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DGTSX vs. FASIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGTSX vs. FASIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Global Allocation 25/75 Portfolio (DGTSX) and Fidelity Asset Manager 20% Fund (FASIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGTSX achieves a 4.30% return, which is significantly lower than FASIX's 4.62% return. Over the past 10 years, DGTSX has outperformed FASIX with an annualized return of 5.23%, while FASIX has yielded a comparatively lower 4.50% annualized return.


DGTSX

1D
0.34%
1M
0.76%
YTD
4.30%
6M
4.30%
1Y
9.92%
3Y*
8.27%
5Y*
5.39%
10Y*
5.23%

FASIX

1D
0.54%
1M
1.05%
YTD
4.62%
6M
4.70%
1Y
11.09%
3Y*
7.80%
5Y*
3.65%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGTSX vs. FASIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGTSX
DFA Global Allocation 25/75 Portfolio
4.30%8.39%7.43%8.93%-8.06%10.20%7.29%9.80%-1.85%5.83%
FASIX
Fidelity Asset Manager 20% Fund
4.62%9.58%5.34%8.00%-10.20%4.04%8.62%10.64%-1.63%6.60%

Correlation

The correlation between DGTSX and FASIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 26, 2003

0.87

The correlation between DGTSX and FASIX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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Return for Risk

DGTSX vs. FASIX — Risk / Return Rank

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

DGTSX
DGTSX Risk / Return Rank: 8989
Overall Rank
DGTSX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DGTSX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DGTSX Omega Ratio Rank: 8888
Omega Ratio Rank
DGTSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DGTSX Martin Ratio Rank: 9090
Martin Ratio Rank

FASIX
FASIX Risk / Return Rank: 8282
Overall Rank
FASIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FASIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FASIX Omega Ratio Rank: 8383
Omega Ratio Rank
FASIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FASIX Martin Ratio Rank: 8383
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. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DGTSXFASIXDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.57

1.51

+0.07

Calmar ratioReturn relative to maximum drawdown

3.79

3.32

+0.46

Martin ratioReturn relative to average drawdown

16.65

14.38

+2.27

DGTSX vs. FASIX - Sharpe Ratio Comparison

The current DGTSX Sharpe Ratio is 2.79, which is comparable to the FASIX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of DGTSX and FASIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


DGTSXFASIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.71%

-19.61%

+2.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-3.35%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-7.46%

-4.84%

-2.62%

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 Drawdown

Current decline from peak

-0.14%

0.00%

-0.14%

Average Drawdown

Average peak-to-trough decline

-1.64%

-1.78%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.77%

-0.17%

Volatility

DGTSX vs. FASIX - Volatility Comparison

The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.42%, while Fidelity Asset Manager 20% Fund (FASIX) has a volatility of 1.93%. 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


DGTSXFASIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

1.93%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

3.76%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

4.44%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.98%

5.10%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.24%

4.67%

+0.57%

DGTSX vs. FASIX - Expense Ratio Comparison

DGTSX has a 0.24% expense ratio, which is lower than FASIX's 0.51% expense ratio.


Dividends

DGTSX vs. FASIX - Dividend Comparison

DGTSX's dividend yield for the trailing twelve months is around 5.70%, more than FASIX's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
DGTSX
DFA Global Allocation 25/75 Portfolio
5.70%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
3.02%3.21%3.34%3.17%4.55%1.63%2.16%3.02%4.11%3.23%1.85%3.95%

Frequently Asked Questions


DGTSX and FASIX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FASIX has higher volatility (1.93%) compared to DGTSX (1.42%). In terms of maximum drawdown, DGTSX dropped -16.71% vs FASIX's -19.61%.

DGTSX currently has the higher Sharpe Ratio (2.79 vs 2.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DGTSX and FASIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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