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DGLIX vs. GWOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGLIX vs. GWOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Small Company Portfolio (DGLIX) and GMO Global Developed Equity Allocation Fund (GWOAX). The values are adjusted to include any dividend payments, if applicable.

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DGLIX vs. GWOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GWOAX
GMO Global Developed Equity Allocation Fund
0.36%28.37%6.14%22.49%-14.10%18.53%10.53%26.56%-12.95%22.60%

Returns By Period

In the year-to-date period, DGLIX achieves a -0.74% return, which is significantly lower than GWOAX's 0.36% return.


DGLIX

1D
-0.80%
1M
-9.08%
YTD
-0.74%
6M
1.29%
1Y
19.64%
3Y*
11.86%
5Y*
6.33%
10Y*

GWOAX

1D
-0.13%
1M
-8.51%
YTD
0.36%
6M
7.28%
1Y
25.54%
3Y*
16.14%
5Y*
9.19%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGLIX vs. GWOAX - Expense Ratio Comparison

DGLIX has a 0.44% expense ratio, which is higher than GWOAX's 0.01% expense ratio.


Return for Risk

DGLIX vs. GWOAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGLIX
DGLIX Risk / Return Rank: 6161
Overall Rank
DGLIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DGLIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
DGLIX Omega Ratio Rank: 5757
Omega Ratio Rank
DGLIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
DGLIX Martin Ratio Rank: 6161
Martin Ratio Rank

GWOAX
GWOAX Risk / Return Rank: 8484
Overall Rank
GWOAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GWOAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
GWOAX Omega Ratio Rank: 8383
Omega Ratio Rank
GWOAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
GWOAX Martin Ratio Rank: 8787
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.

DGLIX vs. GWOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Small Company Portfolio (DGLIX) and GMO Global Developed Equity Allocation Fund (GWOAX). 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.


DGLIXGWOAXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.62

-0.51

Sortino ratio

Return per unit of downside risk

1.64

2.24

-0.60

Omega ratio

Gain probability vs. loss probability

1.22

1.33

-0.11

Calmar ratio

Return relative to maximum drawdown

1.41

2.07

-0.66

Martin ratio

Return relative to average drawdown

5.89

9.35

-3.46

DGLIX vs. GWOAX - Sharpe Ratio Comparison

The current DGLIX Sharpe Ratio is 1.12, which is lower than the GWOAX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of DGLIX and GWOAX, 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


DGLIXGWOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.62

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.61

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.43

0.00

Correlation

The correlation between DGLIX and GWOAX 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

DGLIX vs. GWOAX - Dividend Comparison

DGLIX's dividend yield for the trailing twelve months is around 1.67%, less than GWOAX's 4.45% yield.


TTM20252024202320222021202020192018201720162015
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%
GWOAX
GMO Global Developed Equity Allocation Fund
4.45%4.46%0.60%6.10%7.27%12.75%3.85%4.33%3.02%3.05%6.43%12.47%

Drawdowns

DGLIX vs. GWOAX - Drawdown Comparison

The maximum DGLIX drawdown since its inception was -42.56%, smaller than the maximum GWOAX drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for DGLIX and GWOAX.


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Drawdown Indicators


DGLIXGWOAXDifference

Max Drawdown

Largest peak-to-trough decline

-42.56%

-49.84%

+7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-11.43%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

-26.21%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

-9.60%

-8.78%

-0.82%

Average Drawdown

Average peak-to-trough decline

-7.51%

-9.06%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.53%

+0.40%

Volatility

DGLIX vs. GWOAX - Volatility Comparison

DFA Global Small Company Portfolio (DGLIX) and GMO Global Developed Equity Allocation Fund (GWOAX) have volatilities of 5.03% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGLIXGWOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

5.02%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

9.33%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

15.73%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

15.16%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

16.46%

+1.93%