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. It was launched on Dec 24, 2003. CWS is an actively managed fund by AdvisorShares. It was launched on Sep 20, 2016.
Performance
DGEIX vs. CWS - Performance Comparison
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DGEIX vs. CWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | -2.92% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
CWS AdvisorShares Focused Equity ETF | -5.77% | 6.43% | 9.82% | 25.06% | -10.42% | 22.20% | 17.12% | 30.97% | -6.46% | 20.92% |
Returns By Period
In the year-to-date period, DGEIX achieves a -2.92% return, which is significantly higher than CWS's -5.77% return.
DGEIX
- 1D
- -0.46%
- 1M
- -8.33%
- YTD
- -2.92%
- 6M
- 0.08%
- 1Y
- 18.73%
- 3Y*
- 15.30%
- 5Y*
- 8.85%
- 10Y*
- 11.09%
CWS
- 1D
- 2.17%
- 1M
- -7.22%
- YTD
- -5.77%
- 6M
- -5.35%
- 1Y
- -0.78%
- 3Y*
- 8.80%
- 5Y*
- 7.95%
- 10Y*
- —
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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.
Return for Risk
DGEIX vs. CWS — Risk / Return Rank
DGEIX
CWS
DGEIX vs. CWS - Risk-Adjusted Trends 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.
| DGEIX | CWS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | -0.05 | +1.21 |
Sortino ratioReturn per unit of downside risk | 1.69 | 0.05 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.01 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | -0.02 | +1.41 |
Martin ratioReturn relative to average drawdown | 6.66 | -0.06 | +6.72 |
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
| DGEIX | CWS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | -0.05 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.51 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.65 | -0.17 |
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.
Dividends
DGEIX vs. CWS - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 3.13%, more than CWS's 0.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 3.13% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
CWS AdvisorShares Focused Equity ETF | 0.32% | 0.31% | 0.59% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.07% | 0.29% | 0.03% | 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.
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Drawdown Indicators
| DGEIX | CWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -33.82% | -25.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -11.92% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -24.87% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | — | — |
Current DrawdownCurrent decline from peak | -8.85% | -10.01% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -4.51% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 4.04% | -1.53% |
Volatility
DGEIX vs. CWS - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) and AdvisorShares Focused Equity ETF (CWS) have volatilities of 4.58% and 4.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGEIX | CWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.78% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 10.34% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 16.29% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 15.64% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 16.96% | -0.12% |