CLM vs. DGTSX
CLM (Cornerstone Strategic Value Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, CLM returned 11.84%/yr vs 5.28%/yr for DGTSX. At a 0.40 correlation, their price movements are largely independent. CLM charges 2.50%/yr vs 0.24%/yr for DGTSX.
Performance
CLM vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, CLM achieves a -3.44% return, which is significantly lower than DGTSX's 4.23% return. Over the past 10 years, CLM has outperformed DGTSX with an annualized return of 11.84%, while DGTSX has yielded a comparatively lower 5.28% annualized return.
CLM
- 1D
- -1.34%
- 1M
- -1.05%
- YTD
- -3.44%
- 6M
- -2.62%
- 1Y
- 11.71%
- 3Y*
- 16.02%
- 5Y*
- 10.01%
- 10Y*
- 11.84%
DGTSX
- 1D
- -0.07%
- 1M
- 0.69%
- YTD
- 4.23%
- 6M
- 4.08%
- 1Y
- 9.62%
- 3Y*
- 8.40%
- 5Y*
- 5.27%
- 10Y*
- 5.28%
CLM vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLM Cornerstone Strategic Value Fund | -3.44% | 18.61% | 41.49% | 17.50% | -36.72% | 41.42% | 29.43% | 23.60% | -11.94% | 22.11% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.23% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between CLM and DGTSX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2003 | 0.40 |
The correlation between CLM and DGTSX shifts across timeframes, from 0.40 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CLM vs. DGTSX — Risk / Return Rank
CLM
DGTSX
CLM vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cornerstone Strategic Value Fund (CLM) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
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.
| CLM | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.57 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 3.76 | -2.96 |
| Martin ratioReturn relative to average drawdown | 2.63 | 16.52 | -13.88 |
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Drawdowns
CLM vs. DGTSX - Drawdown Comparison
The maximum CLM drawdown since its inception was -77.02%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for CLM and DGTSX.
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Drawdown Indicators
| CLM | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.02% | -16.71% | -60.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -2.64% | -11.97% |
Max Drawdown (3Y)Largest decline over 3 years | -25.16% | -7.46% | -17.70% |
Max Drawdown (5Y)Largest decline over 5 years | -43.45% | -11.26% | -32.19% |
Max Drawdown (10Y)Largest decline over 10 years | -44.98% | -11.26% | -33.72% |
Current DrawdownCurrent decline from peak | -5.14% | -0.20% | -4.94% |
Average DrawdownAverage peak-to-trough decline | -24.76% | -1.64% | -23.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 0.60% | +3.86% |
Volatility
CLM vs. DGTSX - Volatility Comparison
Cornerstone Strategic Value Fund (CLM) has a higher volatility of 3.91% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.38%. This indicates that CLM's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLM | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 1.38% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 2.97% | +11.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 3.60% | +12.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.09% | 5.98% | +18.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.97% | 5.24% | +19.73% |
CLM vs. DGTSX - Expense Ratio Comparison
CLM has a 2.50% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
CLM vs. DGTSX - Dividend Comparison
CLM's dividend yield for the trailing twelve months is around 19.91%, more than DGTSX's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLM Cornerstone Strategic Value Fund | 19.91% | 17.48% | 15.17% | 20.50% | 29.44% | 13.45% | 18.96% | 21.98% | 25.38% | 18.04% | 22.44% | 28.20% |
DGTSX DFA Global Allocation 25/75 Portfolio | 5.70% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
Frequently Asked Questions
CLM and DGTSX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLM has higher volatility (3.91%) compared to DGTSX (1.38%). In terms of maximum drawdown, CLM dropped -77.02% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.77 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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