DGSIX vs. BLPAX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and American Funds Moderate Growth and Income Portfolio Class A (BLPAX).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. BLPAX is managed by American Funds. It was launched on May 18, 2012.
Performance
DGSIX vs. BLPAX - Performance Comparison
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DGSIX vs. BLPAX - 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% |
BLPAX American Funds Moderate Growth and Income Portfolio Class A | -3.07% | 16.64% | 11.30% | 13.87% | -13.60% | 13.87% | 13.16% | 19.53% | -4.59% | 16.71% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly higher than BLPAX's -3.07% return. Over the past 10 years, DGSIX has underperformed BLPAX with an annualized return of 7.83%, while BLPAX has yielded a comparatively higher 8.29% 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%
BLPAX
- 1D
- -0.05%
- 1M
- -7.13%
- YTD
- -3.07%
- 6M
- -0.36%
- 1Y
- 12.63%
- 3Y*
- 11.46%
- 5Y*
- 6.42%
- 10Y*
- 8.29%
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DGSIX vs. BLPAX - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is lower than BLPAX's 0.66% expense ratio.
Return for Risk
DGSIX vs. BLPAX — Risk / Return Rank
DGSIX
BLPAX
DGSIX vs. BLPAX - 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 Moderate Growth and Income Portfolio Class A (BLPAX). 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 | BLPAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.22 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.76 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.54 | +0.03 |
Martin ratioReturn relative to average drawdown | 7.25 | 6.69 | +0.57 |
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 | BLPAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.22 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.63 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.77 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.85 | -0.26 |
Correlation
The correlation between DGSIX and BLPAX is 0.95, 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. BLPAX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than BLPAX's 6.01% 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% |
BLPAX American Funds Moderate Growth and Income Portfolio Class A | 6.01% | 5.83% | 3.59% | 2.30% | 6.01% | 4.97% | 2.56% | 3.83% | 4.69% | 3.48% | 3.66% | 3.69% |
Drawdowns
DGSIX vs. BLPAX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, which is greater than BLPAX's maximum drawdown of -23.21%. Use the drawdown chart below to compare losses from any high point for DGSIX and BLPAX.
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Drawdown Indicators
| DGSIX | BLPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -23.21% | -18.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -7.68% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -20.65% | +2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -23.21% | -0.38% |
Current DrawdownCurrent decline from peak | -5.85% | -7.26% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -2.94% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.77% | -0.16% |
Volatility
DGSIX vs. BLPAX - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while American Funds Moderate Growth and Income Portfolio Class A (BLPAX) has a volatility of 3.50%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than BLPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSIX | BLPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 3.50% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 6.42% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 10.60% | -0.75% |
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% | 10.77% | -0.43% |