DGLIX vs. DFSTX
Compare and contrast key facts about DFA Global Small Company Portfolio (DGLIX) and DFA U.S. Small Cap Portfolio (DFSTX).
DGLIX is managed by Dimensional. It was launched on Jan 17, 2017. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DGLIX vs. DFSTX - Performance Comparison
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DGLIX vs. DFSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGLIX DFA Global Small Company Portfolio | -0.74% | 15.76% | 8.86% | 16.71% | -14.60% | 23.21% | 11.01% | 21.76% | -15.96% | 16.09% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.32% |
Returns By Period
In the year-to-date period, DGLIX achieves a -0.74% return, which is significantly lower than DFSTX's -0.13% return.
DGLIX
- 1D
- -0.80%
- 1M
- -9.08%
- YTD
- -0.74%
- 6M
- 1.29%
- 1Y
- 19.64%
- 3Y*
- 11.86%
- 5Y*
- 6.33%
- 10Y*
- —
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DGLIX vs. DFSTX - Expense Ratio Comparison
DGLIX has a 0.44% expense ratio, which is higher than DFSTX's 0.27% expense ratio.
Return for Risk
DGLIX vs. DFSTX — Risk / Return Rank
DGLIX
DFSTX
DGLIX vs. DFSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Small Company Portfolio (DGLIX) and DFA U.S. Small Cap Portfolio (DFSTX). 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.
| DGLIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.80 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.27 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.03 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.89 | 4.16 | +1.74 |
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
| DGLIX | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.80 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.30 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.48 | -0.04 |
Correlation
The correlation between DGLIX and DFSTX is 0.96, 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
DGLIX vs. DFSTX - Dividend Comparison
DGLIX's dividend yield for the trailing twelve months is around 1.67%, more than DFSTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGLIX DFA Global Small Company Portfolio | 1.67% | 1.66% | 2.69% | 2.56% | 1.27% | 3.63% | 1.33% | 1.46% | 1.10% | 0.58% | 0.00% | 0.00% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DGLIX vs. DFSTX - Drawdown Comparison
The maximum DGLIX drawdown since its inception was -42.56%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DGLIX and DFSTX.
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Drawdown Indicators
| DGLIX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.56% | -60.99% | +18.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -13.92% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -25.91% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.78% | — |
Current DrawdownCurrent decline from peak | -9.60% | -9.09% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -8.80% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.47% | -0.54% |
Volatility
DGLIX vs. DFSTX - Volatility Comparison
The current volatility for DFA Global Small Company Portfolio (DGLIX) is 5.03%, while DFA U.S. Small Cap Portfolio (DFSTX) has a volatility of 5.43%. This indicates that DGLIX experiences smaller price fluctuations and is considered to be less risky than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGLIX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 5.43% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 12.19% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.35% | 21.77% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 20.61% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 22.06% | -3.67% |