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DGSIX vs. DGTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGSIX vs. DGTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA Global Allocation 25/75 Portfolio (DGTSX). The values are adjusted to include any dividend payments, if applicable.

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DGSIX vs. DGTSX - 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%
DGTSX
DFA Global Allocation 25/75 Portfolio
-0.41%8.39%7.43%8.93%-8.06%10.20%7.29%9.80%-1.85%5.83%

Returns By Period

In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly lower than DGTSX's -0.41% return. Over the past 10 years, DGSIX has outperformed DGTSX with an annualized return of 7.83%, while DGTSX has yielded a comparatively lower 4.83% 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%

DGTSX

1D
0.02%
1M
-2.55%
YTD
-0.41%
6M
1.00%
1Y
7.40%
3Y*
7.08%
5Y*
4.69%
10Y*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGSIX vs. DGTSX - Expense Ratio Comparison

Both DGSIX and DGTSX have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

DGSIX vs. DGTSX — 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

DGTSX
DGTSX Risk / Return Rank: 8888
Overall Rank
DGTSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DGTSX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DGTSX Omega Ratio Rank: 9090
Omega Ratio Rank
DGTSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DGTSX Martin Ratio Rank: 8888
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. DGTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.


DGSIXDGTSXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.82

-0.50

Sortino ratio

Return per unit of downside risk

1.88

2.58

-0.70

Omega ratio

Gain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratio

Return relative to maximum drawdown

1.57

2.13

-0.56

Martin ratio

Return relative to average drawdown

7.25

9.70

-2.45

DGSIX vs. DGTSX - Sharpe Ratio Comparison

The current DGSIX Sharpe Ratio is 1.31, which is comparable to the DGTSX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DGSIX and DGTSX, 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


DGSIXDGTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.82

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.79

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.93

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.90

-0.31

Correlation

The correlation between DGSIX and DGTSX is 0.95, 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. DGTSX - Dividend Comparison

DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than DGTSX's 5.97% 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%
DGTSX
DFA Global Allocation 25/75 Portfolio
5.97%5.54%7.28%4.75%2.77%7.62%2.12%2.57%2.99%1.25%1.26%1.50%

Drawdowns

DGSIX vs. DGTSX - Drawdown Comparison

The maximum DGSIX drawdown since its inception was -41.64%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for DGSIX and DGTSX.


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Drawdown Indicators


DGSIXDGTSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.64%

-16.71%

-24.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-3.11%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-18.36%

-11.26%

-7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-23.59%

-11.26%

-12.33%

Current Drawdown

Current decline from peak

-5.85%

-2.62%

-3.23%

Average Drawdown

Average peak-to-trough decline

-4.46%

-1.66%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.71%

+0.90%

Volatility

DGSIX vs. DGTSX - Volatility Comparison

DFA Global Allocation 60/40 Portfolio (DGSIX) has a higher volatility of 2.96% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.35%. This indicates that DGSIX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSIXDGTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

1.35%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

5.51%

2.43%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

9.85%

4.20%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

5.93%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.34%

5.21%

+5.13%