DGTSX vs. BERIX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and Chartwell Income Fund (BERIX).
DGTSX is managed by Dimensional. It was launched on Dec 23, 2003. BERIX is managed by Carillon Family of Funds. It was launched on Sep 2, 1987.
Performance
DGTSX vs. BERIX - Performance Comparison
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DGTSX vs. BERIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | -0.41% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
BERIX Chartwell Income Fund | 3.53% | 13.23% | 7.20% | 7.77% | -10.14% | 7.35% | 4.49% | 9.69% | -0.81% | 3.92% |
Returns By Period
In the year-to-date period, DGTSX achieves a -0.41% return, which is significantly lower than BERIX's 3.53% return. Both investments have delivered pretty close results over the past 10 years, with DGTSX having a 4.83% annualized return and BERIX not far ahead at 4.99%.
DGTSX
- 1D
- 0.02%
- 1M
- -2.55%
- YTD
- -0.41%
- 6M
- 1.00%
- 1Y
- 7.40%
- 3Y*
- 7.08%
- 5Y*
- 4.69%
- 10Y*
- 4.83%
BERIX
- 1D
- 0.20%
- 1M
- -1.25%
- YTD
- 3.53%
- 6M
- 6.19%
- 1Y
- 13.23%
- 3Y*
- 9.06%
- 5Y*
- 4.94%
- 10Y*
- 4.99%
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DGTSX vs. BERIX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is lower than BERIX's 0.64% expense ratio.
Return for Risk
DGTSX vs. BERIX — Risk / Return Rank
DGTSX
BERIX
DGTSX vs. BERIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and Chartwell Income Fund (BERIX). 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 | BERIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 2.54 | -0.72 |
Sortino ratioReturn per unit of downside risk | 2.58 | 3.26 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.52 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 4.62 | -2.49 |
Martin ratioReturn relative to average drawdown | 9.70 | 17.20 | -7.50 |
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 | BERIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.54 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.84 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.84 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.07 | -0.16 |
Correlation
The correlation between DGTSX and BERIX is 0.79, 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. BERIX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.97%, more than BERIX's 3.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.97% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
BERIX Chartwell Income Fund | 3.58% | 3.97% | 3.90% | 3.36% | 3.54% | 2.58% | 3.07% | 3.03% | 5.83% | 5.22% | 2.76% | 2.45% |
Drawdowns
DGTSX vs. BERIX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum BERIX drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for DGTSX and BERIX.
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Drawdown Indicators
| DGTSX | BERIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -20.34% | +3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -2.95% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -15.73% | +4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -20.34% | +9.08% |
Current DrawdownCurrent decline from peak | -2.62% | -1.25% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -2.60% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.79% | -0.08% |
Volatility
DGTSX vs. BERIX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.35%, while Chartwell Income Fund (BERIX) has a volatility of 1.47%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGTSX | BERIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.47% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 4.28% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 5.38% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 5.94% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 6.00% | -0.79% |