DGSIX vs. TRTY
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and Cambria Trinity ETF (TRTY).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. TRTY is a passively managed fund by Cambria that tracks the performance of the Cambria Trinity Index. It was launched on Sep 10, 2018.
Performance
DGSIX vs. TRTY - Performance Comparison
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DGSIX vs. TRTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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*
- —
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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
DGSIX
TRTY
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.
| DGSIX | TRTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.92 | -0.61 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.47 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.81 | -1.24 |
Martin ratioReturn relative to average drawdown | 7.25 | 13.32 | -6.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGSIX | TRTY | Difference | |
|---|---|---|---|
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.
| 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% |
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
| DGSIX | TRTY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.85% | -3.49% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -4.24% | -0.22% |
Ulcer IndexDepth 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
| DGSIX | TRTY | Difference | |
|---|---|---|---|
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% |