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DGEIX vs. VASGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGEIX and VASGX is 0.97, 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.


-0.50.00.51.01.0

Performance

DGEIX vs. VASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Equity Portfolio Institutional Class (DGEIX) and Vanguard LifeStrategy Growth Fund (VASGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.70%
-2.06%
DGEIX
VASGX

Key characteristics

Sharpe Ratio

DGEIX:

1.12

VASGX:

0.75

Sortino Ratio

DGEIX:

1.54

VASGX:

0.99

Omega Ratio

DGEIX:

1.21

VASGX:

1.15

Calmar Ratio

DGEIX:

1.73

VASGX:

1.00

Martin Ratio

DGEIX:

6.03

VASGX:

4.68

Ulcer Index

DGEIX:

2.25%

VASGX:

1.77%

Daily Std Dev

DGEIX:

12.17%

VASGX:

11.08%

Max Drawdown

DGEIX:

-59.77%

VASGX:

-51.16%

Current Drawdown

DGEIX:

-6.93%

VASGX:

-8.33%

Returns By Period

In the year-to-date period, DGEIX achieves a -0.12% return, which is significantly higher than VASGX's -0.14% return. Over the past 10 years, DGEIX has outperformed VASGX with an annualized return of 9.57%, while VASGX has yielded a comparatively lower 6.66% annualized return.


DGEIX

YTD

-0.12%

1M

-6.65%

6M

1.91%

1Y

14.88%

5Y*

10.17%

10Y*

9.57%

VASGX

YTD

-0.14%

1M

-7.80%

6M

-1.56%

1Y

9.07%

5Y*

5.93%

10Y*

6.66%

*Annualized

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DGEIX vs. VASGX - Expense Ratio Comparison

DGEIX has a 0.25% expense ratio, which is higher than VASGX's 0.14% 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%.


Expense ratio chart for DGEIX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VASGX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

DGEIX vs. VASGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and Vanguard LifeStrategy Growth Fund (VASGX). 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.


The chart of Sharpe ratio for DGEIX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.001.120.75
The chart of Sortino ratio for DGEIX, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.001.540.99
The chart of Omega ratio for DGEIX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.15
The chart of Calmar ratio for DGEIX, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.731.00
The chart of Martin ratio for DGEIX, currently valued at 6.03, compared to the broader market0.0010.0020.0030.0040.0050.006.034.68
DGEIX
VASGX

The current DGEIX Sharpe Ratio is 1.12, which is higher than the VASGX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of DGEIX and VASGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.12
0.75
DGEIX
VASGX

Dividends

DGEIX vs. VASGX - Dividend Comparison

DGEIX's dividend yield for the trailing twelve months is around 1.18%, more than VASGX's 0.99% yield.


TTM20242023202220212020201920182017201620152014
DGEIX
DFA Global Equity Portfolio Institutional Class
1.18%1.18%1.97%1.89%1.67%1.44%1.73%1.99%1.83%1.91%1.99%1.88%
VASGX
Vanguard LifeStrategy Growth Fund
0.99%0.99%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%

Drawdowns

DGEIX vs. VASGX - Drawdown Comparison

The maximum DGEIX drawdown since its inception was -59.77%, which is greater than VASGX's maximum drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for DGEIX and VASGX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.93%
-8.33%
DGEIX
VASGX

Volatility

DGEIX vs. VASGX - Volatility Comparison

The current volatility for DFA Global Equity Portfolio Institutional Class (DGEIX) is 4.24%, while Vanguard LifeStrategy Growth Fund (VASGX) has a volatility of 6.21%. This indicates that DGEIX experiences smaller price fluctuations and is considered to be less risky than VASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.24%
6.21%
DGEIX
VASGX