DGSIX vs. PALDX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and PGIM 60/40 Allocation Fund (PALDX).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. PALDX is managed by PGIM. It was launched on Sep 12, 2017.
Performance
DGSIX vs. PALDX - Performance Comparison
Loading graphics...
DGSIX vs. PALDX - 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% | 3.77% |
PALDX PGIM 60/40 Allocation Fund | -3.62% | 13.62% | 18.96% | 18.90% | -15.65% | 16.30% | 10.68% | 22.27% | -4.12% | 5.95% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly higher than PALDX's -3.62% 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%
PALDX
- 1D
- -0.22%
- 1M
- -5.44%
- YTD
- -3.62%
- 6M
- -1.03%
- 1Y
- 12.43%
- 3Y*
- 13.72%
- 5Y*
- 7.99%
- 10Y*
- —
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. PALDX - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is higher than PALDX's 0.03% 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. PALDX — Risk / Return Rank
DGSIX
PALDX
DGSIX vs. PALDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and PGIM 60/40 Allocation Fund (PALDX). 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 | PALDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.12 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.65 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.42 | +0.15 |
Martin ratioReturn relative to average drawdown | 7.25 | 6.83 | +0.42 |
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 | PALDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.12 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.67 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.71 | -0.12 |
Correlation
The correlation between DGSIX and PALDX is 0.91, 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. PALDX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than PALDX's 5.62% 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% |
PALDX PGIM 60/40 Allocation Fund | 5.62% | 5.42% | 10.40% | 2.94% | 6.19% | 6.87% | 2.58% | 4.58% | 3.65% | 1.48% | 0.00% | 0.00% |
Drawdowns
DGSIX vs. PALDX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, which is greater than PALDX's maximum drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for DGSIX and PALDX.
Loading graphics...
Drawdown Indicators
| DGSIX | PALDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -26.16% | -15.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -8.20% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -20.47% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | — | — |
Current DrawdownCurrent decline from peak | -5.85% | -5.96% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -4.16% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.70% | -0.09% |
Volatility
DGSIX vs. PALDX - Volatility Comparison
DFA Global Allocation 60/40 Portfolio (DGSIX) and PGIM 60/40 Allocation Fund (PALDX) have volatilities of 2.96% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DGSIX | PALDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 3.05% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 5.86% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 11.52% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 12.08% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 12.75% | -2.41% |