DGSIX vs. ABALX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and American Funds American Balanced Fund Class A (ABALX).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. ABALX is managed by American Funds. It was launched on Jul 26, 1975.
Performance
DGSIX vs. ABALX - Performance Comparison
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DGSIX vs. ABALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | -1.70% | 14.06% | 11.31% | 14.59% | -12.10% | 14.24% | 11.58% | 18.17% | -6.41% | 13.11% |
ABALX American Funds American Balanced Fund Class A | -2.86% | 18.45% | 14.63% | 13.65% | -12.13% | 15.75% | 10.85% | 18.60% | -3.35% | 14.69% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly higher than ABALX's -2.86% return. Over the past 10 years, DGSIX has underperformed ABALX with an annualized return of 7.83%, while ABALX has yielded a comparatively higher 8.98% annualized return.
DGSIX
- 1D
- -0.15%
- 1M
- -5.57%
- YTD
- -1.70%
- 6M
- 0.40%
- 1Y
- 12.68%
- 3Y*
- 11.12%
- 5Y*
- 6.47%
- 10Y*
- 7.83%
ABALX
- 1D
- -0.14%
- 1M
- -6.82%
- YTD
- -2.86%
- 6M
- 0.85%
- 1Y
- 15.33%
- 3Y*
- 13.40%
- 5Y*
- 8.00%
- 10Y*
- 8.98%
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DGSIX vs. ABALX - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is lower than ABALX's 0.56% expense ratio.
Return for Risk
DGSIX vs. ABALX — Risk / Return Rank
DGSIX
ABALX
DGSIX vs. ABALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and American Funds American Balanced Fund Class A (ABALX). 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.
| DGSIX | ABALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.43 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.09 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.00 | -0.43 |
Martin ratioReturn relative to average drawdown | 7.25 | 8.51 | -1.26 |
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
| DGSIX | ABALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.43 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.77 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.85 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.79 | -0.20 |
Correlation
The correlation between DGSIX and ABALX is 0.94, 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
DGSIX vs. ABALX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than ABALX's 8.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 8.77% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
ABALX American Funds American Balanced Fund Class A | 8.54% | 8.27% | 6.87% | 2.05% | 2.30% | 4.30% | 4.35% | 3.49% | 5.49% | 4.72% | 4.24% | 5.60% |
Drawdowns
DGSIX vs. ABALX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, roughly equal to the maximum ABALX drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for DGSIX and ABALX.
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Drawdown Indicators
| DGSIX | ABALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -40.20% | -1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -7.33% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -18.76% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -22.34% | -1.25% |
Current DrawdownCurrent decline from peak | -5.85% | -7.03% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -3.86% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.73% | -0.12% |
Volatility
DGSIX vs. ABALX - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while American Funds American Balanced Fund Class A (ABALX) has a volatility of 3.26%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than ABALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSIX | ABALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 3.26% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 6.74% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 11.11% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 10.42% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 10.61% | -0.27% |