DGSIX vs. DFQTX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. DFQTX is managed by Dimensional.
Performance
DGSIX vs. DFQTX - Performance Comparison
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DGSIX vs. DFQTX - 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% |
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DGSIX has underperformed DFQTX with an annualized return of 7.83%, while DFQTX has yielded a comparatively higher 12.61% 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%
DFQTX
- 1D
- -0.54%
- 1M
- -7.31%
- YTD
- -4.02%
- 6M
- -1.55%
- 1Y
- 16.25%
- 3Y*
- 15.75%
- 5Y*
- 10.23%
- 10Y*
- 12.61%
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DGSIX vs. DFQTX - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is higher than DFQTX's 0.19% 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. DFQTX — Risk / Return Rank
DGSIX
DFQTX
DGSIX vs. DFQTX - 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 2 Portfolio I (DFQTX). 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 | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.95 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.45 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.00 | +0.57 |
Martin ratioReturn relative to average drawdown | 7.25 | 4.74 | +2.52 |
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 | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.95 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.61 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.69 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.47 | +0.12 |
Correlation
The correlation between DGSIX and DFQTX 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. DFQTX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than DFQTX'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% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.12% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DGSIX vs. DFQTX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DGSIX and DFQTX.
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Drawdown Indicators
| DGSIX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -59.35% | +17.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -12.73% | +5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -22.64% | +4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -37.21% | +13.62% |
Current DrawdownCurrent decline from peak | -5.85% | -8.47% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -7.84% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.79% | -1.18% |
Volatility
DGSIX vs. DFQTX - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 4.27%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSIX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 4.27% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 8.67% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 18.07% | -8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 17.00% | -6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 18.25% | -7.91% |