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DGTSX vs. BERIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGTSX vs. BERIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Allocation 25/75 Portfolio (DGTSX) and Chartwell Income Fund (BERIX). The values are adjusted to include any dividend payments, if applicable.

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DGTSX vs. BERIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGTSX
DGTSX Risk / Return Rank: 8888
Overall Rank
DGTSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DGTSX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DGTSX Omega Ratio Rank: 9090
Omega Ratio Rank
DGTSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DGTSX Martin Ratio Rank: 8888
Martin Ratio Rank

BERIX
BERIX Risk / Return Rank: 9696
Overall Rank
BERIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BERIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BERIX Omega Ratio Rank: 9595
Omega Ratio Rank
BERIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BERIX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DGTSXBERIXDifference

Sharpe ratio

Return per unit of total volatility

1.82

2.54

-0.72

Sortino ratio

Return per unit of downside risk

2.58

3.26

-0.67

Omega ratio

Gain probability vs. loss probability

1.40

1.52

-0.12

Calmar ratio

Return relative to maximum drawdown

2.13

4.62

-2.49

Martin ratio

Return relative to average drawdown

9.70

17.20

-7.50

DGTSX vs. BERIX - Sharpe Ratio Comparison

The current DGTSX Sharpe Ratio is 1.82, which is comparable to the BERIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of DGTSX and BERIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGTSXBERIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


DGTSXBERIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.62%

-1.25%

-1.37%

Average Drawdown

Average peak-to-trough decline

-1.66%

-2.60%

+0.94%

Ulcer Index

Depth 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


DGTSXBERIXDifference

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%