DGTSX vs. FXAIX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and Fidelity 500 Index Fund (FXAIX).
DGTSX is managed by Dimensional. It was launched on Dec 23, 2003. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
DGTSX vs. FXAIX - Performance Comparison
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DGTSX vs. FXAIX - 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% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, DGTSX achieves a -0.41% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, DGTSX has underperformed FXAIX with an annualized return of 4.83%, while FXAIX has yielded a comparatively higher 13.75% 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%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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DGTSX vs. FXAIX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is higher than FXAIX's 0.02% 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. FXAIX — Risk / Return Rank
DGTSX
FXAIX
DGTSX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 0.84 | +0.98 |
Sortino ratioReturn per unit of downside risk | 2.58 | 1.30 | +1.29 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.20 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.05 | +1.08 |
Martin ratioReturn relative to average drawdown | 9.70 | 5.13 | +4.57 |
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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 0.84 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.68 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.77 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.75 | +0.15 |
Correlation
The correlation between DGTSX and FXAIX is 0.88, 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. FXAIX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.97%, more than FXAIX's 1.20% 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% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
DGTSX vs. FXAIX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DGTSX and FXAIX.
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Drawdown Indicators
| DGTSX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -33.79% | +17.08% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -12.13% | +9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -24.50% | +13.24% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -33.79% | +22.53% |
Current DrawdownCurrent decline from peak | -2.62% | -8.89% | +6.27% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -3.83% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.50% | -1.79% |
Volatility
DGTSX vs. FXAIX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.35%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGTSX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 4.24% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.43% | 9.08% | -6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.20% | 18.13% | -13.93% |
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% | 18.03% | -12.82% |