DGSIX vs. VGSTX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and Vanguard STAR Fund (VGSTX).
DGSIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003. VGSTX is managed by Vanguard. It was launched on Mar 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGSIX or VGSTX.
Key characteristics
| DGSIX | VGSTX | |
|---|---|---|
| YTD Return | 12.56% | 10.53% |
| 1Y Return | 18.60% | 18.37% |
| 3Y Return (Ann) | 4.34% | 1.51% |
| 5Y Return (Ann) | 8.05% | 7.79% |
| 10Y Return (Ann) | 6.86% | 7.55% |
| Sharpe Ratio | 2.58 | 2.12 |
| Sortino Ratio | 3.68 | 3.02 |
| Omega Ratio | 1.49 | 1.39 |
| Calmar Ratio | 3.86 | 1.49 |
| Martin Ratio | 17.33 | 13.30 |
| Ulcer Index | 1.08% | 1.38% |
| Daily Std Dev | 7.25% | 8.65% |
| Max Drawdown | -38.20% | -38.62% |
| Current Drawdown | -0.97% | -1.24% |
Correlation
The correlation between DGSIX and VGSTX is 0.96, 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. VGSTX - Performance Comparison
In the year-to-date period, DGSIX achieves a 12.56% return, which is significantly higher than VGSTX's 10.53% return. Over the past 10 years, DGSIX has underperformed VGSTX with an annualized return of 6.86%, while VGSTX has yielded a comparatively higher 7.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DGSIX vs. VGSTX - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is lower than VGSTX's 0.31% expense ratio.
Risk-Adjusted Performance
DGSIX vs. VGSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and Vanguard STAR Fund (VGSTX). 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. VGSTX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 2.52%, more than VGSTX's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 2.52% | 2.55% | 1.69% | 1.69% | 1.20% | 1.94% | 2.60% | 1.82% | 1.88% | 1.92% | 1.98% | 1.62% |
VGSTX Vanguard STAR Fund | 2.22% | 2.21% | 2.08% | 1.36% | 1.42% | 2.11% | 2.52% | 1.85% | 2.08% | 2.09% | 2.18% | 1.82% |
Drawdowns
DGSIX vs. VGSTX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -38.20%, roughly equal to the maximum VGSTX drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for DGSIX and VGSTX. For additional features, visit the drawdowns tool.
Volatility
DGSIX vs. VGSTX - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.09%, while Vanguard STAR Fund (VGSTX) has a volatility of 2.23%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than VGSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.