DGSIX vs. DFIHX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA One Year Fixed Income Portfolio (DFIHX).
DGSIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003. DFIHX is managed by Dimensional Fund Advisors LP. It was launched on Jul 25, 1983.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGSIX or DFIHX.
Key characteristics
| DGSIX | DFIHX | |
|---|---|---|
| YTD Return | 12.56% | 4.76% |
| 1Y Return | 18.60% | 5.46% |
| 3Y Return (Ann) | 4.34% | 2.80% |
| 5Y Return (Ann) | 8.05% | 1.82% |
| 10Y Return (Ann) | 6.86% | 1.51% |
| Sharpe Ratio | 2.58 | 8.45 |
| Sortino Ratio | 3.68 | 66.33 |
| Omega Ratio | 1.49 | 40.50 |
| Calmar Ratio | 3.86 | 96.32 |
| Martin Ratio | 17.33 | 845.12 |
| Ulcer Index | 1.08% | 0.01% |
| Daily Std Dev | 7.25% | 0.65% |
| Max Drawdown | -38.20% | -89.99% |
| Current Drawdown | -0.97% | 0.00% |
Correlation
The correlation between DGSIX and DFIHX is -0.02. 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.
Performance
DGSIX vs. DFIHX - Performance Comparison
In the year-to-date period, DGSIX achieves a 12.56% return, which is significantly higher than DFIHX's 4.76% return. Over the past 10 years, DGSIX has outperformed DFIHX with an annualized return of 6.86%, while DFIHX has yielded a comparatively lower 1.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
DGSIX vs. DFIHX - Risk-Adjusted Performance 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.
Dividends
DGSIX vs. DFIHX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 2.52%, less than DFIHX's 5.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 2.52% | 2.55% | 1.69% | 1.69% | 1.20% | 1.94% | 2.60% | 1.82% | 1.88% | 1.92% | 1.98% | 1.62% |
DFIHX DFA One Year Fixed Income Portfolio | 5.01% | 3.36% | 1.08% | 0.00% | 0.62% | 2.14% | 1.85% | 1.13% | 0.74% | 0.42% | 0.30% | 0.36% |
Drawdowns
DGSIX vs. DFIHX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -38.20%, smaller than the maximum DFIHX drawdown of -89.99%. Use the drawdown chart below to compare losses from any high point for DGSIX and DFIHX. For additional features, visit the drawdowns tool.
Volatility
DGSIX vs. DFIHX - Volatility Comparison
DFA Global Allocation 60/40 Portfolio (DGSIX) has a higher volatility of 2.09% compared to DFA One Year Fixed Income Portfolio (DFIHX) at 0.19%. 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.