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DRIIX vs. DGEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRIIX vs. DGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and DFA Global Equity Portfolio Institutional Class (DGEIX). The values are adjusted to include any dividend payments, if applicable.

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DRIIX vs. DGEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIIX
Dimensional 2045 Target Date Retirement Income Fund
-3.01%17.17%15.44%19.21%-14.15%20.45%13.36%25.42%-9.17%21.64%
DGEIX
DFA Global Equity Portfolio Institutional Class
-2.92%19.86%15.71%20.35%-14.72%20.31%13.51%26.68%-11.48%21.36%

Returns By Period

The year-to-date returns for both investments are quite close, with DRIIX having a -3.01% return and DGEIX slightly higher at -2.92%. Both investments have delivered pretty close results over the past 10 years, with DRIIX having a 10.63% annualized return and DGEIX not far ahead at 11.09%.


DRIIX

1D
-0.21%
1M
-6.70%
YTD
-3.01%
6M
-0.46%
1Y
14.84%
3Y*
13.88%
5Y*
8.80%
10Y*
10.63%

DGEIX

1D
-0.46%
1M
-8.33%
YTD
-2.92%
6M
0.08%
1Y
18.73%
3Y*
15.30%
5Y*
8.85%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRIIX vs. DGEIX - Expense Ratio Comparison

DRIIX has a 0.22% expense ratio, which is lower than DGEIX's 0.25% 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%.


Return for Risk

DRIIX vs. DGEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRIIX
DRIIX Risk / Return Rank: 6666
Overall Rank
DRIIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DRIIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
DRIIX Omega Ratio Rank: 7171
Omega Ratio Rank
DRIIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
DRIIX Martin Ratio Rank: 6565
Martin Ratio Rank

DGEIX
DGEIX Risk / Return Rank: 6868
Overall Rank
DGEIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DGEIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
DGEIX Omega Ratio Rank: 7070
Omega Ratio Rank
DGEIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
DGEIX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRIIX vs. DGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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.


DRIIXDGEIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.16

+0.05

Sortino ratio

Return per unit of downside risk

1.77

1.69

+0.07

Omega ratio

Gain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratio

Return relative to maximum drawdown

1.28

1.39

-0.11

Martin ratio

Return relative to average drawdown

6.24

6.66

-0.42

DRIIX vs. DGEIX - Sharpe Ratio Comparison

The current DRIIX Sharpe Ratio is 1.21, which is comparable to the DGEIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of DRIIX and DGEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DRIIXDGEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.16

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.57

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.66

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.48

+0.25

Correlation

The correlation between DRIIX and DGEIX is 0.98, 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

DRIIX vs. DGEIX - Dividend Comparison

DRIIX's dividend yield for the trailing twelve months is around 3.03%, less than DGEIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
DRIIX
Dimensional 2045 Target Date Retirement Income Fund
3.03%2.89%3.25%3.43%3.90%3.23%2.92%2.19%2.29%1.23%1.39%0.00%
DGEIX
DFA Global Equity Portfolio Institutional Class
3.13%2.79%3.64%3.82%4.92%1.94%2.37%2.22%2.62%1.50%1.90%1.98%

Drawdowns

DRIIX vs. DGEIX - Drawdown Comparison

The maximum DRIIX drawdown since its inception was -32.56%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DRIIX and DGEIX.


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Drawdown Indicators


DRIIXDGEIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.56%

-59.77%

+27.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-12.05%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-21.77%

-25.20%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-32.56%

-37.00%

+4.44%

Current Drawdown

Current decline from peak

-7.13%

-8.85%

+1.72%

Average Drawdown

Average peak-to-trough decline

-4.04%

-8.05%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.51%

-0.51%

Volatility

DRIIX vs. DGEIX - Volatility Comparison

The current volatility for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) is 3.67%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 4.58%. This indicates that DRIIX experiences smaller price fluctuations and is considered to be less risky than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIIXDGEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

4.58%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.58%

8.84%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

16.42%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.83%

15.61%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.61%

16.84%

-2.23%