DGSIX vs. AVMA

Last updated Apr 1, 2026

Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and Avantis Moderate Allocation ETF (AVMA).

DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. AVMA is an actively managed fund by Avantis. It was launched on Jun 27, 2023.

Performance

DGSIX vs. AVMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Allocation 60/40 Portfolio (DGSIX) and Avantis Moderate Allocation ETF (AVMA). The values are adjusted to include any dividend payments, if applicable.

DGSIX vs. AVMA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DGSIX DFA Global Allocation 60/40 Portfolio	-1.70%	14.06%	11.31%	6.97%
AVMA Avantis Moderate Allocation ETF	1.73%	16.72%	10.01%	8.19%

Returns By Period

In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly lower than AVMA's 1.73% 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%

AVMA

• 1D: 1.95%
• 1M: -4.19%
• YTD: 1.73%
• 6M: 4.85%
• 1Y: 18.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGSIX vs. AVMA - Expense Ratio Comparison

DGSIX has a 0.24% expense ratio, which is higher than AVMA's 0.21% 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%.

DGSIX

DFA Global Allocation 60/40 Portfolio

AVMA

Avantis Moderate Allocation ETF

Return for Risk

DGSIX vs. AVMA — Risk / Return Rank

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

DGSIX

DGSIX Risk / Return Rank: 74
DGSIX Sharpe Ratio Rank: 75
DGSIX Sortino Ratio Rank: 77
DGSIX Omega Ratio Rank: 75
DGSIX Calmar Ratio Rank: 69
DGSIX Martin Ratio Rank: 76

AVMA

AVMA Risk / Return Rank: 83
AVMA Sharpe Ratio Rank: 82
AVMA Sortino Ratio Rank: 85
AVMA Omega Ratio Rank: 85
AVMA Calmar Ratio Rank: 79
AVMA Martin Ratio Rank: 86

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.

DGSIX vs. AVMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and Avantis Moderate Allocation ETF (AVMA). 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	AVMA	Difference
Sharpe ratio Return per unit of total volatility	1.31	1.57	-0.26
Sortino ratio Return per unit of downside risk	1.88	2.25	-0.36
Omega ratio Gain probability vs. loss probability	1.28	1.33	-0.06
Calmar ratio Return relative to maximum drawdown	1.57	2.08	-0.51
Martin ratio Return relative to average drawdown	7.25	9.88	-2.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGSIX vs. AVMA - Sharpe Ratio Comparison

The current DGSIX Sharpe Ratio is 1.31, which is comparable to the AVMA Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of DGSIX and AVMA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DGSIX	AVMA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	1.57	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	1.30	-0.71

Correlation

The correlation between DGSIX and AVMA 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

DGSIX vs. AVMA - Dividend Comparison

DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than AVMA's 2.54% 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%
AVMA Avantis Moderate Allocation ETF	2.54%	2.21%	2.28%	1.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DGSIX vs. AVMA - Drawdown Comparison

The maximum DGSIX drawdown since its inception was -41.64%, which is greater than AVMA's maximum drawdown of -11.81%. Use the drawdown chart below to compare losses from any high point for DGSIX and AVMA.

Drawdown Indicators

	DGSIX	AVMA	Difference
Max Drawdown Largest peak-to-trough decline	-41.64%	-11.81%	-29.83%
Max Drawdown (1Y) Largest decline over 1 year	-7.27%	-9.15%	+1.88%
Max Drawdown (5Y) Largest decline over 5 years	-18.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-23.59%	—	—
Current Drawdown Current decline from peak	-5.85%	-4.58%	-1.27%
Average Drawdown Average peak-to-trough decline	-4.46%	-1.61%	-2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	1.92%	-0.31%

Volatility

DGSIX vs. AVMA - Volatility Comparison

The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while Avantis Moderate Allocation ETF (AVMA) has a volatility of 4.36%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than AVMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGSIX	AVMA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.96%	4.36%	-1.40%
Volatility (6M) Calculated over the trailing 6-month period	5.51%	7.00%	-1.49%
Volatility (1Y) Calculated over the trailing 1-year period	9.85%	12.13%	-2.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.15%	10.33%	-0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.34%	10.33%	+0.01%