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DGSIX vs. DFQTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGSIX vs. DFQTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA US Core Equity 2 Portfolio I (DFQTX). The values are adjusted to include any dividend payments, if applicable.

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DGSIX vs. DFQTX - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

DFQTX
DFQTX Risk / Return Rank: 5050
Overall Rank
DFQTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DFQTX Sortino Ratio Rank: 5555
Sortino Ratio Rank
DFQTX Omega Ratio Rank: 5757
Omega Ratio Rank
DFQTX Calmar Ratio Rank: 3939
Calmar Ratio Rank
DFQTX Martin Ratio Rank: 4848
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. 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.


DGSIXDFQTXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.95

+0.36

Sortino ratio

Return per unit of downside risk

1.88

1.45

+0.44

Omega ratio

Gain probability vs. loss probability

1.28

1.22

+0.06

Calmar ratio

Return relative to maximum drawdown

1.57

1.00

+0.57

Martin ratio

Return relative to average drawdown

7.25

4.74

+2.52

DGSIX vs. DFQTX - Sharpe Ratio Comparison

The current DGSIX Sharpe Ratio is 1.31, which is higher than the DFQTX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of DGSIX and DFQTX, 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


DGSIXDFQTXDifference

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.


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%
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


DGSIXDFQTXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.85%

-8.47%

+2.62%

Average Drawdown

Average peak-to-trough decline

-4.46%

-7.84%

+3.38%

Ulcer Index

Depth 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


DGSIXDFQTXDifference

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%