C000146456 Performance — AZL DFA Five-Year Global Fixed Income Fund
Data updated: 2023-03-16
C000146456 returned −6.83% over one year to Dec 2022. The annualised 3-year return is −2.69%. The fund trailed its International Short-Term Corporate Bond category average: $100 invested three years ago grew to $92, against $96 for the category, and to $93 over one year, against $95. Volatility over the past three years was 2.44% a year. In the 12 months to Dec 2022 the fund took in a net $81.1M, and assets reached $329.69M.
C000146456 Growth of $100
What $100 invested in AZL DFA Five-Year Global Fixed Income Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Short-Term Corporate Bond category average over the same months.
| Period | C000146456 | Category average |
|---|---|---|
| 1 year (Jan 2022 – Dec 2022) | $93 | $95 |
| 3 years (Jan 2020 – Dec 2022) | $92 | $96 |
| Since data start (Jul 2019 – Dec 2022) | $93 | $97 |
C000146456 Trailing Returns
Total returns to Dec 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −6.83% |
| 3 years (annualised) | −2.69% |
C000146456 Annual Returns
Calendar-year total returns of AZL DFA Five-Year Global Fixed Income Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 | −6.83% |
| 2021 | −1.65% |
| 2020 | +0.57% |
| 2019 (Jul–Dec) | +0.70% |
C000146456 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −1.5% | −0.6% | −2.6% | −1.2% | +0.6% | −0.9% | +0.8% | −1.1% | −1.1% | +0.1% | +0.6% | 0.0% |
| 2021 | 0.0% | −0.1% | −0.1% | +0.2% | +0.1% | −0.2% | +0.7% | −0.2% | −0.8% | −1.1% | +0.1% | −0.2% |
| 2020 | +0.4% | +0.1% | −0.8% | +0.5% | +0.1% | +0.1% | +0.1% | 0.0% | 0.0% | +0.1% | 0.0% | 0.0% |
| 2019 | — | — | — | — | — | — | +0.3% | +0.5% | −0.2% | 0.0% | 0.0% | +0.1% |
C000146456 Risk
Risk measures from monthly returns over Jan 2020 – Dec 2022.
- 3-year volatility (annualised): 2.44%
- 3-year Sharpe ratio: -2.94 (vs 4.5% risk-free rate)
- Best month: +0.79% (Jul 2022)
- Worst month: −2.58% (Mar 2022)
C000146456 Fund Flows
Monthly money in and out of AZL DFA Five-Year Global Fixed Income Fund, from SEC Form N-PORT.
- 12-month net flow: $81.1M
- 12-month gross sales (incl. reinvestments): $17.1M
- Sales ÷ redemptions: -0.27×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2022 | $283K | −$1.2M | $1.4M |
| Nov 2022 | $407K | −$357K | $764K |
| Oct 2022 | $14.6M | −$8.5M | $23.1M |
| Sep 2022 | $376K | −$7.8M | $8.2M |
| Aug 2022 | $644K | −$783K | $1.4M |
| Jul 2022 | $27K | −$7.2M | $7.3M |
| Jun 2022 | $241K | −$6.9M | $7.2M |
| May 2022 | $136K | −$11.9M | $12.0M |
| Apr 2022 | $183K | −$2.6M | $2.8M |
| Mar 2022 | $2K | −$7.5M | $7.5M |
| Feb 2022 | $102K | −$5.2M | $5.3M |
| Jan 2022 | $67K | −$4.0M | $4.1M |
C000146456 Assets Under Management
Net assets of AZL DFA Five-Year Global Fixed Income Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-12-31 | $329.69M |
| 2022-09-30 | $336.57M |
| 2022-06-30 | $356.55M |
| 2022-03-31 | $383.50M |
| 2021-12-31 | $419.12M |
| 2021-09-30 | $426.16M |
| 2021-06-30 | $427.66M |
| 2021-03-31 | $423.76M |
| 2020-12-31 | $410.37M |
| 2020-09-30 | $394.05M |
| 2020-06-30 | $392.01M |
| 2020-03-31 | $348.92M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.