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.
Performance
CWS vs. DGEIX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with CWS having a 16.86% return and DGEIX slightly higher at 17.63%.
CWS
16.86%
-1.30%
8.32%
28.69%
14.11%
N/A
DGEIX
17.63%
-0.81%
7.28%
26.11%
12.05%
9.67%
Key characteristics
| CWS | DGEIX | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.28 |
| Sortino Ratio | 3.41 | 3.10 |
| Omega Ratio | 1.43 | 1.41 |
| Calmar Ratio | 4.66 | 3.42 |
| Martin Ratio | 15.08 | 14.73 |
| Ulcer Index | 1.92% | 1.83% |
| Daily Std Dev | 11.49% | 11.79% |
| Max Drawdown | -33.82% | -59.77% |
| Current Drawdown | -3.08% | -2.07% |
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CWS vs. DGEIX - Expense Ratio Comparison
CWS has a 0.77% expense ratio, which is higher than DGEIX's 0.25% expense ratio.
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.
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 0.21%, less than DGEIX's 1.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | 0.21% | 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 | 1.69% | 1.97% | 1.89% | 1.67% | 1.44% | 1.73% | 1.99% | 1.83% | 1.91% | 1.99% | 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
AdvisorShares Focused Equity ETF (CWS) has a higher volatility of 3.99% compared to DFA Global Equity Portfolio Institutional Class (DGEIX) at 3.55%. This indicates that CWS's price experiences larger fluctuations and is considered to be riskier than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.