DMO vs. GGSIX
DMO (Dimensional Multi-Asset Fund) and GGSIX (Goldman Sachs Growth Strategy Portfolio) are both Global Allocation funds. Over the past 10 years, DMO returned 3.76%/yr vs 10.95%/yr for GGSIX. Their 0.23 correlation means their historical movements had little consistent relationship. DMO charges 0.04%/yr vs 0.19%/yr for GGSIX.
Performance
DMO vs. GGSIX - Performance Comparison
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Returns By Period
In the year-to-date period, DMO achieves a 1.66% return, which is significantly lower than GGSIX's 9.84% return. Over the past 10 years, DMO has underperformed GGSIX with an annualized return of 3.76%, while GGSIX has yielded a comparatively higher 10.95% annualized return.
DMO
- 1D
- 0.19%
- 1M
- -1.78%
- 6M
- 0.19%
- YTD
- 1.66%
- 1Y
- -0.24%
- 3Y*
- 11.42%
- 5Y*
- 3.64%
- 10Y*
- 3.76%
- ALL TIME*
- 8.28%
GGSIX
- 1D
- 1.05%
- 1M
- 0.59%
- 6M
- 6.83%
- YTD
- 9.84%
- 1Y
- 19.96%
- 3Y*
- 18.32%
- 5Y*
- 9.49%
- 10Y*
- 10.95%
- ALL TIME*
- 7.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $399.37K | $416.73K | $406.81K | |
| $0.00 | $0.00 | $0.00 |
DMO vs. GGSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 1.66% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
GGSIX Goldman Sachs Growth Strategy Portfolio | 9.84% | 19.29% | 19.26% | 17.83% | -16.86% | 17.04% | 14.34% | 24.92% | -10.65% | 21.54% |
Correlation
The correlation between DMO and GGSIX is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2010 | 0.23 |
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Return for Risk
DMO vs. GGSIX — Risk / Return Rank
DMO
GGSIX
DMO vs. GGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Asset Fund (DMO) and Goldman Sachs Growth Strategy Portfolio (GGSIX). 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.
| DMO | GGSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.33 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.51 | -2.53 |
| Martin ratioReturn relative to average drawdown | -0.07 | 10.53 | -10.60 |
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Drawdowns
DMO vs. GGSIX - Drawdown Comparison
The maximum DMO drawdown since its inception was -49.16%, smaller than the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for DMO and GGSIX.
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Drawdown Indicators
| DMO | GGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -52.85% | +3.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -8.71% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -9.04% | -14.78% | +5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -26.74% | -2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | -30.36% | -18.80% |
Current DrawdownCurrent decline from peak | -4.49% | -0.58% | -3.91% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -9.16% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.06% | +1.54% |
Volatility
DMO vs. GGSIX - Volatility Comparison
The current volatility for Dimensional Multi-Asset Fund (DMO) is 1.57%, while Goldman Sachs Growth Strategy Portfolio (GGSIX) has a volatility of 3.68%. This indicates that DMO experiences smaller price fluctuations and is considered to be less risky than GGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMO | GGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 3.68% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 9.98% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 12.01% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 13.59% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 14.31% | +5.61% |
DMO vs. GGSIX - Expense Ratio Comparison
DMO has a 0.04% expense ratio, which is lower than GGSIX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DMO vs. GGSIX - Dividend Comparison
DMO's dividend yield for the trailing twelve months is around 14.22%, more than GGSIX's 10.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.22% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
GGSIX Goldman Sachs Growth Strategy Portfolio | 10.81% | 11.87% | 12.21% | 1.73% | 5.76% | 6.57% | 3.47% | 5.77% | 3.02% | 2.77% | 1.35% | 2.03% |
Frequently Asked Questions
DMO and GGSIX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGSIX has higher volatility (3.68%) compared to DMO (1.57%). In terms of maximum drawdown, DMO dropped -49.16% vs GGSIX's -52.85%.
GGSIX currently has the higher Sharpe Ratio (1.82 vs -0.02), 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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