DGSIX vs. VOO
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and Vanguard S&P 500 ETF (VOO).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DGSIX vs. VOO - Performance Comparison
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DGSIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | -1.70% | 14.06% | 11.31% | 14.59% | -12.10% | 14.24% | 11.58% | 18.17% | -6.41% | 13.11% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, DGSIX has underperformed VOO with an annualized return of 7.83%, while VOO has yielded a comparatively higher 14.05% annualized 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DGSIX vs. VOO - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is higher than VOO's 0.03% 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%.
Return for Risk
DGSIX vs. VOO — Risk / Return Rank
DGSIX
VOO
DGSIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.98 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.50 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.53 | +0.04 |
Martin ratioReturn relative to average drawdown | 7.25 | 7.29 | -0.04 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.98 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.70 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.78 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.83 | -0.24 |
Correlation
The correlation between DGSIX and VOO is 0.94, 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.
Dividends
DGSIX vs. VOO - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DGSIX vs. VOO - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DGSIX and VOO.
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Drawdown Indicators
| DGSIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -33.99% | -7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -11.98% | +4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -24.52% | +6.16% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -33.99% | +10.40% |
Current DrawdownCurrent decline from peak | -5.85% | -6.29% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -3.72% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.52% | -0.91% |
Volatility
DGSIX vs. VOO - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 5.29% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 9.44% | -3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 18.10% | -8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 16.82% | -6.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 17.99% | -7.65% |