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DGEIX vs. DFSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGEIX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Equity Portfolio Institutional Class (DGEIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

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DGEIX vs. DFSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFSVX
DFA U.S. Small Cap Value Portfolio I
4.70%8.37%9.58%19.02%-3.57%39.97%2.24%18.15%-15.13%6.82%

Returns By Period

In the year-to-date period, DGEIX achieves a -2.92% return, which is significantly lower than DFSVX's 4.70% return. Both investments have delivered pretty close results over the past 10 years, with DGEIX having a 11.09% annualized return and DFSVX not far behind at 10.61%.


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%

DFSVX

1D
-0.56%
1M
-5.28%
YTD
4.70%
6M
8.23%
1Y
23.60%
3Y*
13.98%
5Y*
9.57%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGEIX vs. DFSVX - Expense Ratio Comparison

DGEIX has a 0.25% expense ratio, which is lower than DFSVX's 0.30% expense ratio.


Return for Risk

DGEIX vs. DFSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGEIX
DGEIX Risk / Return Rank: 6868
Overall Rank
DGEIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DGEIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
DGEIX Omega Ratio Rank: 7070
Omega Ratio Rank
DGEIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DGEIX Martin Ratio Rank: 7171
Martin Ratio Rank

DFSVX
DFSVX Risk / Return Rank: 5757
Overall Rank
DFSVX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DFSVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DFSVX Omega Ratio Rank: 5757
Omega Ratio Rank
DFSVX Calmar Ratio Rank: 5858
Calmar Ratio Rank
DFSVX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGEIX vs. DFSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.


DGEIXDFSVXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.03

+0.13

Sortino ratio

Return per unit of downside risk

1.69

1.55

+0.14

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

1.39

1.34

+0.04

Martin ratio

Return relative to average drawdown

6.66

4.99

+1.66

DGEIX vs. DFSVX - Sharpe Ratio Comparison

The current DGEIX Sharpe Ratio is 1.16, which is comparable to the DFSVX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of DGEIX and DFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGEIXDFSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.03

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.44

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.45

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.51

-0.03

Correlation

The correlation between DGEIX and DFSVX is 0.90, 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. DFSVX - Dividend Comparison

DGEIX's dividend yield for the trailing twelve months is around 3.13%, more than DFSVX's 1.66% yield.


TTM20252024202320222021202020192018201720162015
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%
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.66%1.69%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.18%4.18%5.29%

Drawdowns

DGEIX vs. DFSVX - Drawdown Comparison

The maximum DGEIX drawdown since its inception was -59.77%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DGEIX and DFSVX.


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Drawdown Indicators


DGEIXDFSVXDifference

Max Drawdown

Largest peak-to-trough decline

-59.77%

-66.70%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-15.11%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

-27.69%

+2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-37.00%

-52.12%

+15.12%

Current Drawdown

Current decline from peak

-8.85%

-7.77%

-1.08%

Average Drawdown

Average peak-to-trough decline

-8.05%

-9.51%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

4.14%

-1.63%

Volatility

DGEIX vs. DFSVX - Volatility Comparison

The current volatility for DFA Global Equity Portfolio Institutional Class (DGEIX) is 4.58%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DGEIX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGEIXDFSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

5.00%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

12.75%

-3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

23.31%

-6.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

21.67%

-6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

23.92%

-7.08%