The differential modal group delay (DMGD) of a few-mode fiber (FMF) is an important parameter that decides the complexity of the digital signal processing at the receiver in space division multiplexed (SDM) systems. We use the random mode and polarisation coupling simulation model to explain the origin of statistical spread in DMGD when measured through the conventional linear techniques. We propose and experimentally demonstrate a method based on degenerate inter-modal four wave mixing (IMFWM) to accurately measure the DMGD of a few-mode fiber. Unlike most conventional linear methods, we also extract the sign of DMGD using this nonlinear method. We demonstrate IMFWM using an all-fiber architecture with offset splicing, which is low-cost, robust and non-mode selective.