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DGSIX vs. TRTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGSIX vs. TRTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Allocation 60/40 Portfolio (DGSIX) and Cambria Trinity ETF (TRTY). The values are adjusted to include any dividend payments, if applicable.

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DGSIX vs. TRTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DGSIX
DFA Global Allocation 60/40 Portfolio
-1.70%14.06%11.31%14.59%-12.10%14.24%11.58%18.17%-8.37%
TRTY
Cambria Trinity ETF
5.59%16.35%3.89%3.97%-3.30%15.73%1.68%8.36%-5.74%

Returns By Period

In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly lower than TRTY's 5.59% 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%

TRTY

1D
1.37%
1M
-3.49%
YTD
5.59%
6M
9.31%
1Y
20.96%
3Y*
10.29%
5Y*
6.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGSIX vs. TRTY - Expense Ratio Comparison

DGSIX has a 0.24% expense ratio, which is lower than TRTY's 0.44% expense ratio.


Return for Risk

DGSIX vs. TRTY — Risk / Return Rank

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

DGSIX
DGSIX Risk / Return Rank: 7474
Overall Rank
DGSIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DGSIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DGSIX Omega Ratio Rank: 7575
Omega Ratio Rank
DGSIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGSIX Martin Ratio Rank: 7676
Martin Ratio Rank

TRTY
TRTY Risk / Return Rank: 9191
Overall Rank
TRTY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
TRTY Sortino Ratio Rank: 8989
Sortino Ratio Rank
TRTY Omega Ratio Rank: 9292
Omega Ratio Rank
TRTY Calmar Ratio Rank: 8989
Calmar Ratio Rank
TRTY Martin Ratio Rank: 9393
Martin Ratio Rank
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. TRTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and Cambria Trinity ETF (TRTY). 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.


DGSIXTRTYDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.92

-0.61

Sortino ratio

Return per unit of downside risk

1.88

2.47

-0.59

Omega ratio

Gain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratio

Return relative to maximum drawdown

1.57

2.81

-1.24

Martin ratio

Return relative to average drawdown

7.25

13.32

-6.07

DGSIX vs. TRTY - Sharpe Ratio Comparison

The current DGSIX Sharpe Ratio is 1.31, which is lower than the TRTY Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DGSIX and TRTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGSIXTRTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.92

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.60

+0.04

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

0.57

+0.02

Correlation

The correlation between DGSIX and TRTY is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DGSIX vs. TRTY - Dividend Comparison

DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than TRTY's 3.14% yield.


TTM20252024202320222021202020192018201720162015
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%
TRTY
Cambria Trinity ETF
3.14%2.86%3.55%3.24%5.17%4.52%1.99%2.64%1.07%0.00%0.00%0.00%

Drawdowns

DGSIX vs. TRTY - Drawdown Comparison

The maximum DGSIX drawdown since its inception was -41.64%, which is greater than TRTY's maximum drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for DGSIX and TRTY.


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Drawdown Indicators


DGSIXTRTYDifference

Max Drawdown

Largest peak-to-trough decline

-41.64%

-22.35%

-19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-7.52%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.36%

-13.72%

-4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-23.59%

Current Drawdown

Current decline from peak

-5.85%

-3.49%

-2.36%

Average Drawdown

Average peak-to-trough decline

-4.46%

-4.24%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.59%

+0.02%

Volatility

DGSIX vs. TRTY - Volatility Comparison

The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while Cambria Trinity ETF (TRTY) has a volatility of 4.40%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than TRTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGSIXTRTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

4.40%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

5.51%

8.54%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

9.85%

10.97%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

10.75%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.34%

10.47%

-0.13%