AWEIX vs. DGSIX
Compare and contrast key facts about CIBC Atlas Disciplined Equity Fund (AWEIX) and DFA Global Allocation 60/40 Portfolio (DGSIX).
AWEIX is managed by CIBC Private Wealth Management. It was launched on Dec 1, 2005. DGSIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AWEIX or DGSIX.
Key characteristics
| AWEIX | DGSIX | |
|---|---|---|
| YTD Return | 22.05% | 12.56% |
| 1Y Return | 25.15% | 18.60% |
| 3Y Return (Ann) | 1.82% | 4.34% |
| 5Y Return (Ann) | 9.47% | 8.05% |
| 10Y Return (Ann) | 8.77% | 6.86% |
| Sharpe Ratio | 2.19 | 2.58 |
| Sortino Ratio | 2.87 | 3.68 |
| Omega Ratio | 1.41 | 1.49 |
| Calmar Ratio | 1.56 | 3.86 |
| Martin Ratio | 13.46 | 17.33 |
| Ulcer Index | 1.88% | 1.08% |
| Daily Std Dev | 11.56% | 7.25% |
| Max Drawdown | -55.48% | -38.20% |
| Current Drawdown | -0.56% | -0.97% |
Correlation
The correlation between AWEIX and DGSIX is 0.91, 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.
Performance
AWEIX vs. DGSIX - Performance Comparison
In the year-to-date period, AWEIX achieves a 22.05% return, which is significantly higher than DGSIX's 12.56% return. Over the past 10 years, AWEIX has outperformed DGSIX with an annualized return of 8.77%, while DGSIX has yielded a comparatively lower 6.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AWEIX vs. DGSIX - Expense Ratio Comparison
AWEIX has a 0.72% expense ratio, which is higher than DGSIX's 0.24% expense ratio.
Risk-Adjusted Performance
AWEIX vs. DGSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas Disciplined Equity Fund (AWEIX) and DFA Global Allocation 60/40 Portfolio (DGSIX). 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.
Dividends
AWEIX vs. DGSIX - Dividend Comparison
AWEIX's dividend yield for the trailing twelve months is around 0.72%, less than DGSIX's 2.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWEIX CIBC Atlas Disciplined Equity Fund | 0.72% | 0.88% | 0.92% | 0.48% | 0.59% | 0.81% | 1.80% | 0.81% | 0.91% | 0.98% | 0.80% | 0.89% |
DGSIX DFA Global Allocation 60/40 Portfolio | 2.52% | 2.55% | 1.69% | 1.69% | 1.20% | 1.94% | 2.60% | 1.82% | 1.88% | 1.92% | 1.98% | 1.62% |
Drawdowns
AWEIX vs. DGSIX - Drawdown Comparison
The maximum AWEIX drawdown since its inception was -55.48%, which is greater than DGSIX's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for AWEIX and DGSIX. For additional features, visit the drawdowns tool.
Volatility
AWEIX vs. DGSIX - Volatility Comparison
CIBC Atlas Disciplined Equity Fund (AWEIX) has a higher volatility of 3.59% compared to DFA Global Allocation 60/40 Portfolio (DGSIX) at 2.09%. This indicates that AWEIX's price experiences larger fluctuations and is considered to be riskier than DGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.