- ISIN
- US25434D6581
- Issuer
- Dimensional
- Inception Date
- Dec 23, 2003
- Category
- Diversified Portfolio
- 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
DGSIX Performance Chart
DFA Global Allocation 60/40 Portfolio (DGSIX) is up 8.3% since the beginning of the year. DGSIX is currently trading at $24 per share. Investors who bought $1,000 worth of DGSIX shares 5 years ago would now be looking at an investment worth $1,454.
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Returns By Period
DFA Global Allocation 60/40 Portfolio (DGSIX) has returned 8.30% so far this year and 18.83% over the past 12 months. Over the last ten years, DGSIX has returned 8.81% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.
DFA Global Allocation 60/40 Portfolio
- 1D
- -0.25%
- 1M
- 2.15%
- YTD
- 8.30%
- 6M
- 9.35%
- 1Y
- 18.83%
- 3Y*
- 13.62%
- 5Y*
- 7.78%
- 10Y*
- 8.81%
Benchmark (S&P 500 Index)
- 1D
- -1.21%
- 1M
- 0.23%
- YTD
- 8.39%
- 6M
- 10.39%
- 1Y
- 24.03%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.61%
DGSIX Monthly Returns History
Based on dividend-adjusted daily data since Dec 26, 2003, DGSIX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +9.1%, while the worst month was Oct 2008 at -13.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DGSIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +6.3%, while the worst single day was Mar 16, 2020 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.37% | 1.69% | -4.03% | 5.44% | 2.51% | 0.30% | 8.30% | ||||||
| 2025 | 1.96% | -0.19% | -2.22% | 0.00% | 3.61% | 3.08% | 0.95% | 2.20% | 1.85% | 0.78% | 0.73% | 0.61% | 14.06% |
| 2024 | -0.00% | 2.68% | 2.53% | -2.46% | 3.15% | 0.64% | 2.30% | 1.33% | 1.40% | -1.26% | 3.23% | -2.55% | 11.31% |
| 2023 | 5.07% | -2.00% | 1.23% | 0.78% | -1.29% | 3.88% | 2.62% | -1.47% | -2.55% | -1.95% | 5.66% | 4.22% | 14.59% |
| 2022 | -3.31% | -1.27% | 0.19% | -5.08% | 0.80% | -6.00% | 5.25% | -2.97% | -6.77% | 4.76% | 5.45% | -2.84% | -12.10% |
| 2021 | -0.00% | 2.50% | 2.44% | 2.67% | 1.28% | 0.27% | 0.81% | 1.29% | -2.63% | 2.68% | -1.37% | 3.64% | 14.24% |
Benchmark Metrics
DFA Global Allocation 60/40 Portfolio has an annualized alpha of 1.65%, beta of 0.57, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since December 26, 2003.
- This fund participated in 67.84% of S&P 500 Index downside but only 64.99% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.57 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
- 1.65%
- Beta
- 0.57
- R²
- 0.88
- Upside Capture
- 64.99%
- Downside Capture
- 67.84%
Expense Ratio
DGSIX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
DGSIX ranks 77 for risk / return — better than 77% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGSIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.35 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.65 | +0.49 |
| Martin ratioReturn relative to average drawdown | 13.53 | 11.88 | +1.65 |
Dividends
Dividend History
DFA Global Allocation 60/40 Portfolio provided a 7.96% dividend yield over the last twelve months, with an annual payout of $1.89 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.89 | $1.88 | $1.52 | $1.06 | $0.84 | $1.22 | $0.69 | $0.49 | $0.49 | $0.23 | $0.20 | $0.29 |
Dividend yield | 7.96% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Global Allocation 60/40 Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $1.59 | $1.88 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $1.24 | $1.52 |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.83 | $1.06 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.64 | $0.84 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $1.04 | $1.22 |
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 DFA Global Allocation 60/40 Portfolio. 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 DFA Global Allocation 60/40 Portfolio was 41.64%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.
The current DFA Global Allocation 60/40 Portfolio drawdown is 0.25%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -41.64%Mar 2009 | 1y 4mo | 1y 9mo | 3y 1moNov 2007 - Dec 2010 |
COVID crash2020 | -23.59%Mar 2020 | 1mo 9d | 4mo 22d | 6mo 1dFeb 2020 - Aug 2020 |
Bear market2022 | -18.36%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2011 correction2011 | -15.68%Oct 2011 | 5mo 4d | 11mo 10d | 1y 4moMay 2011 - Sep 2012 |
2025 selloff2025 | -13.43%Apr 2025 | 3mo 23d | 3mo 3d | 6mo 26dDec 2024 - Jul 2025 |
Drawdown Indicators
| DGSIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -56.78% | +15.14% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -9.10% | +3.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.43% | -18.90% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -25.43% | +7.07% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -33.92% | +10.33% |
Current DrawdownCurrent decline from peak | -0.25% | -2.49% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -10.72% | +6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 2.03% | -0.68% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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