DGSIX vs. STDAX

Last updated Jun 4, 2026

DGSIX (DFA Global Allocation 60/40 Portfolio) and STDAX (SEI Asset Allocation Trust Defensive Strategy Allocation Fund) are both Diversified Portfolio funds. Over the past 10 years, DGSIX returned 8.70%/yr vs 2.40%/yr for STDAX. A 0.73 correlation means they provide meaningful diversification when combined. DGSIX charges 0.24%/yr vs 0.35%/yr for STDAX.

Performance

DGSIX vs. STDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Allocation 60/40 Portfolio (DGSIX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGSIX achieves a 8.39% return, which is significantly higher than STDAX's 1.30% return. Over the past 10 years, DGSIX has outperformed STDAX with an annualized return of 8.70%, while STDAX has yielded a comparatively lower 2.40% annualized return.

DGSIX

• 1D: 0.34%
• 1M: 3.26%
• YTD: 8.39%
• 6M: 8.91%
• 1Y: 19.26%
• 3Y*: 14.33%
• 5Y*: 7.70%
• 10Y*: 8.70%

STDAX

• 1D: 0.00%
• 1M: 0.36%
• YTD: 1.30%
• 6M: 1.61%
• 1Y: 3.99%
• 3Y*: 4.49%
• 5Y*: 2.89%
• 10Y*: 2.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGSIX vs. STDAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGSIX DFA Global Allocation 60/40 Portfolio	8.39%	14.06%	11.31%	14.59%	-12.10%	14.24%	11.58%	18.17%	-6.41%	13.11%
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund	1.30%	4.46%	5.35%	4.45%	-1.58%	1.56%	-19.54%	19.83%	-3.32%	9.70%

Correlation

The correlation between DGSIX and STDAX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jan 5, 2004	0.73

Over the past year, the correlation between DGSIX and STDAX has dropped to 0.52 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

Return for Risk

DGSIX vs. STDAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGSIX

DGSIX Risk / Return Rank: 79
DGSIX Sharpe Ratio Rank: 82
DGSIX Sortino Ratio Rank: 81
DGSIX Omega Ratio Rank: 77
DGSIX Calmar Ratio Rank: 74
DGSIX Martin Ratio Rank: 78

STDAX

STDAX Risk / Return Rank: 99
STDAX Sharpe Ratio Rank: 99
STDAX Sortino Ratio Rank: 99
STDAX Omega Ratio Rank: 99
STDAX Calmar Ratio Rank: 99
STDAX Martin Ratio Rank: 99

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. STDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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	STDAX	Difference
Sharpe ratio Return per unit of total volatility	2.65	4.78	-2.12
Sortino ratio Return per unit of downside risk	3.83	8.56	-4.73
Omega ratio Gain probability vs. loss probability	1.50	2.74	-1.24
Calmar ratio Return relative to maximum drawdown	3.38	11.47	-8.08
Martin ratio Return relative to average drawdown	14.79	48.94	-34.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGSIX vs. STDAX - Sharpe Ratio Comparison

The current DGSIX Sharpe Ratio is 2.65, which is lower than the STDAX Sharpe Ratio of 4.78. The chart below compares the historical Sharpe Ratios of DGSIX and STDAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DGSIX	STDAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	4.78	-2.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	1.48	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	0.36	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.00	+0.63

Drawdowns

DGSIX vs. STDAX - Drawdown Comparison

The maximum DGSIX drawdown since its inception was -41.64%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for DGSIX and STDAX.

Drawdown Indicators

	DGSIX	STDAX	Difference
Max Drawdown Largest peak-to-trough decline	-41.64%	-76.81%	+35.17%
Max Drawdown (1Y) Largest decline over 1 year	-5.85%	-0.36%	-5.49%
Max Drawdown (3Y) Largest decline over 3 years	-13.43%	-1.68%	-11.75%
Max Drawdown (5Y) Largest decline over 5 years	-18.36%	-2.91%	-15.45%
Max Drawdown (10Y) Largest decline over 10 years	-23.59%	-26.89%	+3.30%
Current Drawdown Current decline from peak	0.00%	-8.71%	+8.71%
Average Drawdown Average peak-to-trough decline	-4.43%	-31.77%	+27.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.33%	0.08%	+1.25%

Volatility

DGSIX vs. STDAX - Volatility Comparison

DFA Global Allocation 60/40 Portfolio (DGSIX) has a higher volatility of 2.28% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.34%. This indicates that DGSIX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGSIX	STDAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.28%	0.34%	+1.94%
Volatility (6M) Calculated over the trailing 6-month period	5.87%	0.68%	+5.19%
Volatility (1Y) Calculated over the trailing 1-year period	7.47%	0.86%	+6.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.19%	1.96%	+8.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.38%	6.64%	+3.74%

DGSIX vs. STDAX - Expense Ratio Comparison

DGSIX has a 0.24% expense ratio, which is lower than STDAX's 0.35% expense ratio.

Dividends

DGSIX vs. STDAX - Dividend Comparison

DGSIX's dividend yield for the trailing twelve months is around 7.96%, more than STDAX's 4.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGSIX DFA Global Allocation 60/40 Portfolio	7.96%	8.56%	7.25%	5.27%	4.55%	5.53%	3.39%	2.61%	3.01%	1.29%	1.23%	1.92%
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund	4.56%	4.49%	4.97%	4.77%	3.54%	0.87%	1.71%	5.19%	8.53%	6.92%	10.19%	3.84%

Frequently Asked Questions

Can I hold both DGSIX and STDAX in my portfolio?

DGSIX and STDAX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGSIX or STDAX?

DGSIX has higher volatility (2.28%) compared to STDAX (0.34%). In terms of maximum drawdown, DGSIX dropped -41.64% vs STDAX's -76.81%.

Which has better risk-adjusted returns?

STDAX currently has the higher Sharpe Ratio (4.78 vs 2.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.