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DWUSX vs. KGGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWUSX vs. KGGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA World ex U.S. Targeted Value Portfolio (DWUSX) and Kopernik Global All-Cap Fund Class A (KGGAX). The values are adjusted to include any dividend payments, if applicable.

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DWUSX vs. KGGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DWUSX
DFA World ex U.S. Targeted Value Portfolio
3.40%39.16%5.31%17.40%-11.83%26.30%4.96%17.39%-20.38%30.95%
KGGAX
Kopernik Global All-Cap Fund Class A
7.29%64.46%-4.79%13.08%-9.24%16.59%36.89%9.76%-11.34%8.77%

Returns By Period

In the year-to-date period, DWUSX achieves a 3.40% return, which is significantly lower than KGGAX's 7.29% return. Over the past 10 years, DWUSX has underperformed KGGAX with an annualized return of 10.76%, while KGGAX has yielded a comparatively higher 14.57% annualized return.


DWUSX

1D
2.56%
1M
-7.73%
YTD
3.40%
6M
8.96%
1Y
35.84%
3Y*
18.87%
5Y*
12.39%
10Y*
10.76%

KGGAX

1D
2.57%
1M
-7.09%
YTD
7.29%
6M
14.89%
1Y
54.61%
3Y*
22.34%
5Y*
12.91%
10Y*
14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWUSX vs. KGGAX - Expense Ratio Comparison

DWUSX has a 0.52% expense ratio, which is lower than KGGAX's 1.26% expense ratio.


Return for Risk

DWUSX vs. KGGAX — Risk / Return Rank

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

DWUSX
DWUSX Risk / Return Rank: 9494
Overall Rank
DWUSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DWUSX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DWUSX Omega Ratio Rank: 9595
Omega Ratio Rank
DWUSX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DWUSX Martin Ratio Rank: 9191
Martin Ratio Rank

KGGAX
KGGAX Risk / Return Rank: 9898
Overall Rank
KGGAX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KGGAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
KGGAX Omega Ratio Rank: 9797
Omega Ratio Rank
KGGAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
KGGAX Martin Ratio Rank: 9797
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.

DWUSX vs. KGGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Targeted Value Portfolio (DWUSX) and Kopernik Global All-Cap Fund Class A (KGGAX). 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.


DWUSXKGGAXDifference

Sharpe ratio

Return per unit of total volatility

2.53

3.54

-1.01

Sortino ratio

Return per unit of downside risk

3.12

4.19

-1.07

Omega ratio

Gain probability vs. loss probability

1.51

1.63

-0.13

Calmar ratio

Return relative to maximum drawdown

2.82

5.00

-2.19

Martin ratio

Return relative to average drawdown

10.95

18.23

-7.28

DWUSX vs. KGGAX - Sharpe Ratio Comparison

The current DWUSX Sharpe Ratio is 2.53, which is comparable to the KGGAX Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of DWUSX and KGGAX, 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


DWUSXKGGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

3.54

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.86

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.97

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.61

-0.03

Correlation

The correlation between DWUSX and KGGAX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DWUSX vs. KGGAX - Dividend Comparison

DWUSX's dividend yield for the trailing twelve months is around 2.70%, less than KGGAX's 15.02% yield.


TTM20252024202320222021202020192018201720162015
DWUSX
DFA World ex U.S. Targeted Value Portfolio
2.70%2.64%2.86%2.81%2.91%16.59%1.37%3.22%5.51%3.18%1.94%1.27%
KGGAX
Kopernik Global All-Cap Fund Class A
15.02%16.11%1.04%8.29%13.22%9.00%4.59%2.72%0.00%4.12%3.09%0.40%

Drawdowns

DWUSX vs. KGGAX - Drawdown Comparison

The maximum DWUSX drawdown since its inception was -49.65%, which is greater than KGGAX's maximum drawdown of -45.27%. Use the drawdown chart below to compare losses from any high point for DWUSX and KGGAX.


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Drawdown Indicators


DWUSXKGGAXDifference

Max Drawdown

Largest peak-to-trough decline

-49.65%

-45.27%

-4.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-10.63%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

-26.59%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-49.65%

-31.90%

-17.75%

Current Drawdown

Current decline from peak

-8.95%

-7.14%

-1.81%

Average Drawdown

Average peak-to-trough decline

-8.74%

-9.76%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.92%

+0.13%

Volatility

DWUSX vs. KGGAX - Volatility Comparison

DFA World ex U.S. Targeted Value Portfolio (DWUSX) has a higher volatility of 6.72% compared to Kopernik Global All-Cap Fund Class A (KGGAX) at 6.36%. This indicates that DWUSX's price experiences larger fluctuations and is considered to be riskier than KGGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWUSXKGGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

6.36%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

12.51%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.63%

15.41%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

15.10%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.93%

15.08%

+0.85%