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 Fund Advisors LP. It was launched on Jul 25, 1983. DGSIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIHX or DGSIX.
Key characteristics
| DFIHX | DGSIX | |
|---|---|---|
| YTD Return | 2.02% | 4.73% |
| 1Y Return | 5.41% | 14.96% |
| 3Y Return (Ann) | 1.85% | 3.07% |
| 5Y Return (Ann) | 1.53% | 7.62% |
| 10Y Return (Ann) | 1.25% | 6.27% |
| Sharpe Ratio | 6.06 | 2.04 |
| Daily Std Dev | 0.90% | 7.18% |
| Max Drawdown | -89.99% | -38.20% |
| Current Drawdown | -0.29% | -0.52% |
Correlation
The correlation between DFIHX and DGSIX is -0.02. 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.
Performance
DFIHX vs. DGSIX - Performance Comparison
In the year-to-date period, DFIHX achieves a 2.02% return, which is significantly lower than DGSIX's 4.73% return. Over the past 10 years, DFIHX has underperformed DGSIX with an annualized return of 1.25%, while DGSIX has yielded a comparatively higher 6.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
DFIHX vs. DGSIX - Risk-Adjusted Performance 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.
Dividends
DFIHX vs. DGSIX - Dividend Comparison
DFIHX's dividend yield for the trailing twelve months is around 4.18%, less than DGSIX's 5.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIHX DFA One Year Fixed Income Portfolio | 4.18% | 3.37% | 1.07% | 0.00% | 0.62% | 2.12% | 1.85% | 1.13% | 0.74% | 0.51% | 0.35% | 0.44% |
DGSIX DFA Global Allocation 60/40 Portfolio | 5.08% | 5.27% | 4.55% | 4.94% | 3.39% | 2.61% | 3.01% | 2.11% | 2.03% | 1.92% | 1.98% | 1.62% |
Drawdowns
DFIHX vs. DGSIX - Drawdown Comparison
The maximum DFIHX drawdown since its inception was -89.99%, which is greater than DGSIX's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for DFIHX and DGSIX. For additional features, visit the drawdowns tool.
Volatility
DFIHX vs. DGSIX - Volatility Comparison
The current volatility for DFA One Year Fixed Income Portfolio (DFIHX) is 0.66%, while DFA Global Allocation 60/40 Portfolio (DGSIX) has a volatility of 2.46%. 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.