DGSIX vs. DFEOX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DGSIX vs. DFEOX - Performance Comparison
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DGSIX vs. DFEOX - 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% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DGSIX has underperformed DFEOX with an annualized return of 7.83%, while DFEOX has yielded a comparatively higher 12.94% 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%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DGSIX vs. DFEOX - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is higher than DFEOX's 0.14% 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%.
Return for Risk
DGSIX vs. DFEOX — Risk / Return Rank
DGSIX
DFEOX
DGSIX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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 | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.93 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.43 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 0.98 | +0.60 |
Martin ratioReturn relative to average drawdown | 7.25 | 4.74 | +2.51 |
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 | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.93 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.62 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.72 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.51 | +0.08 |
Correlation
The correlation between DGSIX and DFEOX 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. DFEOX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than DFEOX's 1.12% 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% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DGSIX vs. DFEOX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DGSIX and DFEOX.
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Drawdown Indicators
| DGSIX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -56.77% | +15.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -12.58% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -22.86% | +4.50% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -36.55% | +12.96% |
Current DrawdownCurrent decline from peak | -5.85% | -8.28% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -7.25% | +2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.69% | -1.08% |
Volatility
DGSIX vs. DFEOX - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSIX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 4.20% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 8.49% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 17.87% | -8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 16.88% | -6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 17.98% | -7.64% |