DGEIX vs. CWS
DGEIX (DFA Global Equity Portfolio Institutional Class) and CWS (AdvisorShares Focused Equity ETF) are both funds - DGEIX is a Global Equities fund actively managed by Dimensional, while CWS is a Large Cap Growth Equities fund actively managed by AdvisorShares. Both are actively managed. Over the past 5 years, DGEIX returned 10.51%/yr vs 8.61%/yr for CWS. Their 0.75 correlation means they have sometimes moved together and sometimes differently. DGEIX charges 0.25%/yr vs 0.77%/yr for CWS.
Performance
DGEIX vs. CWS - Performance Comparison
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Returns By Period
In the year-to-date period, DGEIX achieves a 12.26% return, which is significantly higher than CWS's 3.94% return.
DGEIX
- 1D
- 1.59%
- 1M
- 0.16%
- 6M
- 8.40%
- YTD
- 12.26%
- 1Y
- 24.21%
- 3Y*
- 17.40%
- 5Y*
- 10.51%
- 10Y*
- 12.10%
- ALL TIME*
- 9.54%
CWS
- 1D
- 1.57%
- 1M
- 3.96%
- 6M
- 4.04%
- YTD
- 3.94%
- 1Y
- 5.20%
- 3Y*
- 8.97%
- 5Y*
- 8.61%
- 10Y*
- —
- ALL TIME*
- 11.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $260.10K | $341.02K | $716.43K | |
| $0.00 | $0.00 | $0.00 |
DGEIX vs. CWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 12.26% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
CWS AdvisorShares Focused Equity ETF | 3.94% | 6.43% | 9.82% | 25.06% | -10.42% | 22.20% | 17.12% | 30.97% | -6.46% | 20.92% |
Correlation
The correlation between DGEIX and CWS is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2016 | 0.75 |
The correlation between DGEIX and CWS shifts across timeframes, from 0.67 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGEIX | CWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.07 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 0.39 | +2.13 |
| Martin ratioReturn relative to average drawdown | 10.76 | 0.98 | +9.78 |
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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 | -8.85% | -11.92% | +3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -16.56% | -0.41% |
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 | -0.84% | -0.73% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -4.54% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 4.69% | -2.62% |
Volatility
DGEIX vs. CWS - Volatility Comparison
The current volatility for DFA Global Equity Portfolio Institutional Class (DGEIX) is 3.29%, while AdvisorShares Focused Equity ETF (CWS) has a volatility of 3.48%. 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.
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Volatility by Period
| DGEIX | CWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.48% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 10.32% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 13.54% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.72% | 15.69% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 16.84% | -0.05% |
DGEIX vs. CWS - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is lower than CWS's 0.77% expense ratio.
Dividends
DGEIX vs. CWS - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 2.74%, more than CWS's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | 0.29% | 0.31% | 0.59% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.07% | 0.29% | 0.03% | 0.00% |
DGEIX DFA Global Equity Portfolio Institutional Class | 2.74% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
Frequently Asked Questions
DGEIX and CWS have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CWS has higher volatility (3.48%) compared to DGEIX (3.29%). In terms of maximum drawdown, DGEIX dropped -59.77% vs CWS's -33.82%.
DGEIX currently has the higher Sharpe Ratio (1.78 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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