DGEIX vs. DFAW
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and Dimensional World Equity ETF (DFAW).
DGEIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 24, 2003. DFAW is an actively managed fund by Dimensional. It was launched on Sep 26, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGEIX or DFAW.
Correlation
The correlation between DGEIX and DFAW is 0.92, 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. DFAW - Performance Comparison
Key characteristics
DGEIX:
0.30
DFAW:
0.40
DGEIX:
0.54
DFAW:
0.69
DGEIX:
1.08
DFAW:
1.10
DGEIX:
0.29
DFAW:
0.42
DGEIX:
1.13
DFAW:
1.82
DGEIX:
4.66%
DFAW:
3.89%
DGEIX:
17.47%
DFAW:
17.70%
DGEIX:
-60.58%
DFAW:
-16.94%
DGEIX:
-9.13%
DFAW:
-7.52%
Returns By Period
The year-to-date returns for both stocks are quite close, with DGEIX having a -2.97% return and DFAW slightly lower at -3.03%.
DGEIX
-2.97%
-2.92%
-5.35%
5.71%
12.75%
7.37%
DFAW
-3.03%
-3.02%
-3.42%
7.56%
N/A
N/A
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DGEIX vs. DFAW - Expense Ratio Comparison
Both DGEIX and DFAW have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
DGEIX vs. DFAW — Risk-Adjusted Performance Rank
DGEIX
DFAW
DGEIX vs. DFAW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and Dimensional World Equity ETF (DFAW). 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. DFAW - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 1.80%, more than DFAW's 1.60% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 1.80% | 1.71% | 1.97% | 1.89% | 1.67% | 1.44% | 1.73% | 1.99% | 1.83% | 1.91% | 1.99% | 1.88% |
DFAW Dimensional World Equity ETF | 1.60% | 1.47% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGEIX vs. DFAW - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -60.58%, which is greater than DFAW's maximum drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for DGEIX and DFAW. For additional features, visit the drawdowns tool.
Volatility
DGEIX vs. DFAW - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) and Dimensional World Equity ETF (DFAW) have volatilities of 12.37% and 12.84%, 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.