DFIHX vs. DGSIX
Compare and contrast key facts about DFA One Year Fixed Income Portfolio (DFIHX) and DFA Global Allocation 60/40 Portfolio (DGSIX).
DFIHX is managed by Dimensional. It was launched on Jul 25, 1983. DGSIX is managed by Dimensional. It was launched on Dec 23, 2003.
Performance
DFIHX vs. DGSIX - Performance Comparison
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DFIHX vs. DGSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIHX DFA One Year Fixed Income Portfolio | 0.81% | 3.41% | 5.41% | 4.98% | -1.19% | -0.19% | 0.62% | 2.44% | 1.87% | 0.94% |
DGSIX DFA Global Allocation 60/40 Portfolio | -1.70% | 14.06% | 11.31% | 14.59% | -12.10% | 14.24% | 11.58% | 18.17% | -6.41% | 13.11% |
Returns By Period
In the year-to-date period, DFIHX achieves a 0.81% return, which is significantly higher than DGSIX's -1.70% return. Over the past 10 years, DFIHX has underperformed DGSIX with an annualized return of 1.92%, while DGSIX has yielded a comparatively higher 7.83% annualized return.
DFIHX
- 1D
- -0.06%
- 1M
- 0.23%
- YTD
- 0.81%
- 6M
- 1.89%
- 1Y
- 3.69%
- 3Y*
- 4.47%
- 5Y*
- 2.61%
- 10Y*
- 1.92%
DGSIX
- 1D
- -0.15%
- 1M
- -5.57%
- YTD
- -1.70%
- 6M
- 0.40%
- 1Y
- 12.68%
- 3Y*
- 11.12%
- 5Y*
- 6.47%
- 10Y*
- 7.83%
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DFIHX vs. DGSIX - Expense Ratio Comparison
DFIHX has a 0.13% expense ratio, which is lower than DGSIX'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
DFIHX vs. DGSIX — Risk / Return Rank
DFIHX
DGSIX
DFIHX vs. DGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA One Year Fixed Income Portfolio (DFIHX) and DFA Global Allocation 60/40 Portfolio (DGSIX). 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.
| DFIHX | DGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.38 | 1.31 | +4.07 |
Sortino ratioReturn per unit of downside risk | 9.47 | 1.88 | +7.59 |
Omega ratioGain probability vs. loss probability | 8.43 | 1.28 | +7.15 |
Calmar ratioReturn relative to maximum drawdown | 8.71 | 1.57 | +7.14 |
Martin ratioReturn relative to average drawdown | 37.74 | 7.25 | +30.49 |
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
| DFIHX | DGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.38 | 1.31 | +4.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.65 | 0.64 | +2.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.43 | 0.76 | +1.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.52 | 0.59 | +0.93 |
Correlation
The correlation between DFIHX and DGSIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DFIHX vs. DGSIX - Dividend Comparison
DFIHX's dividend yield for the trailing twelve months is around 3.73%, less than DGSIX's 8.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIHX DFA One Year Fixed Income Portfolio | 3.73% | 3.26% | 4.99% | 3.37% | 1.07% | 0.00% | 0.62% | 2.12% | 1.85% | 1.13% | 0.66% | 0.51% |
DGSIX DFA Global Allocation 60/40 Portfolio | 8.77% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
Drawdowns
DFIHX vs. DGSIX - Drawdown Comparison
The maximum DFIHX drawdown since its inception was -2.53%, smaller than the maximum DGSIX drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for DFIHX and DGSIX.
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Drawdown Indicators
| DFIHX | DGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.53% | -41.64% | +39.11% |
Max Drawdown (1Y)Largest decline over 1 year | -0.39% | -7.27% | +6.88% |
Max Drawdown (5Y)Largest decline over 5 years | -2.26% | -18.36% | +16.10% |
Max Drawdown (10Y)Largest decline over 10 years | -2.26% | -23.59% | +21.33% |
Current DrawdownCurrent decline from peak | -0.06% | -5.85% | +5.79% |
Average DrawdownAverage peak-to-trough decline | -0.15% | -4.46% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.09% | 1.61% | -1.52% |
Volatility
DFIHX vs. DGSIX - Volatility Comparison
The current volatility for DFA One Year Fixed Income Portfolio (DFIHX) is 0.18%, while DFA Global Allocation 60/40 Portfolio (DGSIX) has a volatility of 2.96%. This indicates that DFIHX experiences smaller price fluctuations and is considered to be less risky than DGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIHX | DGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.18% | 2.96% | -2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 0.41% | 5.51% | -5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.72% | 9.85% | -9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.99% | 10.15% | -9.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.79% | 10.34% | -9.55% |