DGTSX vs. AAAAX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
DGTSX is managed by Dimensional. It was launched on Dec 23, 2003. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
DGTSX vs. AAAAX - Performance Comparison
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DGTSX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 0.31% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
AAAAX DWS RREEF Real Assets Fund - Class A | 9.77% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, DGTSX achieves a 0.31% return, which is significantly lower than AAAAX's 9.77% return. Over the past 10 years, DGTSX has underperformed AAAAX with an annualized return of 4.91%, while AAAAX has yielded a comparatively higher 7.40% annualized return.
DGTSX
- 1D
- 0.72%
- 1M
- -1.72%
- YTD
- 0.31%
- 6M
- 1.58%
- 1Y
- 8.01%
- 3Y*
- 7.34%
- 5Y*
- 4.76%
- 10Y*
- 4.91%
AAAAX
- 1D
- 1.09%
- 1M
- -3.53%
- YTD
- 9.77%
- 6M
- 11.84%
- 1Y
- 17.50%
- 3Y*
- 10.19%
- 5Y*
- 6.78%
- 10Y*
- 7.40%
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DGTSX vs. AAAAX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
DGTSX vs. AAAAX — Risk / Return Rank
DGTSX
AAAAX
DGTSX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| DGTSX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 1.57 | +0.37 |
Sortino ratioReturn per unit of downside risk | 2.78 | 2.11 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.32 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.91 | +0.56 |
Martin ratioReturn relative to average drawdown | 10.98 | 10.22 | +0.76 |
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
| DGTSX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.57 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.56 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.59 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.38 | +0.52 |
Correlation
The correlation between DGTSX and AAAAX is 0.80, 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
DGTSX vs. AAAAX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.92%, more than AAAAX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.92% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.23% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
DGTSX vs. AAAAX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for DGTSX and AAAAX.
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Drawdown Indicators
| DGTSX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -40.47% | +23.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -9.55% | +6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -22.62% | +11.36% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -29.41% | +18.15% |
Current DrawdownCurrent decline from peak | -1.92% | -3.53% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -6.89% | +5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 1.79% | -1.09% |
Volatility
DGTSX vs. AAAAX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.58%, while DWS RREEF Real Assets Fund - Class A (AAAAX) has a volatility of 3.27%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGTSX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 3.27% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 7.26% | -4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 11.62% | -7.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.94% | 12.19% | -6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 12.66% | -7.44% |