DCMSX vs. GLD

In the year-to-date period, DCMSX achieves a 4.02% return, which is significantly higher than GLD's 2.02% return. Over the past 10 years, DCMSX has underperformed GLD with an annualized return of 1.89%, while GLD has yielded a comparatively higher 7.29% annualized return.

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DCMSX has a 0.31% expense ratio, which is lower than GLD's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and SPDR Gold Trust (GLD). 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.

The current DCMSX Sharpe Ratio is 0.96, which is lower than the GLD Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DCMSX and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DCMSX's dividend yield for the trailing twelve months is around 2.75%, while GLD has not paid dividends to shareholders.

The maximum DCMSX drawdown since its inception was -60.37%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for DCMSX and GLD. For additional features, visit the drawdowns tool.

DFA Commodity Strategy Portfolio (DCMSX) and SPDR Gold Trust (GLD) have volatilities of 3.98% and 4.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.