DGEIX vs. FGIAX
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and Nuveen Global Infrastructure Fund Class A (FGIAX).
DGEIX is managed by Dimensional. It was launched on Dec 24, 2003. FGIAX is a passively managed fund by Nuveen that tracks the performance of the S&P Global Infrastructure Index NR. It was launched on Dec 17, 2007.
Performance
DGEIX vs. FGIAX - Performance Comparison
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DGEIX vs. FGIAX - 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% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.53% | 17.73% | 10.70% | 8.51% | -6.23% | 14.51% | -2.76% | 29.32% | -7.91% | 19.40% |
Returns By Period
In the year-to-date period, DGEIX achieves a -2.92% return, which is significantly lower than FGIAX's 9.53% return. Over the past 10 years, DGEIX has outperformed FGIAX with an annualized return of 11.09%, while FGIAX has yielded a comparatively lower 8.70% annualized 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%
FGIAX
- 1D
- 0.53%
- 1M
- -3.78%
- YTD
- 9.53%
- 6M
- 10.02%
- 1Y
- 20.91%
- 3Y*
- 14.03%
- 5Y*
- 10.45%
- 10Y*
- 8.70%
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DGEIX vs. FGIAX - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is lower than FGIAX's 1.21% expense ratio.
Return for Risk
DGEIX vs. FGIAX — Risk / Return Rank
DGEIX
FGIAX
DGEIX vs. FGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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 | FGIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.75 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.26 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.61 | -1.22 |
Martin ratioReturn relative to average drawdown | 6.66 | 12.12 | -5.46 |
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 | FGIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.75 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.80 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.58 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.42 | +0.06 |
Correlation
The correlation between DGEIX and FGIAX is 0.79, 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. FGIAX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 3.13%, less than FGIAX's 9.12% 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% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.12% | 9.99% | 7.46% | 2.27% | 6.11% | 7.20% | 1.38% | 7.06% | 6.32% | 5.83% | 8.23% | 3.05% |
Drawdowns
DGEIX vs. FGIAX - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than FGIAX's maximum drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for DGEIX and FGIAX.
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Drawdown Indicators
| DGEIX | FGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -49.35% | -10.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -8.29% | -3.76% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -21.08% | -4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -38.02% | +1.02% |
Current DrawdownCurrent decline from peak | -8.85% | -3.78% | -5.07% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -7.22% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.78% | +0.73% |
Volatility
DGEIX vs. FGIAX - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 4.58% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.05%. This indicates that DGEIX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGEIX | FGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.05% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 7.09% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 12.28% | +4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 13.08% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 15.17% | +1.67% |