DGTSX vs. SPY
Compare and contrast key facts about DFA Global Allocation 25/75 Portfolio (DGTSX) and SPDR S&P 500 ETF (SPY).
DGTSX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 2003. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGTSX or SPY.
Correlation
The correlation between DGTSX and SPY is 0.87, 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.
Performance
DGTSX vs. SPY - Performance Comparison
Key characteristics
DGTSX:
0.76
SPY:
2.05
DGTSX:
0.89
SPY:
2.73
DGTSX:
1.20
SPY:
1.38
DGTSX:
0.71
SPY:
3.07
DGTSX:
2.97
SPY:
13.22
DGTSX:
1.28%
SPY:
1.95%
DGTSX:
5.02%
SPY:
12.57%
DGTSX:
-17.58%
SPY:
-55.19%
DGTSX:
-4.75%
SPY:
-2.69%
Returns By Period
In the year-to-date period, DGTSX achieves a 0.15% return, which is significantly lower than SPY's 0.58% return. Over the past 10 years, DGTSX has underperformed SPY with an annualized return of 2.74%, while SPY has yielded a comparatively higher 13.16% annualized return.
DGTSX
0.15%
-4.62%
-1.22%
3.97%
2.01%
2.74%
SPY
0.58%
-2.18%
5.70%
25.99%
14.36%
13.16%
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DGTSX vs. SPY - Expense Ratio Comparison
DGTSX has a 0.24% expense ratio, which is higher than SPY's 0.09% 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%.
Risk-Adjusted Performance
DGTSX vs. SPY — Risk-Adjusted Performance Rank
DGTSX
SPY
DGTSX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 25/75 Portfolio (DGTSX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
DGTSX vs. SPY - Dividend Comparison
DGTSX's dividend yield for the trailing twelve months is around 3.39%, more than SPY's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 3.39% | 3.39% | 2.78% | 2.06% | 1.32% | 0.86% | 2.07% | 2.55% | 1.72% | 1.50% | 1.49% | 1.82% |
SPY SPDR S&P 500 ETF | 1.20% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DGTSX vs. SPY - Drawdown Comparison
The maximum DGTSX drawdown since its inception was -17.58%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DGTSX and SPY. For additional features, visit the drawdowns tool.
Volatility
DGTSX vs. SPY - Volatility Comparison
The current volatility for DFA Global Allocation 25/75 Portfolio (DGTSX) is 3.95%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.49%. This indicates that DGTSX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.