DGTSX vs. DGSIX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and DFA Global Allocation 60/40 Portfolio (DGSIX).
DGTSX is managed by Dimensional. It was launched on Dec 23, 2003. DGSIX is managed by Dimensional. It was launched on Dec 23, 2003.
Performance
DGTSX vs. DGSIX - Performance Comparison
Loading graphics...
DGTSX vs. DGSIX - 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% |
DGSIX DFA Global Allocation 60/40 Portfolio | -1.70% | 14.06% | 11.31% | 14.59% | -12.10% | 14.24% | 11.58% | 18.17% | -6.41% | 13.11% |
Returns By Period
In the year-to-date period, DGTSX achieves a -0.41% return, which is significantly higher than DGSIX's -1.70% return. Over the past 10 years, DGTSX has underperformed DGSIX with an annualized return of 4.83%, while DGSIX has yielded a comparatively higher 7.83% 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%
DGSIX
- 1D
- -0.15%
- 1M
- -5.57%
- YTD
- -1.70%
- 6M
- 0.40%
- 1Y
- 12.68%
- 3Y*
- 11.12%
- 5Y*
- 6.47%
- 10Y*
- 7.83%
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. DGSIX - Expense Ratio Comparison
Both DGTSX and DGSIX have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
DGTSX vs. DGSIX — Risk / Return Rank
DGTSX
DGSIX
DGTSX vs. DGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and DFA Global Allocation 60/40 Portfolio (DGSIX). 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 | DGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.31 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.58 | 1.88 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.28 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.57 | +0.56 |
Martin ratioReturn relative to average drawdown | 9.70 | 7.25 | +2.45 |
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 | DGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.31 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.64 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.76 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.59 | +0.31 |
Correlation
The correlation between DGTSX and DGSIX is 0.95, 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. DGSIX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.97%, less than DGSIX's 8.77% 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% |
DGSIX DFA Global Allocation 60/40 Portfolio | 8.77% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
Drawdowns
DGTSX vs. DGSIX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum DGSIX drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for DGTSX and DGSIX.
Loading graphics...
Drawdown Indicators
| DGTSX | DGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -41.64% | +24.93% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -7.27% | +4.16% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -18.36% | +7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -23.59% | +12.33% |
Current DrawdownCurrent decline from peak | -2.62% | -5.85% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -4.46% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 1.61% | -0.90% |
Volatility
DGTSX vs. DGSIX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.35%, while DFA Global Allocation 60/40 Portfolio (DGSIX) has a volatility of 2.96%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than DGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DGTSX | DGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 2.96% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 5.51% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 9.85% | -5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 10.15% | -4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 10.34% | -5.13% |