- ISIN
- US25434D6334
- 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
DGTSX Performance Chart
DFA Global Allocation 25/75 Portfolio (DGTSX) is up 4.3% since the beginning of the year. DGTSX is currently trading at $15 per share. Investors who bought $1,000 worth of DGTSX shares 5 years ago would now be looking at an investment worth $1,300.
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Returns By Period
DFA Global Allocation 25/75 Portfolio (DGTSX) has returned 4.30% so far this year and 9.92% over the past 12 months. Over the last ten years, DGTSX has returned 5.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA Global Allocation 25/75 Portfolio
- 1D
- 0.34%
- 1M
- 0.76%
- YTD
- 4.30%
- 6M
- 4.30%
- 1Y
- 9.92%
- 3Y*
- 8.27%
- 5Y*
- 5.39%
- 10Y*
- 5.23%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DGTSX Monthly Returns History
Based on dividend-adjusted daily data since Dec 26, 2003, DGTSX's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, an investment would double in approximately 14.8 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% | -1.85% | 2.49% | 1.32% | 0.14% | 4.30% | ||||||
| 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 2.44%, beta of 0.23, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since December 26, 2003.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (30.34%) than losses (27.72%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.44% 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
- 2.44%
- Beta
- 0.23
- R²
- 0.71
- Upside Capture
- 30.34%
- Downside Capture
- 27.72%
Expense Ratio
DGTSX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
DGTSX ranks 89 for risk / return — in the top 89% 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 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.
| DGTSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.37 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.78 | +1.01 |
| Martin ratioReturn relative to average drawdown | 16.65 | 12.44 | +4.21 |
Dividends
Dividend History
DFA Global Allocation 25/75 Portfolio provided a 5.70% 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 | 5.70% | 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 | $0.00 | $0.00 | $0.00 | $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 0.14%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -16.71%Mar 2009 | 1y 4mo | 6mo 4d | 1y 10moNov 2007 - Sep 2009 |
Bear market2022 | -11.26%Oct 2022 | 9mo 12d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
COVID crash2020 | -10.45%Mar 2020 | 1mo 1d | 2mo 17d | 3mo 18dFeb 2020 - Jun 2020 |
2025 selloff2025 | -7.46%Apr 2025 | 3mo 23d | 4mo 7d | 8moDec 2024 - Aug 2025 |
2011 pullback2011 | -5.68%Oct 2011 | 2mo 10d | 3mo 26d | 6mo 6dJul 2011 - Jan 2012 |
Drawdown Indicators
| DGTSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -56.78% | +40.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.64% | -9.10% | +6.46% |
Max Drawdown (3Y)Largest decline over 3 years | -7.46% | -18.90% | +11.44% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -25.43% | +14.17% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -33.92% | +22.66% |
Current DrawdownCurrent decline from peak | -0.14% | -1.80% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -10.71% | +9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 2.03% | -1.43% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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