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DGEIX vs. SSGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DGEIX vs. SSGLX

Last updated Apr 1, 2026

Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).

DGEIX is managed by Dimensional. It was launched on Dec 24, 2003. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.

Performance

DGEIX vs. SSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Equity Portfolio Institutional Class (DGEIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). The values are adjusted to include any dividend payments, if applicable.

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DGEIX vs. SSGLX - 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%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K		-0.64%32.64%4.98%15.67%-16.44%8.36%11.11%21.52%-14.05%27.12%

Returns By Period

In the year-to-date period, DGEIX achieves a -2.92% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, DGEIX has outperformed SSGLX with an annualized return of 11.09%, while SSGLX has yielded a comparatively lower 8.58% 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%

SSGLX

1D
0.39%
1M
-10.87%
YTD
-0.64%
6M
4.10%
1Y
24.88%
3Y*
14.40%
5Y*
6.92%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFA Global Equity Portfolio Institutional Class

State Street Global All Cap Equity ex-U.S. Index Fund Class K

Often compared with DGEIX:
DGEIX vs. VTDGEIX vs. DFAWDGEIX vs. SPYDGEIX vs. AVGEDGEIX vs. VTIDGEIX vs. VOODGEIX vs. AVDEX
Often compared with SSGLX:
SSGLX vs. BTMKXSSGLX vs. VSGAXSSGLX vs. VOOSSGLX vs. GIDGXSSGLX vs. VGPMXSSGLX vs. CWGIXSSGLX vs. PORTX

DGEIX vs. SSGLX - Expense Ratio Comparison

DGEIX has a 0.25% expense ratio, which is higher than SSGLX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

DGEIX
DFA Global Equity Portfolio Institutional Class
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K

Return for Risk

DGEIX vs. SSGLX — 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
SSGLX
SSGLX Risk / Return Rank: 8181
Overall Rank
SSGLX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 8181
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 8080
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. SSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.

DGEIXSSGLXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.56

-0.40

Sortino ratio

Return per unit of downside risk

1.69

2.12

-0.43

Omega ratio

Gain probability vs. loss probability

1.26

1.32

-0.07

Calmar ratio

Return relative to maximum drawdown

1.39

2.00

-0.61

Martin ratio

Return relative to average drawdown

6.66

7.90

-1.24

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGEIX vs. SSGLX - Sharpe Ratio Comparison

The current DGEIX Sharpe Ratio is 1.16, which is comparable to the SSGLX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of DGEIX and SSGLX, 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

DGEIXSSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.56

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.48

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.53

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.37

+0.11

Correlation

The correlation between DGEIX and SSGLX is 0.80, 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. SSGLX - Dividend Comparison

DGEIX's dividend yield for the trailing twelve months is around 3.13%, less than SSGLX's 4.44% 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%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K		4.44%4.41%4.46%2.98%2.85%4.20%1.72%4.80%8.32%3.98%1.52%2.09%

Drawdowns

DGEIX vs. SSGLX - Drawdown Comparison

The maximum DGEIX drawdown since its inception was -59.77%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for DGEIX and SSGLX.

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Drawdown Indicators

DGEIXSSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-59.77%

-35.88%

-23.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-11.22%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

-30.08%

+4.88%

Max Drawdown (10Y)

Largest decline over 10 years

-37.00%

-35.88%

-1.12%

Current Drawdown

Current decline from peak

-8.85%

-10.87%

+2.02%

Average Drawdown

Average peak-to-trough decline

-8.05%

-8.32%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.84%

-0.33%

Volatility

DGEIX vs. SSGLX - Volatility Comparison

The current volatility for DFA Global Equity Portfolio Institutional Class (DGEIX) is 4.58%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that DGEIX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DGEIXSSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

6.44%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

10.02%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

15.49%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

14.49%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

16.15%

+0.69%