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DGI Balanced Fund (DGITX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Inception Date
May 23, 2021
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DGI Balanced Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

DGI Balanced Fund (DGITX) has returned -2.56% so far this year and 10.41% over the past 12 months.


DGI Balanced Fund

1D
-0.08%
1M
-5.57%
YTD
-2.56%
6M
-0.97%
1Y
10.41%
3Y*
8.50%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 2, 2021, DGITX's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, your investment would double in approximately 26.3 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2023 with a return of +6.3%, while the worst month was Sep 2022 at -6.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DGITX closed higher 48% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Apr 4, 2025 at -2.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.10%1.07%-5.57%-2.56%
20251.90%-0.17%-2.38%-0.09%2.61%3.23%0.49%2.62%2.15%1.01%0.31%0.31%12.53%
2024-0.18%1.38%2.09%-3.02%2.84%0.89%3.35%1.11%1.18%-3.23%3.65%-3.02%6.91%
20234.63%-1.44%-1.27%0.89%-1.37%2.78%3.68%-2.33%-3.72%-2.36%6.26%5.31%10.92%
2022-1.54%-1.30%-1.85%-4.48%1.03%-4.00%3.58%-2.62%-6.05%0.72%4.16%-3.31%-15.06%
2021-0.34%-0.52%1.30%-0.94%1.73%-1.96%1.39%0.60%

Benchmark Metrics

DGI Balanced Fund has an annualized alpha of -2.24%, beta of 0.49, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 03, 2021.

  • This fund participated in 65.40% of S&P 500 Index downside but only 43.56% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.24% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • Beta of 0.49 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-2.24%
Beta
0.49
0.78
Upside Capture
43.56%
Downside Capture
65.40%

Expense Ratio

DGITX has a high expense ratio of 1.40%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DGITX ranks 57 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DGITX Risk / Return Rank: 5757
Overall Rank
DGITX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DGITX Sortino Ratio Rank: 5757
Sortino Ratio Rank
DGITX Omega Ratio Rank: 5252
Omega Ratio Rank
DGITX Calmar Ratio Rank: 5959
Calmar Ratio Rank
DGITX Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DGI Balanced Fund (DGITX) and compare them to a chosen benchmark (S&P 500 Index).


DGITXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.17

Sortino ratio

Return per unit of downside risk

1.56

1.39

+0.17

Omega ratio

Gain probability vs. loss probability

1.22

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.41

1.40

+0.01

Martin ratio

Return relative to average drawdown

5.92

6.61

-0.68

Explore DGITX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

DGI Balanced Fund provided a 1.19% dividend yield over the last twelve months, with an annual payout of $0.15 per share.


0.70%0.80%0.90%1.00%1.10%1.20%$0.00$0.05$0.10$0.15202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.15$0.15$0.08$0.10

Dividend yield

1.19%1.16%0.73%0.94%

Monthly Dividends

The table displays the monthly dividend distributions for DGI Balanced Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.15
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.08
2023$0.10$0.00$0.00$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the DGI Balanced Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DGI Balanced Fund was 18.45%, occurring on Nov 3, 2022. Recovery took 424 trading sessions.

The current DGI Balanced Fund drawdown is 6.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.45%Nov 5, 2021251Nov 3, 2022424Jul 16, 2024675
-9.95%Dec 9, 202482Apr 8, 202543Jun 10, 2025125
-6%Feb 26, 202623Mar 30, 2026
-3.74%Jul 17, 202416Aug 7, 202410Aug 21, 202426
-3.34%Oct 29, 202517Nov 20, 202513Dec 10, 202530

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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