DGSIX vs. VTHRX
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and Vanguard Target Retirement 2030 Fund (VTHRX).
DGSIX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003. VTHRX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGSIX or VTHRX.
Key characteristics
| DGSIX | VTHRX | |
|---|---|---|
| YTD Return | 12.56% | 11.20% |
| 1Y Return | 18.60% | 18.42% |
| 3Y Return (Ann) | 4.34% | 2.57% |
| 5Y Return (Ann) | 8.05% | 7.16% |
| 10Y Return (Ann) | 6.86% | 7.05% |
| Sharpe Ratio | 2.58 | 2.17 |
| Sortino Ratio | 3.68 | 3.13 |
| Omega Ratio | 1.49 | 1.42 |
| Calmar Ratio | 3.86 | 1.98 |
| Martin Ratio | 17.33 | 12.89 |
| Ulcer Index | 1.08% | 1.43% |
| Daily Std Dev | 7.25% | 8.47% |
| Max Drawdown | -38.20% | -49.57% |
| Current Drawdown | -0.97% | -1.15% |
Correlation
The correlation between DGSIX and VTHRX is 0.97, 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. VTHRX - Performance Comparison
In the year-to-date period, DGSIX achieves a 12.56% return, which is significantly higher than VTHRX's 11.20% return. Both investments have delivered pretty close results over the past 10 years, with DGSIX having a 6.86% annualized return and VTHRX not far ahead at 7.05%. 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. VTHRX - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is higher than VTHRX's 0.08% 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%.
Risk-Adjusted Performance
DGSIX vs. VTHRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and Vanguard Target Retirement 2030 Fund (VTHRX). 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. VTHRX - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 2.52%, more than VTHRX's 2.33% 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% |
VTHRX Vanguard Target Retirement 2030 Fund | 2.33% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
Drawdowns
DGSIX vs. VTHRX - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -38.20%, smaller than the maximum VTHRX drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for DGSIX and VTHRX. For additional features, visit the drawdowns tool.
Volatility
DGSIX vs. VTHRX - Volatility Comparison
DFA Global Allocation 60/40 Portfolio (DGSIX) and Vanguard Target Retirement 2030 Fund (VTHRX) have volatilities of 2.09% and 2.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.