DFA Global Allocation 60/40 Portfolio (DGSIX)
The fund allocates its assets to underlying funds that invest in equity and fixed income securities. Generally, the Portfolio invests its assets in domestic and international equity underlying funds and fixed income underlying funds to achieve an allocation of approximately 40% to 80% of the Portfolio's assets to domestic and international equity underlying funds and 20% to 60% of its assets to fixed income underlying funds.
Fund Info
| ISIN | US25434D6581 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Dec 23, 2003 |
| Category | Diversified Portfolio |
| Min. Investment | $0 |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
DGSIX has an expense ratio of 0.24%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DGSIX vs. DFIHX, DGSIX vs. AWEIX, DGSIX vs. AWGIX, DGSIX vs. AWYIX, DGSIX vs. VGSTX, DGSIX vs. VTHRX, DGSIX vs. ABALX, DGSIX vs. IWV, DGSIX vs. VOO, DGSIX vs. SPY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Global Allocation 60/40 Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
DFA Global Allocation 60/40 Portfolio had a return of 12.56% year-to-date (YTD) and 18.60% in the last 12 months. Over the past 10 years, DFA Global Allocation 60/40 Portfolio had an annualized return of 6.86%, while the S&P 500 had an annualized return of 11.31%, indicating that DFA Global Allocation 60/40 Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.56% | 24.72% |
| 1 month | 0.36% | 2.30% |
| 6 months | 6.02% | 12.31% |
| 1 year | 18.60% | 32.12% |
| 5 years (annualized) | 8.05% | 13.81% |
| 10 years (annualized) | 6.86% | 11.31% |
Monthly Returns
The table below presents the monthly returns of DGSIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.00% | 2.68% | 2.53% | -2.46% | 3.15% | 0.64% | 2.30% | 1.33% | 1.40% | -1.26% | 12.56% | ||
| 2023 | 5.07% | -2.00% | 1.23% | 0.78% | -1.28% | 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% | 0.28% | 0.81% | 1.29% | -2.63% | 2.68% | -1.37% | 3.01% | 13.56% |
| 2020 | -1.06% | -4.91% | -10.46% | 7.99% | 3.44% | 1.91% | 3.16% | 3.60% | -1.83% | -0.69% | 7.90% | 3.49% | 11.58% |
| 2019 | 5.65% | 1.90% | 0.71% | 2.36% | -3.90% | 4.42% | 0.44% | -1.42% | 1.52% | 1.54% | 1.78% | 2.14% | 18.17% |
| 2018 | 2.60% | -2.75% | -0.47% | 0.11% | 0.95% | -0.27% | 1.72% | 1.15% | -0.31% | -4.95% | 0.91% | -4.96% | -6.41% |
| 2017 | 1.67% | 1.76% | 0.38% | 0.95% | 0.71% | 0.71% | 1.64% | 0.12% | 1.36% | 1.42% | 1.46% | 1.07% | 14.04% |
| 2016 | -3.23% | 0.14% | 5.41% | 0.91% | 0.26% | 0.33% | 2.95% | 0.25% | 0.50% | -1.43% | 1.64% | 1.32% | 9.16% |
| 2015 | -0.89% | 3.40% | -0.53% | 1.32% | 0.06% | -1.33% | -0.25% | -3.84% | -1.82% | 4.22% | 0.00% | -1.80% | -1.73% |
| 2014 | -1.88% | 3.23% | 0.60% | 0.32% | 1.40% | 1.57% | -1.55% | 2.07% | -2.84% | 0.95% | 0.76% | -0.82% | 3.71% |
| 2013 | 2.95% | 0.36% | 1.84% | 1.40% | 0.14% | -2.05% | 3.69% | -1.85% | 3.80% | 2.63% | 1.05% | 1.14% | 15.97% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DGSIX is 78, placing it in the top 22% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Global Allocation 60/40 Portfolio provided a 2.52% dividend yield over the last twelve months, with an annual payout of $0.57 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.57 | $0.51 | $0.31 | $0.37 | $0.25 | $0.37 | $0.43 | $0.33 | $0.30 | $0.29 | $0.31 | $0.25 |
Dividend yield | 2.52% | 2.55% | 1.69% | 1.69% | 1.20% | 1.94% | 2.60% | 1.82% | 1.88% | 1.92% | 1.98% | 1.62% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.28 | |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.29 | $0.51 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.31 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.20 | $0.37 |
| 2020 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.25 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.19 | $0.37 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.26 | $0.43 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.15 | $0.33 |
| 2016 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.13 | $0.30 |
| 2015 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.13 | $0.29 |
| 2014 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.15 | $0.31 |
| 2013 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.25 |
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.
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 38.20%, occurring on Nov 20, 2008. Recovery took 341 trading sessions.
The current DFA Global Allocation 60/40 Portfolio drawdown is 0.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.2% | Oct 15, 2007 | 279 | Nov 20, 2008 | 341 | Apr 1, 2010 | 620 |
| -23.59% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -18.36% | Jan 5, 2022 | 186 | Sep 30, 2022 | 309 | Dec 22, 2023 | 495 |
| -15.68% | May 2, 2011 | 108 | Oct 3, 2011 | 234 | Sep 7, 2012 | 342 |
| -12.69% | Jan 29, 2018 | 229 | Dec 24, 2018 | 85 | Apr 29, 2019 | 314 |
Volatility
Volatility Chart
The current DFA Global Allocation 60/40 Portfolio volatility is 2.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.