DGTSX vs. DFEOX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DGTSX is managed by Dimensional. It was launched on Dec 23, 2003. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DGTSX vs. DFEOX - Performance Comparison
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DGTSX vs. DFEOX - 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% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DGTSX achieves a -0.41% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DGTSX has underperformed DFEOX with an annualized return of 4.83%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
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%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DGTSX vs. DFEOX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is higher than DFEOX's 0.14% 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%.
Return for Risk
DGTSX vs. DFEOX — Risk / Return Rank
DGTSX
DFEOX
DGTSX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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 | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.93 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.58 | 1.43 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.22 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 0.98 | +1.16 |
Martin ratioReturn relative to average drawdown | 9.70 | 4.74 | +4.96 |
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 | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.93 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.62 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.72 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.51 | +0.40 |
Correlation
The correlation between DGTSX and DFEOX is 0.90, 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. DFEOX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.97%, more than DFEOX's 1.12% 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% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DGTSX vs. DFEOX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DGTSX and DFEOX.
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Drawdown Indicators
| DGTSX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -56.77% | +40.06% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -12.58% | +9.47% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -22.86% | +11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -36.55% | +25.29% |
Current DrawdownCurrent decline from peak | -2.62% | -8.28% | +5.66% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -7.25% | +5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.69% | -1.98% |
Volatility
DGTSX vs. DFEOX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.35%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGTSX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 4.20% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 8.49% | -6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 17.87% | -13.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 16.88% | -10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 17.98% | -12.77% |