DGTSX vs. AVEFX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and Ave Maria Bond Fund (AVEFX).
DGTSX is managed by Dimensional. It was launched on Dec 23, 2003. AVEFX is managed by Ave Maria Mutual Funds. It was launched on Apr 30, 2003.
Performance
DGTSX vs. AVEFX - Performance Comparison
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DGTSX vs. AVEFX - 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% |
AVEFX Ave Maria Bond Fund | 1.11% | 5.63% | 5.71% | 5.16% | -2.84% | 4.38% | 5.60% | 8.30% | 0.41% | 4.16% |
Returns By Period
In the year-to-date period, DGTSX achieves a 0.31% return, which is significantly lower than AVEFX's 1.11% return. Over the past 10 years, DGTSX has outperformed AVEFX with an annualized return of 4.91%, while AVEFX has yielded a comparatively lower 3.91% 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%
AVEFX
- 1D
- 0.00%
- 1M
- -2.13%
- YTD
- 1.11%
- 6M
- 1.57%
- 1Y
- 3.58%
- 3Y*
- 5.44%
- 5Y*
- 3.14%
- 10Y*
- 3.91%
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DGTSX vs. AVEFX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is lower than AVEFX's 0.41% expense ratio.
Return for Risk
DGTSX vs. AVEFX — Risk / Return Rank
DGTSX
AVEFX
DGTSX vs. AVEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and Ave Maria Bond Fund (AVEFX). 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 | AVEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 1.15 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.78 | 1.64 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.21 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.65 | +0.83 |
Martin ratioReturn relative to average drawdown | 10.98 | 5.64 | +5.34 |
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 | AVEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.15 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.76 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.98 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 1.11 | -0.20 |
Correlation
The correlation between DGTSX and AVEFX is 0.74, 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. AVEFX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.92%, more than AVEFX's 3.10% 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% |
AVEFX Ave Maria Bond Fund | 3.10% | 3.51% | 2.94% | 2.47% | 3.59% | 2.32% | 2.43% | 3.31% | 3.21% | 2.04% | 2.94% | 1.89% |
Drawdowns
DGTSX vs. AVEFX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, which is greater than AVEFX's maximum drawdown of -10.24%. Use the drawdown chart below to compare losses from any high point for DGTSX and AVEFX.
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Drawdown Indicators
| DGTSX | AVEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -10.24% | -6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -2.52% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -8.02% | -3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -10.24% | -1.02% |
Current DrawdownCurrent decline from peak | -1.92% | -2.44% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -0.96% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 0.74% | -0.04% |
Volatility
DGTSX vs. AVEFX - Volatility Comparison
DFA Global Allocation 25/75 Portfolio (DGTSX) has a higher volatility of 1.58% compared to Ave Maria Bond Fund (AVEFX) at 1.16%. This indicates that DGTSX's price experiences larger fluctuations and is considered to be riskier than AVEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGTSX | AVEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 1.16% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 2.17% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 3.44% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.94% | 4.14% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 4.01% | +1.21% |