DGEIX vs. DFSVX
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DGEIX is managed by Dimensional. It was launched on Dec 24, 2003. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DGEIX vs. DFSVX - Performance Comparison
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DGEIX vs. DFSVX - 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% |
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%
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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
DGEIX
DFSVX
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.
| DGEIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.03 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.55 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.34 | +0.04 |
Martin ratioReturn relative to average drawdown | 6.66 | 4.99 | +1.66 |
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 | DFSVX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| DGEIX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.85% | -7.77% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -9.51% | +1.46% |
Ulcer IndexDepth 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
| DGEIX | DFSVX | Difference | |
|---|---|---|---|
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% |