DGSIX vs. DFSVX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DGSIX vs. DFSVX - Performance Comparison
Loading graphics...
DGSIX vs. DFSVX - 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DGSIX has underperformed DFSVX with an annualized return of 7.83%, while DFSVX has yielded a comparatively higher 10.61% 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%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DGSIX vs. DFSVX - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DGSIX vs. DFSVX — Risk / Return Rank
DGSIX
DFSVX
DGSIX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.03 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.55 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.34 | +0.23 |
Martin ratioReturn relative to average drawdown | 7.25 | 4.99 | +2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DGSIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.03 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.44 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.45 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.51 | +0.08 |
Correlation
The correlation between DGSIX and DFSVX is 0.88, 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. DFSVX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than DFSVX's 1.66% 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DGSIX vs. DFSVX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DGSIX and DFSVX.
Loading graphics...
Drawdown Indicators
| DGSIX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -66.70% | +25.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -15.11% | +7.84% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -27.69% | +9.33% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -52.12% | +28.53% |
Current DrawdownCurrent decline from peak | -5.85% | -7.77% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -9.51% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 4.14% | -2.53% |
Volatility
DGSIX vs. DFSVX - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DGSIX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 5.00% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 12.75% | -7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 23.31% | -13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 21.67% | -11.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 23.92% | -13.58% |