DGTSX vs. FASIX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and Fidelity Asset Manager 20% Fund (FASIX).
DGTSX is managed by Dimensional. It was launched on Dec 23, 2003. FASIX is managed by BlackRock. It was launched on Oct 1, 1992.
Performance
DGTSX vs. FASIX - Performance Comparison
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DGTSX vs. FASIX - 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% |
FASIX Fidelity Asset Manager 20% Fund | -0.58% | 9.58% | 5.34% | 8.00% | -10.20% | 4.04% | 8.62% | 10.64% | -1.63% | 6.60% |
Returns By Period
In the year-to-date period, DGTSX achieves a -0.41% return, which is significantly higher than FASIX's -0.58% return. Over the past 10 years, DGTSX has outperformed FASIX with an annualized return of 4.83%, while FASIX has yielded a comparatively lower 4.12% 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%
FASIX
- 1D
- 0.14%
- 1M
- -3.15%
- YTD
- -0.58%
- 6M
- 1.05%
- 1Y
- 7.82%
- 3Y*
- 6.33%
- 5Y*
- 3.07%
- 10Y*
- 4.12%
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DGTSX vs. FASIX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is lower than FASIX's 0.51% expense ratio.
Return for Risk
DGTSX vs. FASIX — Risk / Return Rank
DGTSX
FASIX
DGTSX vs. FASIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and Fidelity Asset Manager 20% Fund (FASIX). 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 | FASIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.73 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.43 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.35 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.31 | -0.18 |
Martin ratioReturn relative to average drawdown | 9.70 | 9.30 | +0.40 |
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 | FASIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.73 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.62 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.90 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 1.09 | -0.19 |
Correlation
The correlation between DGTSX and FASIX is 0.86, 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. FASIX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.97%, more than FASIX's 3.21% 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% |
FASIX Fidelity Asset Manager 20% Fund | 3.21% | 3.21% | 3.34% | 3.17% | 4.55% | 1.63% | 2.16% | 3.02% | 4.11% | 3.23% | 1.85% | 3.95% |
Drawdowns
DGTSX vs. FASIX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum FASIX drawdown of -19.61%. Use the drawdown chart below to compare losses from any high point for DGTSX and FASIX.
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Drawdown Indicators
| DGTSX | FASIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -19.61% | +2.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -3.35% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -13.86% | +2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -13.86% | +2.60% |
Current DrawdownCurrent decline from peak | -2.62% | -3.21% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -1.79% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.83% | -0.12% |
Volatility
DGTSX vs. FASIX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.35%, while Fidelity Asset Manager 20% Fund (FASIX) has a volatility of 1.94%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than FASIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGTSX | FASIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.94% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 2.96% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 4.61% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 4.99% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 4.60% | +0.61% |