DGSIX vs. SPY
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and SPDR S&P 500 ETF (SPY).
DGSIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGSIX or SPY.
Correlation
The correlation between DGSIX and SPY is 0.93, 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.
Performance
DGSIX vs. SPY - Performance Comparison
Key characteristics
DGSIX:
0.91
SPY:
2.03
DGSIX:
1.18
SPY:
2.71
DGSIX:
1.19
SPY:
1.38
DGSIX:
0.85
SPY:
3.09
DGSIX:
3.61
SPY:
12.94
DGSIX:
2.18%
SPY:
2.01%
DGSIX:
8.66%
SPY:
12.78%
DGSIX:
-42.05%
SPY:
-55.19%
DGSIX:
-6.27%
SPY:
-2.14%
Returns By Period
In the year-to-date period, DGSIX achieves a 0.76% return, which is significantly lower than SPY's 1.14% return. Over the past 10 years, DGSIX has underperformed SPY with an annualized return of 5.13%, while SPY has yielded a comparatively higher 13.38% annualized return.
DGSIX
0.76%
-1.13%
-1.62%
8.52%
3.94%
5.13%
SPY
1.14%
-1.98%
7.12%
26.42%
14.07%
13.38%
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DGSIX vs. SPY - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is higher than SPY's 0.09% 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%.
Risk-Adjusted Performance
DGSIX vs. SPY — Risk-Adjusted Performance Rank
DGSIX
SPY
DGSIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
DGSIX vs. SPY - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 2.69%, more than SPY's 1.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 2.69% | 2.71% | 2.55% | 1.69% | 1.69% | 1.20% | 1.94% | 2.60% | 1.82% | 1.88% | 1.92% | 1.98% |
SPY SPDR S&P 500 ETF | 1.19% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DGSIX vs. SPY - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -42.05%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DGSIX and SPY. For additional features, visit the drawdowns tool.
Volatility
DGSIX vs. SPY - Volatility Comparison
DFA Global Allocation 60/40 Portfolio (DGSIX) and SPDR S&P 500 ETF (SPY) have volatilities of 5.21% and 5.01%, 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.