PortfoliosLab logoPortfoliosLab logo
DGSIX vs. BLPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGSIX vs. BLPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Allocation 60/40 Portfolio (DGSIX) and American Funds Moderate Growth and Income Portfolio Class A (BLPAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DGSIX vs. BLPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

DGSIX
DGSIX Risk / Return Rank: 7474
Overall Rank
DGSIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DGSIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DGSIX Omega Ratio Rank: 7575
Omega Ratio Rank
DGSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGSIX Martin Ratio Rank: 7676
Martin Ratio Rank

BLPAX
BLPAX Risk / Return Rank: 7070
Overall Rank
BLPAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BLPAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
BLPAX Omega Ratio Rank: 6868
Omega Ratio Rank
BLPAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
BLPAX Martin Ratio Rank: 7171
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.

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.


DGSIXBLPAXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.22

+0.10

Sortino ratio

Return per unit of downside risk

1.88

1.76

+0.13

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratio

Return relative to maximum drawdown

1.57

1.54

+0.03

Martin ratio

Return relative to average drawdown

7.25

6.69

+0.57

DGSIX vs. BLPAX - Sharpe Ratio Comparison

The current DGSIX Sharpe Ratio is 1.31, which is comparable to the BLPAX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of DGSIX and BLPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DGSIXBLPAXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


DGSIXBLPAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.85%

-7.26%

+1.41%

Average Drawdown

Average peak-to-trough decline

-4.46%

-2.94%

-1.52%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


DGSIXBLPAXDifference

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%