DFAW vs. DGEIX

The year-to-date returns for both investments are quite close, with DFAW having a 3.98% return and DGEIX slightly higher at 4.07%.

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Both DFAW and DGEIX have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Dimensional World Equity ETF (DFAW) 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.

The current DFAW Sharpe Ratio is 0.58, which is comparable to the DGEIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DFAW and DGEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFAW's dividend yield for the trailing twelve months is around 1.49%, less than DGEIX's 3.54% yield.

The maximum DFAW drawdown since its inception was -16.94%, smaller than the maximum DGEIX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for DFAW and DGEIX. For additional features, visit the drawdowns tool.

Dimensional World Equity ETF (DFAW) has a higher volatility of 4.45% compared to DFA Global Equity Portfolio Institutional Class (DGEIX) at 4.23%. This indicates that DFAW'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.