% (November 2023)
-5.72% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 7.47% | 0.90% | 2.64% | 2.48% | -1.10% | 7.84% | 5.64% | -3.72% | -15.81% | 7.21% |
| 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 | 3 | 4 | 2 | 2 | 4 | 1 | 4 | 3 | 4 | 1 |
| Category Rank | 50/ 98 | 112/ 120 | 36/ 132 | 48/ 163 | 156/ 191 | 37/ 234 | 203/ 268 | 236/ 325 | 376/ 392 | 57/ 472 |
7.84% (2019)
-15.81% (2022)
| Name | Percent |
|---|---|
| Foreign Corporate Bonds | 62.97 |
| Foreign Government Bonds | 22.23 |
| Cash and Equivalents | 13.13 |
| Canadian Corporate Bonds | 1.57 |
| Canadian Government Bonds | 0.07 |
| Other | 0.03 |
| Name | Percent |
|---|---|
| Fixed Income | 86.85 |
| Cash and Cash Equivalent | 13.13 |
| Financial Services | 0.02 |
| Name | Percent |
|---|---|
| North America | 57.64 |
| Europe | 32.35 |
| Asia | 7.72 |
| Multi-National | 2.28 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| United Kingdom Government 1.13% 31-Jan-2039 | 2.67 |
| Exxon Mobil Corp 4.23% 19-Sep-2039 | 1.97 |
| Canada Government 2.75% 01-Aug-2024 | 1.70 |
| France Government 1.25% 25-May-2038 | 1.61 |
| Canada Housing Trust No 1 2.90% 15-Jun-2024 | 1.17 |
| Ontario Teachers Finance Trust 1.85% 03-May-2032 | 1.14 |
| Nike Inc 3.25% 27-Sep-2039 | 1.13 |
| United States Treasury 2.13% 31-Mar-2024 | 1.12 |
| Canada Government 1.50% 01-May-2024 | 1.12 |
| Treasury Corp of Victoria 2.00% 17-Sep-2035 | 1.10 |
DFA Global Investment Grade Fixed Income Fund Class A
Median
Other - Global Fixed Income
| Standard Deviation | 8.05% | 7.36% | 5.76% |
|---|---|---|---|
| Beta | 0.85% | 0.53% | 0.35% |
| Alpha | -0.02% | 0.00% | 0.00% |
| Rsquared | 0.54% | 0.25% | 0.22% |
| Sharpe | -0.81% | -0.45% | -0.14% |
| Sortino | -1.02% | -0.71% | -0.51% |
| Treynor | -0.08% | -0.06% | -0.02% |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 6.96% | 8.05% | 7.36% | 5.76% |
| Beta | 0.80% | 0.85% | 0.53% | 0.35% |
| Alpha | 0.03% | -0.02% | 0.00% | 0.00% |
| Rsquared | 0.45% | 0.54% | 0.25% | 0.22% |
| Sharpe | -0.20% | -0.81% | -0.45% | -0.14% |
| Sortino | 0.12% | -1.02% | -0.71% | -0.51% |
| Treynor | -0.02% | -0.08% | -0.06% | -0.02% |
| Tax Efficiency | 81.73% | - | - | - |
| Start Date | January 20, 2009 |
|---|---|
| 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 |
|---|---|---|
| DFA448 |
The fundamental investment objective of the fund is to achieve long-term capital appreciation primarily through exposure to investments in securities of companies and other entities from around the world that are principally engaged in the real estate industry. 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.
To achieve the fund’s investment objectives, the fund is designed to generally purchase a diversified portfolio of investment grade (as defined below) fixed income securities selected from the entire spectrum of investment grade issues, which are 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, and supranational organizations.
| Name | Start Date |
|---|---|
| Dimensional Fund Advisors Ltd. | 01-20-2009 |
| DFA Australia Limited. | 01-20-2009 |
| Dimensional Japan Ltd. | 01-20-2009 |
| Dimensional Fund Advisors LP | 01-20-2009 |
| Dimensional Fund Advisors Pte. Ltd. | 01-20-2009 |
| 07-13-2020 | |
| 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 | 1.37% |
|---|---|
| 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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