CWS vs. DGEIX
Compare and contrast key facts about AdvisorShares Focused Equity ETF (CWS) and DFA Global Equity Portfolio Institutional Class (DGEIX).
CWS is an actively managed fund by AdvisorShares. It was launched on Sep 20, 2016. DGEIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 24, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CWS or DGEIX.
Key characteristics
| CWS | DGEIX | |
|---|---|---|
| YTD Return | 1.79% | 3.70% |
| 1Y Return | 18.75% | 18.50% |
| 3Y Return (Ann) | 8.93% | 5.03% |
| 5Y Return (Ann) | 12.82% | 10.05% |
| Sharpe Ratio | 1.43 | 1.47 |
| Daily Std Dev | 12.80% | 11.59% |
| Max Drawdown | -33.82% | -59.77% |
| Current Drawdown | -5.20% | -4.11% |
Correlation
The correlation between CWS and DGEIX is 0.75, 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
CWS vs. DGEIX - Performance Comparison
In the year-to-date period, CWS achieves a 1.79% return, which is significantly lower than DGEIX's 3.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CWS vs. DGEIX - Expense Ratio Comparison
CWS has a 0.77% expense ratio, which is higher than DGEIX's 0.25% expense ratio.
Risk-Adjusted Performance
CWS vs. DGEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Focused Equity ETF (CWS) 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.
Dividends
CWS vs. DGEIX - Dividend Comparison
CWS's dividend yield for the trailing twelve months is around 0.24%, less than DGEIX's 3.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | 0.24% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.61% | 0.29% | 0.03% | 0.00% | 0.00% | 0.00% |
DGEIX DFA Global Equity Portfolio Institutional Class | 3.69% | 3.82% | 4.92% | 4.31% | 2.37% | 2.22% | 2.62% | 2.15% | 1.90% | 1.98% | 1.88% | 1.70% |
Drawdowns
CWS vs. DGEIX - Drawdown Comparison
The maximum CWS drawdown since its inception was -33.82%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for CWS and DGEIX. For additional features, visit the drawdowns tool.
Volatility
CWS vs. DGEIX - Volatility Comparison
The current volatility for AdvisorShares Focused Equity ETF (CWS) is 3.41%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 3.61%. This indicates that CWS 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.