DGTSX vs. FYMIX
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and Fidelity Sustainable Multi-Asset Fund (FYMIX).
DGTSX is managed by Dimensional. It was launched on Dec 23, 2003. FYMIX is managed by Fidelity. It was launched on Feb 9, 2022.
Performance
DGTSX vs. FYMIX - Performance Comparison
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DGTSX vs. FYMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 0.31% | 8.39% | 7.43% | 8.93% | -5.69% |
FYMIX Fidelity Sustainable Multi-Asset Fund | -2.11% | 18.95% | 11.09% | 16.15% | -15.71% |
Returns By Period
In the year-to-date period, DGTSX achieves a 0.31% return, which is significantly higher than FYMIX's -2.11% return.
DGTSX
- 1D
- 0.72%
- 1M
- -1.72%
- YTD
- 0.31%
- 6M
- 1.58%
- 1Y
- 8.01%
- 3Y*
- 7.34%
- 5Y*
- 4.76%
- 10Y*
- 4.91%
FYMIX
- 1D
- 2.39%
- 1M
- -5.31%
- YTD
- -2.11%
- 6M
- 0.46%
- 1Y
- 17.23%
- 3Y*
- 12.19%
- 5Y*
- —
- 10Y*
- —
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DGTSX vs. FYMIX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is higher than FYMIX's 0.05% 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. FYMIX — Risk / Return Rank
DGTSX
FYMIX
DGTSX vs. FYMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). 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 | FYMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 1.33 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.78 | 1.91 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.28 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.47 | 1.96 | +0.51 |
Martin ratioReturn relative to average drawdown | 10.98 | 7.99 | +2.99 |
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 | FYMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.33 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.47 | +0.44 |
Correlation
The correlation between DGTSX and FYMIX is 0.92, 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. FYMIX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.92%, more than FYMIX's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.92% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
FYMIX Fidelity Sustainable Multi-Asset Fund | 3.77% | 3.69% | 1.84% | 1.78% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGTSX vs. FYMIX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum FYMIX drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for DGTSX and FYMIX.
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Drawdown Indicators
| DGTSX | FYMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -22.70% | +5.99% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -8.95% | +5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | — | — |
Current DrawdownCurrent decline from peak | -1.92% | -6.54% | +4.62% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -5.83% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 2.20% | -1.50% |
Volatility
DGTSX vs. FYMIX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 1.58%, while Fidelity Sustainable Multi-Asset Fund (FYMIX) has a volatility of 5.52%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than FYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGTSX | FYMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 5.52% | -3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 8.39% | -5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.25% | 13.38% | -9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.94% | 12.72% | -6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.22% | 12.72% | -7.50% |