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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Global Allocation 25/75 Portfolio, 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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Returns By Period
DFA Global Allocation 25/75 Portfolio (DGTSX) has returned -0.41% so far this year and 7.40% over the past 12 months. Over the last ten years, DGTSX has returned 4.83% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
DFA Global Allocation 25/75 Portfolio
- 1D
- 0.02%
- 1M
- -2.55%
- YTD
- -0.41%
- 6M
- 1.00%
- 1Y
- 7.40%
- 3Y*
- 7.08%
- 5Y*
- 4.69%
- 10Y*
- 4.83%
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%
Monthly Returns
Based on dividend-adjusted daily data since Dec 26, 2003, DGTSX's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, your investment would double in approximately 15.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Dec 2021 with a return of +5.5%, while the worst month was Oct 2008 at -4.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DGTSX closed higher 48% of trading days. The best single day was Dec 15, 2021 with a return of +4.7%, while the worst single day was Dec 16, 2024 at -4.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.21% | 0.98% | -2.55% | -0.41% | |||||||||
| 2025 | 1.17% | 0.29% | -0.93% | 0.22% | 1.67% | 1.50% | 0.64% | 1.20% | 0.96% | 0.63% | 0.41% | 0.36% | 8.39% |
| 2024 | 0.29% | 1.17% | 1.28% | -0.93% | 1.65% | 0.54% | 1.42% | 0.84% | 0.94% | -0.49% | 1.60% | -1.08% | 7.43% |
| 2023 | 2.81% | -1.25% | 1.34% | 0.52% | -0.66% | 1.64% | 1.31% | -0.43% | -1.06% | -0.66% | 2.90% | 2.26% | 8.93% |
| 2022 | -1.90% | -0.62% | -0.86% | -2.60% | 0.43% | -3.25% | 3.13% | -1.95% | -4.06% | 2.09% | 2.88% | -1.35% | -8.06% |
| 2021 | 0.14% | 0.76% | 0.89% | 1.23% | 0.67% | 0.14% | 0.74% | 0.53% | -1.38% | 1.01% | -0.33% | 5.50% | 10.20% |
Benchmark Metrics
DFA Global Allocation 25/75 Portfolio has an annualized alpha of 2.43%, beta of 0.23, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since December 29, 2003.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (30.67%) than losses (27.92%) — typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.43% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.23 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
- 2.43%
- Beta
- 0.23
- R²
- 0.71
- Upside Capture
- 30.67%
- Downside Capture
- 27.92%
Expense Ratio
DGTSX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
DGTSX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and compare them to a chosen benchmark (S&P 500 Index).
| DGTSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.90 | +0.92 |
Sortino ratioReturn per unit of downside risk | 2.58 | 1.39 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.40 | +0.73 |
Martin ratioReturn relative to average drawdown | 9.70 | 6.61 | +3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DGTSX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DFA Global Allocation 25/75 Portfolio provided a 5.97% dividend yield over the last twelve months, with an annual payout of $0.83 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.83 | $0.78 | $1.00 | $0.65 | $0.36 | $1.12 | $0.31 | $0.35 | $0.38 | $0.17 | $0.16 | $0.19 |
Dividend yield | 5.97% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Global Allocation 25/75 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 | $0.05 | $0.05 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.51 | $0.78 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.71 | $1.00 |
| 2023 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.46 | $0.65 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.22 | $0.36 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.02 | $1.12 |
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 25/75 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 25/75 Portfolio was 16.71%, occurring on Mar 9, 2009. Recovery took 128 trading sessions.
The current DFA Global Allocation 25/75 Portfolio drawdown is 2.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.71% | Nov 1, 2007 | 339 | Mar 9, 2009 | 128 | Sep 9, 2009 | 467 |
| -11.26% | Jan 5, 2022 | 196 | Oct 14, 2022 | 292 | Dec 13, 2023 | 488 |
| -10.45% | Feb 21, 2020 | 22 | Mar 23, 2020 | 53 | Jun 8, 2020 | 75 |
| -7.46% | Dec 16, 2024 | 77 | Apr 8, 2025 | 87 | Aug 13, 2025 | 164 |
| -5.68% | Jul 25, 2011 | 50 | Oct 3, 2011 | 80 | Jan 27, 2012 | 130 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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