DGTSX vs. HDOGX
DGTSX (DFA Global Allocation 25/75 Portfolio) and HDOGX (Hennessy Total Return Fund) are both Diversified Portfolio funds. Over the past 10 years, DGTSX returned 5.07%/yr vs 6.74%/yr for HDOGX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. DGTSX charges 0.24%/yr vs 1.77%/yr for HDOGX.
Performance
DGTSX vs. HDOGX - Performance Comparison
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Returns By Period
In the year-to-date period, DGTSX achieves a 4.21% return, which is significantly lower than HDOGX's 8.31% return. Over the past 10 years, DGTSX has underperformed HDOGX with an annualized return of 5.07%, while HDOGX has yielded a comparatively higher 6.74% annualized return.
DGTSX
- 1D
- 0.42%
- 1M
- -0.07%
- 6M
- 2.97%
- YTD
- 4.21%
- 1Y
- 8.21%
- 3Y*
- 7.71%
- 5Y*
- 5.06%
- 10Y*
- 5.07%
- ALL TIME*
- 4.71%
HDOGX
- 1D
- -0.64%
- 1M
- 0.97%
- 6M
- 5.34%
- YTD
- 8.31%
- 1Y
- 16.26%
- 3Y*
- 10.22%
- 5Y*
- 8.44%
- 10Y*
- 6.74%
- ALL TIME*
- 5.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DGTSX vs. HDOGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 4.21% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
HDOGX Hennessy Total Return Fund | 8.31% | 14.31% | 2.89% | 8.07% | 6.68% | 11.80% | -4.79% | 12.56% | 0.08% | 11.15% |
Correlation
The correlation between DGTSX and HDOGX is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2003 | 0.72 |
Over the past year, the correlation between DGTSX and HDOGX has dropped to 0.22 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
DGTSX vs. HDOGX — Risk / Return Rank
DGTSX
HDOGX
DGTSX vs. HDOGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and Hennessy Total Return Fund (HDOGX). 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.
| DGTSX | HDOGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.33 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 2.71 | +0.30 |
| Martin ratioReturn relative to average drawdown | 13.04 | 5.99 | +7.05 |
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Drawdowns
DGTSX vs. HDOGX - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -16.71%, smaller than the maximum HDOGX drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for DGTSX and HDOGX.
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Drawdown Indicators
| DGTSX | HDOGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.71% | -53.25% | +36.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.64% | -5.67% | +3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -7.46% | -7.97% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -11.26% | -14.84% | +3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -11.26% | -25.37% | +14.11% |
Current DrawdownCurrent decline from peak | -0.28% | -1.21% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -6.80% | +5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 2.57% | -1.96% |
Volatility
DGTSX vs. HDOGX - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 0.91%, while Hennessy Total Return Fund (HDOGX) has a volatility of 3.75%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than HDOGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGTSX | HDOGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 3.75% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 6.73% | -3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.65% | 8.52% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.98% | 10.17% | -4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.23% | 11.73% | -6.50% |
DGTSX vs. HDOGX - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is lower than HDOGX's 1.77% expense ratio.
Dividends
DGTSX vs. HDOGX - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 5.81%, more than HDOGX's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.81% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
HDOGX Hennessy Total Return Fund | 2.01% | 2.17% | 3.80% | 7.55% | 11.88% | 1.35% | 8.29% | 1.72% | 4.91% | 12.76% | 1.17% | 11.07% |
Frequently Asked Questions
DGTSX and HDOGX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HDOGX has higher volatility (3.75%) compared to DGTSX (0.91%). In terms of maximum drawdown, DGTSX dropped -16.71% vs HDOGX's -53.25%.
DGTSX currently has the higher Sharpe Ratio (2.19 vs 1.81), 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.
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