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DGSIX vs. DFIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGSIX vs. DFIHX - Performance Comparison

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

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DGSIX vs. DFIHX - 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%
DFIHX
DFA One Year Fixed Income Portfolio
0.81%3.41%5.41%4.98%-1.19%-0.19%0.62%2.44%1.87%0.94%

Returns By Period

In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly lower than DFIHX's 0.81% return. Over the past 10 years, DGSIX has outperformed DFIHX with an annualized return of 7.83%, while DFIHX has yielded a comparatively lower 1.92% 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%

DFIHX

1D
-0.06%
1M
0.23%
YTD
0.81%
6M
1.89%
1Y
3.69%
3Y*
4.47%
5Y*
2.61%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGSIX vs. DFIHX - Expense Ratio Comparison

DGSIX has a 0.24% expense ratio, which is higher than DFIHX's 0.13% 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. DFIHX — 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

DFIHX
DFIHX Risk / Return Rank: 9999
Overall Rank
DFIHX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DFIHX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFIHX Omega Ratio Rank: 100100
Omega Ratio Rank
DFIHX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DFIHX Martin Ratio Rank: 9999
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. DFIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA One Year Fixed Income Portfolio (DFIHX). 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.


DGSIXDFIHXDifference

Sharpe ratio

Return per unit of total volatility

1.31

5.38

-4.07

Sortino ratio

Return per unit of downside risk

1.88

9.47

-7.59

Omega ratio

Gain probability vs. loss probability

1.28

8.43

-7.15

Calmar ratio

Return relative to maximum drawdown

1.57

8.71

-7.14

Martin ratio

Return relative to average drawdown

7.25

37.74

-30.49

DGSIX vs. DFIHX - Sharpe Ratio Comparison

The current DGSIX Sharpe Ratio is 1.31, which is lower than the DFIHX Sharpe Ratio of 5.38. The chart below compares the historical Sharpe Ratios of DGSIX and DFIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGSIXDFIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

5.38

-4.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

2.65

-2.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

2.43

-1.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.52

-0.93

Correlation

The correlation between DGSIX and DFIHX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DGSIX vs. DFIHX - Dividend Comparison

DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than DFIHX's 3.73% 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%
DFIHX
DFA One Year Fixed Income Portfolio
3.73%3.26%4.99%3.37%1.07%0.00%0.62%2.12%1.85%1.13%0.66%0.51%

Drawdowns

DGSIX vs. DFIHX - Drawdown Comparison

The maximum DGSIX drawdown since its inception was -41.64%, which is greater than DFIHX's maximum drawdown of -2.53%. Use the drawdown chart below to compare losses from any high point for DGSIX and DFIHX.


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Drawdown Indicators


DGSIXDFIHXDifference

Max Drawdown

Largest peak-to-trough decline

-41.64%

-2.53%

-39.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-0.39%

-6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-18.36%

-2.26%

-16.10%

Max Drawdown (10Y)

Largest decline over 10 years

-23.59%

-2.26%

-21.33%

Current Drawdown

Current decline from peak

-5.85%

-0.06%

-5.79%

Average Drawdown

Average peak-to-trough decline

-4.46%

-0.15%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.09%

+1.52%

Volatility

DGSIX vs. DFIHX - Volatility Comparison

DFA Global Allocation 60/40 Portfolio (DGSIX) has a higher volatility of 2.96% compared to DFA One Year Fixed Income Portfolio (DFIHX) at 0.18%. This indicates that DGSIX's price experiences larger fluctuations and is considered to be riskier than DFIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSIXDFIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

0.18%

+2.78%

Volatility (6M)

Calculated over the trailing 6-month period

5.51%

0.41%

+5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

9.85%

0.72%

+9.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

0.99%

+9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.34%

0.79%

+9.55%