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AGVHX vs. DGEIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGVHX and DGEIX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

AGVHX vs. DGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Global Insight Fund (AGVHX) and DFA Global Equity Portfolio Institutional Class (DGEIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.91%
4.73%
AGVHX
DGEIX

Key characteristics

Sharpe Ratio

AGVHX:

1.06

DGEIX:

1.27

Sortino Ratio

AGVHX:

1.50

DGEIX:

1.74

Omega Ratio

AGVHX:

1.19

DGEIX:

1.23

Calmar Ratio

AGVHX:

1.94

DGEIX:

1.96

Martin Ratio

AGVHX:

6.30

DGEIX:

7.36

Ulcer Index

AGVHX:

1.81%

DGEIX:

2.10%

Daily Std Dev

AGVHX:

10.72%

DGEIX:

12.14%

Max Drawdown

AGVHX:

-29.73%

DGEIX:

-59.77%

Current Drawdown

AGVHX:

-3.73%

DGEIX:

-5.31%

Returns By Period

In the year-to-date period, AGVHX achieves a 10.73% return, which is significantly lower than DGEIX's 14.84% return.


AGVHX

YTD

10.73%

1M

-1.25%

6M

2.64%

1Y

11.40%

5Y*

8.00%

10Y*

N/A

DGEIX

YTD

14.84%

1M

-3.86%

6M

4.55%

1Y

15.45%

5Y*

10.53%

10Y*

9.42%

Compare stocks, funds, or ETFs

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


AGVHX vs. DGEIX - Expense Ratio Comparison

AGVHX has a 0.47% expense ratio, which is higher than DGEIX's 0.25% expense ratio.


AGVHX
American Funds Global Insight Fund
Expense ratio chart for AGVHX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for DGEIX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

AGVHX vs. DGEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Global Insight Fund (AGVHX) and DFA Global Equity Portfolio Institutional Class (DGEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AGVHX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.001.061.27
The chart of Sortino ratio for AGVHX, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.001.501.74
The chart of Omega ratio for AGVHX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.23
The chart of Calmar ratio for AGVHX, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.0012.0014.001.941.96
The chart of Martin ratio for AGVHX, currently valued at 6.30, compared to the broader market0.0020.0040.0060.006.307.36
AGVHX
DGEIX

The current AGVHX Sharpe Ratio is 1.06, which is comparable to the DGEIX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of AGVHX and DGEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.06
1.27
AGVHX
DGEIX

Dividends

AGVHX vs. DGEIX - Dividend Comparison

AGVHX has not paid dividends to shareholders, while DGEIX's dividend yield for the trailing twelve months is around 1.16%.


TTM20232022202120202019201820172016201520142013
AGVHX
American Funds Global Insight Fund
0.00%1.53%1.48%0.86%0.79%1.57%0.00%0.00%0.00%0.00%0.00%0.00%
DGEIX
DFA Global Equity Portfolio Institutional Class
1.16%1.97%1.89%1.67%1.44%1.73%1.99%1.83%1.91%1.99%1.88%1.70%

Drawdowns

AGVHX vs. DGEIX - Drawdown Comparison

The maximum AGVHX drawdown since its inception was -29.73%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for AGVHX and DGEIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.73%
-5.31%
AGVHX
DGEIX

Volatility

AGVHX vs. DGEIX - Volatility Comparison

The current volatility for American Funds Global Insight Fund (AGVHX) is 3.52%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 4.34%. This indicates that AGVHX experiences smaller price fluctuations and is considered to be less risky than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.52%
4.34%
AGVHX
DGEIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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