PortfoliosLab logoPortfoliosLab logo
AWEIX vs. DGSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWEIX vs. DGSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas Disciplined Equity Fund (AWEIX) and DFA Global Allocation 60/40 Portfolio (DGSIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AWEIX vs. DGSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWEIX
CIBC Atlas Disciplined Equity Fund
-10.45%11.55%19.26%20.74%-18.97%25.71%19.27%30.63%0.84%20.89%
DGSIX
DFA Global Allocation 60/40 Portfolio
-1.70%14.06%11.31%14.59%-12.10%14.24%11.58%18.17%-6.41%13.11%

Returns By Period

In the year-to-date period, AWEIX achieves a -10.45% return, which is significantly lower than DGSIX's -1.70% return. Over the past 10 years, AWEIX has outperformed DGSIX with an annualized return of 11.65%, while DGSIX has yielded a comparatively lower 7.83% annualized return.


AWEIX

1D
0.04%
1M
-7.98%
YTD
-10.45%
6M
-9.08%
1Y
3.28%
3Y*
11.41%
5Y*
7.09%
10Y*
11.65%

DGSIX

1D
-0.15%
1M
-5.57%
YTD
-1.70%
6M
0.40%
1Y
12.68%
3Y*
11.12%
5Y*
6.47%
10Y*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


AWEIX vs. DGSIX - Expense Ratio Comparison

AWEIX has a 0.72% expense ratio, which is higher than DGSIX's 0.24% expense ratio.


Return for Risk

AWEIX vs. DGSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWEIX
AWEIX Risk / Return Rank: 1010
Overall Rank
AWEIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
AWEIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
AWEIX Omega Ratio Rank: 1010
Omega Ratio Rank
AWEIX Calmar Ratio Rank: 99
Calmar Ratio Rank
AWEIX Martin Ratio Rank: 99
Martin Ratio Rank

DGSIX
DGSIX Risk / Return Rank: 7474
Overall Rank
DGSIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DGSIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DGSIX Omega Ratio Rank: 7575
Omega Ratio Rank
DGSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGSIX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AWEIX vs. DGSIX - Risk-Adjusted Trends 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.


AWEIXDGSIXDifference

Sharpe ratio

Return per unit of total volatility

0.22

1.31

-1.09

Sortino ratio

Return per unit of downside risk

0.44

1.88

-1.45

Omega ratio

Gain probability vs. loss probability

1.06

1.28

-0.22

Calmar ratio

Return relative to maximum drawdown

0.14

1.57

-1.43

Martin ratio

Return relative to average drawdown

0.50

7.25

-6.75

AWEIX vs. DGSIX - Sharpe Ratio Comparison

The current AWEIX Sharpe Ratio is 0.22, which is lower than the DGSIX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of AWEIX and DGSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AWEIXDGSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

1.31

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.64

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.76

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.59

-0.09

Correlation

The correlation between AWEIX and DGSIX is 0.92, 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.


Dividends

AWEIX vs. DGSIX - Dividend Comparison

AWEIX's dividend yield for the trailing twelve months is around 16.24%, more than DGSIX's 8.77% yield.


TTM20252024202320222021202020192018201720162015
AWEIX
CIBC Atlas Disciplined Equity Fund
16.24%14.54%6.39%4.72%4.13%7.09%2.52%2.08%8.91%2.68%1.49%5.46%
DGSIX
DFA Global Allocation 60/40 Portfolio
8.77%8.56%7.25%5.27%4.55%5.53%3.39%2.61%3.01%1.29%1.23%1.92%

Drawdowns

AWEIX vs. DGSIX - Drawdown Comparison

The maximum AWEIX drawdown since its inception was -51.13%, which is greater than DGSIX's maximum drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for AWEIX and DGSIX.


Loading graphics...

Drawdown Indicators


AWEIXDGSIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.13%

-41.64%

-9.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-7.27%

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-18.36%

-6.02%

Max Drawdown (10Y)

Largest decline over 10 years

-32.92%

-23.59%

-9.33%

Current Drawdown

Current decline from peak

-11.90%

-5.85%

-6.05%

Average Drawdown

Average peak-to-trough decline

-6.46%

-4.46%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

1.61%

+1.70%

Volatility

AWEIX vs. DGSIX - Volatility Comparison

CIBC Atlas Disciplined Equity Fund (AWEIX) has a higher volatility of 4.19% compared to DFA Global Allocation 60/40 Portfolio (DGSIX) at 2.96%. 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.


Loading graphics...

Volatility by Period


AWEIXDGSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

2.96%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

8.68%

5.51%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

9.85%

+7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

10.15%

+6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.75%

10.34%

+7.41%