DGSIX vs. IWV

In the year-to-date period, DGSIX achieves a 3.10% return, which is significantly higher than IWV's 0.52% return. Over the past 10 years, DGSIX has underperformed IWV with an annualized return of 4.95%, while IWV has yielded a comparatively higher 11.99% annualized return.

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DGSIX has a 0.24% expense ratio, which is higher than IWV's 0.20% 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%.

This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and iShares Russell 3000 ETF (IWV). 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.

The current DGSIX Sharpe Ratio is 0.39, which is lower than the IWV Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DGSIX and IWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DGSIX's dividend yield for the trailing twelve months is around 7.12%, more than IWV's 1.10% yield.

The maximum DGSIX drawdown since its inception was -42.05%, smaller than the maximum IWV drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for DGSIX and IWV.

The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.44%, while iShares Russell 3000 ETF (IWV) has a volatility of 4.81%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.