DFA Global Allocation 25/75 Portfolio (DGTSX)
The investment seeks total return consistent with current income and preservation of capital with some capital appreciation. The fund generally invests its assets in domestic and international equity underlying funds and fixed income underlying funds to achieve an allocation of approximately 5% to 45% (with a target allocation of approximately 25%) of the portfolio's assets to domestic and international equity underlying funds and approximately 55% to 95% (with a target allocation of approximately 75%) of the portfolio's assets to fixed income underlying funds.
Fund Info
| ISIN | US25434D6334 |
|---|---|
| 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
DGTSX has an expense ratio of 0.24%, which is considered low compared to other funds.
Share Price Chart
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Popular comparisons: DGTSX vs. FASIX, DGTSX vs. TAIAX
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.
Returns By Period
DFA Global Allocation 25/75 Portfolio had a return of 8.15% year-to-date (YTD) and 12.30% in the last 12 months. Over the past 10 years, DFA Global Allocation 25/75 Portfolio had an annualized return of 3.97%, while the S&P 500 had an annualized return of 11.43%, indicating that DFA Global Allocation 25/75 Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.15% | 25.82% |
| 1 month | 0.62% | 3.20% |
| 6 months | 4.95% | 14.94% |
| 1 year | 12.30% | 35.92% |
| 5 years (annualized) | 4.48% | 14.22% |
| 10 years (annualized) | 3.97% | 11.43% |
Monthly Returns
The table below presents the monthly returns of DGTSX, 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 | 0.29% | 1.17% | 1.28% | -0.92% | 1.65% | 0.54% | 1.42% | 0.84% | 0.94% | -0.49% | 8.15% | ||
| 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% | 1.10% | 5.61% |
| 2020 | -0.07% | -1.82% | -4.38% | 3.80% | 1.65% | 1.04% | 1.61% | 1.65% | -0.77% | -0.28% | 3.36% | 1.56% | 7.29% |
| 2019 | 2.65% | 0.91% | 0.79% | 1.12% | -1.25% | 2.08% | 0.29% | -0.15% | 0.55% | 0.66% | 0.80% | 0.99% | 9.80% |
| 2018 | 0.82% | -1.25% | -0.06% | 0.07% | 0.60% | 0.01% | 0.74% | 0.66% | -0.22% | -2.14% | 0.60% | -1.64% | -1.85% |
| 2017 | 0.85% | 0.85% | 0.22% | 0.69% | 0.30% | 0.15% | 0.91% | 0.23% | 0.45% | 0.75% | 0.52% | 0.54% | 6.64% |
| 2016 | -0.72% | 0.16% | 2.49% | 0.47% | 0.08% | 0.64% | 1.25% | 0.08% | 0.28% | -0.62% | 0.23% | 0.54% | 4.96% |
| 2015 | 0.39% | 1.17% | -0.12% | 0.47% | 0.08% | -0.70% | 0.08% | -1.64% | -0.56% | 1.68% | -0.08% | -0.99% | -0.27% |
| 2014 | -0.39% | 1.35% | 0.12% | 0.31% | 0.94% | 0.66% | -0.69% | 1.09% | -1.39% | 0.62% | 0.54% | -0.56% | 2.60% |
| 2013 | 1.15% | 0.33% | 0.88% | 0.72% | -0.40% | -1.39% | 1.71% | -0.96% | 1.77% | 1.28% | 0.47% | 0.19% | 5.85% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DGTSX is 93, placing it in the top 7% 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 25/75 Portfolio (DGTSX) 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 25/75 Portfolio provided a 3.29% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.48 | $0.38 | $0.27 | $0.20 | $0.12 | $0.29 | $0.33 | $0.23 | $0.19 | $0.19 | $0.23 | $0.16 |
Dividend yield | 3.29% | 2.78% | 2.06% | 1.32% | 0.86% | 2.07% | 2.55% | 1.72% | 1.50% | 1.49% | 1.82% | 1.24% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.29 | |
| 2023 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.19 | $0.38 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.13 | $0.27 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 | $0.20 |
| 2020 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.12 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.17 | $0.29 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.22 | $0.33 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.10 | $0.23 |
| 2016 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.19 |
| 2015 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.19 |
| 2014 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.12 | $0.23 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.16 |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.71% | Nov 1, 2007 | 338 | Mar 9, 2009 | 128 | Sep 9, 2009 | 466 |
| -11.46% | Nov 10, 2021 | 234 | Oct 14, 2022 | 301 | Dec 27, 2023 | 535 |
| -10.45% | Feb 21, 2020 | 22 | Mar 23, 2020 | 53 | Jun 8, 2020 | 75 |
| -5.68% | Jul 25, 2011 | 50 | Oct 3, 2011 | 80 | Jan 27, 2012 | 130 |
| -4.87% | Aug 30, 2018 | 80 | Dec 24, 2018 | 38 | Feb 20, 2019 | 118 |
Volatility
Volatility Chart
The current DFA Global Allocation 25/75 Portfolio volatility is 0.96%, 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.