DSHGX vs. SSGLX
Compare and contrast key facts about DFA Selectively Hedged Global Equity Portfolio (DSHGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
DSHGX is managed by Dimensional. It was launched on Nov 13, 2011. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
DSHGX vs. SSGLX - Performance Comparison
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DSHGX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, DSHGX achieves a -1.84% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, DSHGX has outperformed SSGLX with an annualized return of 11.45%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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DSHGX vs. SSGLX - Expense Ratio Comparison
DSHGX has a 0.31% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
DSHGX vs. SSGLX — Risk / Return Rank
DSHGX
SSGLX
DSHGX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Equity Portfolio (DSHGX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| DSHGX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.56 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.92 | 2.12 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.00 | -0.59 |
Martin ratioReturn relative to average drawdown | 6.65 | 7.90 | -1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSHGX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.56 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.48 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.53 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.37 | +0.33 |
Correlation
The correlation between DSHGX and SSGLX is 0.82, 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. SSGLX - Dividend Comparison
DSHGX's dividend yield for the trailing twelve months is around 3.26%, less than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
DSHGX vs. SSGLX - Drawdown Comparison
The maximum DSHGX drawdown since its inception was -36.15%, roughly equal to the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for DSHGX and SSGLX.
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Drawdown Indicators
| DSHGX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.15% | -35.88% | -0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -11.22% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -21.82% | -30.08% | +8.26% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -35.88% | -0.27% |
Current DrawdownCurrent decline from peak | -8.93% | -10.87% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -8.32% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.84% | -0.17% |
Volatility
DSHGX vs. SSGLX - Volatility Comparison
The current volatility for DFA Selectively Hedged Global Equity Portfolio (DSHGX) is 4.70%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that DSHGX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSHGX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 6.44% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 10.02% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 15.49% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 14.49% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 16.15% | -0.12% |