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DFA Global Allocation 25/75 Portfolio (DGTSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US25434D6334

Issuer

Dimensional Fund Advisors LP

Inception Date

Dec 23, 2003

Min. Investment

$0

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DGTSX vs. FASIX DGTSX vs. TAIAX
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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.43%
12.53%
DGTSX (DFA Global Allocation 25/75 Portfolio)
Benchmark (^GSPC)

Returns By Period

DFA Global Allocation 25/75 Portfolio had a return of 8.08% year-to-date (YTD) and 10.92% in the last 12 months. Over the past 10 years, DFA Global Allocation 25/75 Portfolio had an annualized return of 3.92%, while the S&P 500 had an annualized return of 11.21%, indicating that DFA Global Allocation 25/75 Portfolio did not perform as well as the benchmark.


DGTSX

YTD

8.08%

1M

0.83%

6M

4.43%

1Y

10.92%

5Y (annualized)

4.43%

10Y (annualized)

3.92%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.29%1.17%1.28%-0.92%1.65%0.54%1.42%0.84%0.94%-0.49%8.08%
20232.81%-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%
20210.14%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%
20192.65%0.91%0.79%1.12%-1.25%2.08%0.29%-0.15%0.55%0.66%0.80%0.99%9.80%
20180.82%-1.25%-0.06%0.07%0.60%0.01%0.74%0.66%-0.22%-2.14%0.60%-1.64%-1.85%
20170.85%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%
20150.39%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%
20131.15%0.33%0.88%0.72%-0.40%-1.39%1.71%-0.96%1.77%1.28%0.47%0.19%5.85%

Expense Ratio

DGTSX has an expense ratio of 0.24%, which is considered low compared to other funds.


Expense ratio chart for DGTSX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

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.


The Risk-Adjusted Performance Rank of DGTSX is 9393
Combined Rank
The Sharpe Ratio Rank of DGTSX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of DGTSX is 9393
Sortino Ratio Rank
The Omega Ratio Rank of DGTSX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of DGTSX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of DGTSX is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for DGTSX, currently valued at 3.34, compared to the broader market-1.000.001.002.003.004.005.003.342.53
The chart of Sortino ratio for DGTSX, currently valued at 5.14, compared to the broader market0.005.0010.005.143.39
The chart of Omega ratio for DGTSX, currently valued at 1.71, compared to the broader market1.002.003.004.001.711.47
The chart of Calmar ratio for DGTSX, currently valued at 4.14, compared to the broader market0.005.0010.0015.0020.004.143.65
The chart of Martin ratio for DGTSX, currently valued at 26.02, compared to the broader market0.0020.0040.0060.0080.00100.0026.0216.21
DGTSX
^GSPC

The current DFA Global Allocation 25/75 Portfolio Sharpe ratio is 3.34. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DFA Global Allocation 25/75 Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.34
2.53
DGTSX (DFA Global Allocation 25/75 Portfolio)
Benchmark (^GSPC)

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.


1.00%1.50%2.00%2.50%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.02$0.00$0.00$0.12$0.00$0.00$0.16$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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.07%
-0.53%
DGTSX (DFA Global Allocation 25/75 Portfolio)
Benchmark (^GSPC)

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 0.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.71%Nov 1, 2007338Mar 9, 2009128Sep 9, 2009466
-11.46%Nov 10, 2021234Oct 14, 2022301Dec 27, 2023535
-10.45%Feb 21, 202022Mar 23, 202053Jun 8, 202075
-5.68%Jul 25, 201150Oct 3, 201180Jan 27, 2012130
-4.87%Aug 30, 201880Dec 24, 201838Feb 20, 2019118

Volatility

Volatility Chart

The current DFA Global Allocation 25/75 Portfolio volatility is 0.93%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.93%
3.97%
DGTSX (DFA Global Allocation 25/75 Portfolio)
Benchmark (^GSPC)