DGEIX vs. CWS
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and AdvisorShares Focused Equity ETF (CWS).
DGEIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 24, 2003. CWS is an actively managed fund by AdvisorShares. It was launched on Sep 20, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGEIX or CWS.
Key characteristics
| DGEIX | CWS | |
|---|---|---|
| YTD Return | 15.34% | 15.67% |
| 1Y Return | 27.55% | 34.09% |
| 3Y Return (Ann) | 5.95% | 11.50% |
| 5Y Return (Ann) | 11.57% | 14.31% |
| Sharpe Ratio | 2.45 | 2.92 |
| Sortino Ratio | 3.35 | 4.00 |
| Omega Ratio | 1.45 | 1.51 |
| Calmar Ratio | 3.28 | 4.12 |
| Martin Ratio | 16.05 | 17.69 |
| Ulcer Index | 1.81% | 1.89% |
| Daily Std Dev | 11.81% | 11.46% |
| Max Drawdown | -59.77% | -33.82% |
| Current Drawdown | -2.74% | -2.31% |
Correlation
The correlation between DGEIX and CWS is 0.75, 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.
Performance
DGEIX vs. CWS - Performance Comparison
The year-to-date returns for both investments are quite close, with DGEIX having a 15.34% return and CWS slightly higher at 15.67%. 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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DGEIX vs. CWS - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is lower than CWS's 0.77% expense ratio.
Risk-Adjusted Performance
DGEIX vs. CWS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and AdvisorShares Focused Equity ETF (CWS). 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
DGEIX vs. CWS - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 3.34%, more than CWS's 0.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 3.34% | 3.82% | 4.92% | 4.31% | 2.37% | 2.22% | 2.62% | 2.15% | 1.90% | 1.98% | 1.88% | 1.70% |
CWS AdvisorShares Focused Equity ETF | 0.21% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.61% | 0.29% | 0.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGEIX vs. CWS - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than CWS's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for DGEIX and CWS. For additional features, visit the drawdowns tool.
Volatility
DGEIX vs. CWS - Volatility Comparison
The current volatility for DFA Global Equity Portfolio Institutional Class (DGEIX) is 2.52%, while AdvisorShares Focused Equity ETF (CWS) has a volatility of 2.94%. This indicates that DGEIX experiences smaller price fluctuations and is considered to be less risky than CWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.