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DSHGX vs. DFSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSHGX vs. DFSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Selectively Hedged Global Equity Portfolio (DSHGX) and DFA U.S. Small Cap Portfolio (DFSTX). The values are adjusted to include any dividend payments, if applicable.

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DSHGX vs. DFSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSHGX
DFA Selectively Hedged Global Equity Portfolio
-1.84%21.42%15.89%20.19%-12.91%21.69%11.96%25.05%-11.70%20.69%
DFSTX
DFA U.S. Small Cap Portfolio
-0.13%8.07%11.50%17.66%-13.50%30.50%11.19%21.78%-13.20%11.19%

Returns By Period

In the year-to-date period, DSHGX achieves a -1.84% return, which is significantly lower than DFSTX's -0.13% return. Over the past 10 years, DSHGX has outperformed DFSTX with an annualized return of 11.45%, while DFSTX has yielded a comparatively lower 9.69% annualized return.


DSHGX

1D
-0.45%
1M
-8.42%
YTD
-1.84%
6M
1.88%
1Y
20.78%
3Y*
16.11%
5Y*
10.03%
10Y*
11.45%

DFSTX

1D
-0.91%
1M
-7.67%
YTD
-0.13%
6M
1.57%
1Y
17.08%
3Y*
11.14%
5Y*
6.19%
10Y*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSHGX vs. DFSTX - Expense Ratio Comparison

DSHGX has a 0.31% expense ratio, which is higher than DFSTX's 0.27% expense ratio.


Return for Risk

DSHGX vs. DFSTX — Risk / Return Rank

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

DSHGX
DSHGX Risk / Return Rank: 7272
Overall Rank
DSHGX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DSHGX Sortino Ratio Rank: 7676
Sortino Ratio Rank
DSHGX Omega Ratio Rank: 7777
Omega Ratio Rank
DSHGX Calmar Ratio Rank: 5959
Calmar Ratio Rank
DSHGX Martin Ratio Rank: 7070
Martin Ratio Rank

DFSTX
DFSTX Risk / Return Rank: 4040
Overall Rank
DFSTX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DFSTX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DFSTX Omega Ratio Rank: 3737
Omega Ratio Rank
DFSTX Calmar Ratio Rank: 4040
Calmar Ratio Rank
DFSTX Martin Ratio Rank: 4040
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.

DSHGX vs. DFSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Equity Portfolio (DSHGX) and DFA U.S. Small Cap Portfolio (DFSTX). 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.


DSHGXDFSTXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.80

+0.55

Sortino ratio

Return per unit of downside risk

1.92

1.27

+0.65

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratio

Return relative to maximum drawdown

1.40

1.03

+0.37

Martin ratio

Return relative to average drawdown

6.65

4.16

+2.50

DSHGX vs. DFSTX - Sharpe Ratio Comparison

The current DSHGX Sharpe Ratio is 1.35, which is higher than the DFSTX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of DSHGX and DFSTX, 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


DSHGXDFSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.80

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.30

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.44

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.48

+0.21

Correlation

The correlation between DSHGX and DFSTX is 0.88, 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

DSHGX vs. DFSTX - Dividend Comparison

DSHGX's dividend yield for the trailing twelve months is around 3.26%, more than DFSTX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
DSHGX
DFA Selectively Hedged Global Equity Portfolio
3.26%3.20%5.56%6.18%9.61%6.56%2.10%2.50%4.62%1.11%3.07%3.04%
DFSTX
DFA U.S. Small Cap Portfolio
1.09%1.08%1.05%2.45%5.18%6.39%1.08%3.30%5.16%4.56%3.10%5.90%

Drawdowns

DSHGX vs. DFSTX - Drawdown Comparison

The maximum DSHGX drawdown since its inception was -36.15%, smaller than the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DSHGX and DFSTX.


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Drawdown Indicators


DSHGXDFSTXDifference

Max Drawdown

Largest peak-to-trough decline

-36.15%

-60.99%

+24.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-13.92%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.82%

-25.91%

+4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-36.15%

-44.78%

+8.63%

Current Drawdown

Current decline from peak

-8.93%

-9.09%

+0.16%

Average Drawdown

Average peak-to-trough decline

-4.54%

-8.80%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.47%

-0.80%

Volatility

DSHGX vs. DFSTX - Volatility Comparison

The current volatility for DFA Selectively Hedged Global Equity Portfolio (DSHGX) is 4.70%, while DFA U.S. Small Cap Portfolio (DFSTX) has a volatility of 5.43%. This indicates that DSHGX experiences smaller price fluctuations and is considered to be less risky than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSHGXDFSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

5.43%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

12.19%

-3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

21.77%

-6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

20.61%

-6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.03%

22.06%

-6.03%