DGTSX vs. DFQTX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DGTSX is managed by Dimensional. It was launched on Dec 23, 2003. DFQTX is managed by Dimensional.
Performance
DGTSX vs. DFQTX - Performance Comparison
Loading graphics...
DGTSX vs. DFQTX - 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% |
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
Returns By Period
In the year-to-date period, DGTSX achieves a -0.41% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, DGTSX has underperformed DFQTX with an annualized return of 4.83%, while DFQTX has yielded a comparatively higher 12.92% 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%
DFQTX
- 1D
- 2.74%
- 1M
- -5.00%
- YTD
- -1.39%
- 6M
- 0.96%
- 1Y
- 18.95%
- 3Y*
- 16.80%
- 5Y*
- 10.55%
- 10Y*
- 12.92%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DGTSX vs. DFQTX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is higher than DFQTX's 0.19% 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. DFQTX — Risk / Return Rank
DGTSX
DFQTX
DGTSX vs. DFQTX - 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 2 Portfolio I (DFQTX). 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 | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.08 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.58 | 1.63 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.25 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.35 | +0.78 |
Martin ratioReturn relative to average drawdown | 9.70 | 6.35 | +3.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DGTSX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.08 | +0.74 |
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 | 0.71 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.48 | +0.42 |
Correlation
The correlation between DGTSX and DFQTX 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. DFQTX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.97%, more than DFQTX's 1.09% 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% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.09% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DGTSX vs. DFQTX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DGTSX and DFQTX.
Loading graphics...
Drawdown Indicators
| DGTSX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -59.35% | +42.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -12.73% | +9.62% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -22.64% | +11.38% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -37.21% | +25.95% |
Current DrawdownCurrent decline from peak | -2.62% | -5.96% | +3.34% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -7.84% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.73% | -2.02% |
Volatility
DGTSX vs. DFQTX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.35%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 5.24%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DGTSX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 5.24% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 9.06% | -6.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 18.23% | -14.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 17.04% | -11.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 18.27% | -13.06% |