DFEOX vs. DGTSX
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and DFA Global Allocation 25/75 Portfolio (DGTSX).
DFEOX is managed by Dimensional. It was launched on Sep 15, 2005. DGTSX is managed by Dimensional. It was launched on Dec 23, 2003.
Performance
DFEOX vs. DGTSX - Performance Comparison
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DFEOX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
DGTSX DFA Global Allocation 25/75 Portfolio | -0.41% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Returns By Period
In the year-to-date period, DFEOX achieves a -4.34% return, which is significantly lower than DGTSX's -0.41% return. Over the past 10 years, DFEOX has outperformed DGTSX with an annualized return of 12.94%, while DGTSX has yielded a comparatively lower 4.83% annualized return.
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
DGTSX
- 1D
- 0.02%
- 1M
- -2.55%
- YTD
- -0.41%
- 6M
- 1.00%
- 1Y
- 7.40%
- 3Y*
- 7.08%
- 5Y*
- 4.69%
- 10Y*
- 4.83%
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DFEOX vs. DGTSX - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is lower than DGTSX's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFEOX vs. DGTSX — Risk / Return Rank
DFEOX
DGTSX
DFEOX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) 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.
| DFEOX | DGTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.82 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.43 | 2.58 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.40 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.13 | -1.16 |
Martin ratioReturn relative to average drawdown | 4.74 | 9.70 | -4.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFEOX | DGTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.82 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.79 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.93 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.90 | -0.40 |
Correlation
The correlation between DFEOX and DGTSX is 0.90, 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.
Dividends
DFEOX vs. DGTSX - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.12%, less than DGTSX's 5.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
DGTSX DFA Global Allocation 25/75 Portfolio | 5.97% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
Drawdowns
DFEOX vs. DGTSX - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.77%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for DFEOX and DGTSX.
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Drawdown Indicators
| DFEOX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.77% | -16.71% | -40.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -3.11% | -9.47% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -11.26% | -11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -11.26% | -25.29% |
Current DrawdownCurrent decline from peak | -8.28% | -2.62% | -5.66% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -1.66% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 0.71% | +1.98% |
Volatility
DFEOX vs. DGTSX - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) has a higher volatility of 4.20% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.35%. This indicates that DFEOX'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
| DFEOX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 1.35% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 2.43% | +6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 4.20% | +13.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 5.93% | +10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 5.21% | +12.77% |