Dimensional Global Sustainability Fixed… (DFSB) Performance
DFSB total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −0.2% since Dec 31, 2025
- 1 year
- −0.7% total return
- 3 years
- +5.5% a year
- Since first price
- +4.0% a year since 2022
DFSB trailing returns vs AGG, TLT, SPY
| Period | DFSB total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.6% | +0.4% | +0.9% | +1.5% | −1.0% |
| 3 months | −0.9% | −1.3% | −0.4% | −1.0% | +3.2% |
| 6 months | −1.3% | −3.9% | −1.5% | −3.8% | +7.8% |
| YTD | −0.2% | −3.4% | −1.0% | −3.4% | +12.3% |
| 1 year | −0.7% | −5.9% | −1.1% | −6.9% | +14.4% |
| 3 years | +17.5%+5.5%/yr | +1.6% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| Since inceptionNov 16, 2022 | +16.8%+4.0%/yr | −1.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DFSB vs AGG
From Nov 16, 2022: DFSB grew to $11,679, AGG to $11,350.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DFSB returns by calendar year
3 of 3 full years positive. Best 2023 (+9.4%), worst 2024 (+2.5%). 2026 is year to date.
DFSB annual returns table
| Year | DFSB | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | −0.2% | −3.9% | −1.0% | −3.4% | +12.3% |
| 2025 | +5.2% | −2.3% | +7.2% | +4.3% | +17.7% |
| 2024 | +2.5% | −2.7% | +1.3% | −8.1% | +24.9% |
| 2023 | +9.4% | −5.2% | +5.7% | +2.8% | +26.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DFSB largest drawdowns
Now 2.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 2, 2023 | −5.2% | Oct 19, 2023 | Nov 29, 2023 | 9 months | 10 months |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
DFSB risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +4.7% | +3.5% |
| Volatility (annualized) | 5.3% | 5.7% |
| Sharpe ratio | 0.06 | -0.14 |
| Sortino ratio | 0.09 | -0.20 |
| Best month | +4.9% | +4.9% |
| Worst month | −2.4% | −2.6% |
| Best 12 months | +12.6% | +12.6% |
| Worst 12 months | −1.0% | −1.0% |
| Positive months | 64% | 61% |
| Beta vs S&P 500 | 0.24 | — |
| Correlation with S&P 500 | 0.57 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DFSB rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 36 | −1.0% | +5.1% | +12.6% | 94% |
| 3-year (a year) | 12 | +4.5% | +4.9% | +6.0% | 100% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
DFSB performance overview
Dimensional Global Sustainability Fixed… (DFSB) returned −0.7% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +4.0% a year, turning $10,000 into about $11,679. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −5.2%, from Feb 2, 2023 to Oct 19, 2023, and it took 41 days to get back to the old high. DFSB finished 3 of its 3 full calendar years with a gain; the best year was 2023 (+9.4%) and the worst 2024 (+2.5%). Volatility has been 5.7% a year.
Related: DFSB chart, DFSB dividends, DFSB bond profile. See the DFSB overview for the latest quote and fund facts.
DFSB performance FAQ
What is the DFSB return over the past year?
DFSB returned −0.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 5.9%.
How much would $10,000 invested in DFSB be worth?
$10,000 invested in DFSB at its first recorded close on November 16, 2022 would be worth about $11,679 on October 23, 2026 with distributions reinvested.
What was the worst year for DFSB?
The worst calendar year was 2024, with a total return of +2.5%. The best was 2023 at +9.4%.
What is the biggest drawdown of DFSB?
The largest peak-to-trough decline was −5.2% between February 2, 2023 and October 19, 2023. It recovered to the old high on November 29, 2023, 41 days after the bottom.
How volatile is DFSB?
Over the past 3 years DFSB had an annualized volatility of 5.3% and a Sharpe ratio of 0.06 (excess return over 1–3 month T-bills per unit of risk).