DGSIX vs. DGTSX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and DFA Global Allocation 25/75 Portfolio (DGTSX).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. DGTSX is managed by Dimensional. It was launched on Dec 23, 2003.
Performance
DGSIX vs. DGTSX - Performance Comparison
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DGSIX vs. DGTSX - 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% |
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%
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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
DGSIX
DGTSX
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.
| DGSIX | DGTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.82 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.58 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.13 | -0.56 |
Martin ratioReturn relative to average drawdown | 7.25 | 9.70 | -2.45 |
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 | DGTSX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| DGSIX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.85% | -2.62% | -3.23% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -1.66% | -2.80% |
Ulcer IndexDepth 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
| DGSIX | DGTSX | Difference | |
|---|---|---|---|
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% |