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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
(04-17-2024)
$9.04
Change
$0.00 (0.01%)

As at March 31, 2024

As at December 31, 2023

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): 1.35%

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 0.26% 0.87% 1.92% 0.87% 3.06% 0.36% -1.99% -1.50% -1.04% -0.57% -0.64% -0.63% -0.41% -0.06%
Benchmark 0.40% 0.42% 5.94% 0.42% 0.29% -0.21% -2.75% -4.26% -1.27% -0.48% 0.02% 0.16% 0.88% 1.90%
Category Average 0.75% 5.89% 5.89% -0.15% 2.55% -0.69% -1.73% -0.14% 0.16% 0.37% 0.58% 0.83% 0.83% 1.23%
Category Rank 519 / 541 78 / 538 511 / 513 78 / 538 192 / 490 126 / 417 182 / 337 169 / 280 181 / 245 132 / 203 123 / 168 104 / 135 105 / 123 91 / 99
Quartile Ranking 4 1 4 1 2 2 3 3 3 3 3 4 4 4

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 0.21% 0.02% -0.07% 0.33% 0.37% 0.24% 0.30% 0.38% 0.35% 0.30% 0.31% 0.26%
Benchmark 0.77% -1.74% -2.61% -0.13% 1.51% -3.16% 1.33% 2.61% 1.46% 0.01% 0.00% 0.40%

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 98/ 98 117/ 122 58/ 134 111/ 165 131/ 193 165/ 236 262/ 269 176/ 328 62/ 395 424/ 475

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 76.70
Foreign Corporate Bonds 10.19
Foreign Government Bonds 9.23
Canadian Corporate Bonds 3.25
Canadian Government Bonds 0.62
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Cash and Cash Equivalent 76.70
Fixed Income 23.28
Financial Services 0.02

Geographic Allocation

Geographic Allocation
Name Percent
North America 66.04
Europe 22.49
Asia 9.78
Africa and Middle East 0.29
Multi-National 0.15
Other 1.25

Top Holdings

Top Holdings
Name Percent
United States Treasury 5.53% 31-Jan-2025 2.62
Canada Government 0.00% 01-Feb-2024 2.53
Toronto-Dominion Bank 3.23% 24-Jul-2024 2.14
Bank of Nova Scotia 2.29% 28-Jun-2024 2.06
Export Development Corp 08-Jan-2024 2.02
Manitoba Province 2.60% 16-Apr-2024 1.85
Bank of Montreal 2.70% 11-Sep-2024 1.76
Saskatchewan Province 3.20% 03-Jun-2024 1.70
Ontario Province 3.05% 29-Jan-2024 1.62
Ireland Government 3.40% 18-Mar-2024 1.28

Equity Style

Equity style data not available

Fixed Income Style

Average Duration: S. Average Credit Quality: .
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 2.75% 2.21% 1.99%
Beta 0.28% 0.18% 0.14%
Alpha -0.01% -0.01% 0.00%
Rsquared 0.50% 0.32% 0.27%
Sharpe -1.67% -1.34% -0.71%
Sortino -1.66% -1.66% -1.50%
Treynor -0.17% -0.16% -0.10%
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 0.48% 2.75% 2.21% 1.99%
Beta 0.06% 0.28% 0.18% 0.14%
Alpha 0.03% -0.01% -0.01% 0.00%
Rsquared 0.53% 0.50% 0.32% 0.27%
Sharpe -3.57% -1.67% -1.34% -0.71%
Sortino 0.06% -1.66% -1.66% -1.50%
Treynor -0.30% -0.17% -0.16% -0.10%
Tax Efficiency 79.01% - - -

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

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, and supranational organizations, such as the European Investment Bank and Inter-American Development Bank.

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 1.40%
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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