FEVIX vs. DGTSX

Last updated Jun 23, 2026

FEVIX (First Eagle U.S. Value Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, FEVIX returned 10.57%/yr vs 5.23%/yr for DGTSX. Their correlation of 0.86 suggests significant overlap in exposure. FEVIX charges 0.83%/yr vs 0.24%/yr for DGTSX.

Performance

FEVIX vs. DGTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Eagle U.S. Value Fund (FEVIX) and DFA Global Allocation 25/75 Portfolio (DGTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEVIX achieves a 1.55% return, which is significantly lower than DGTSX's 4.30% return. Over the past 10 years, FEVIX has outperformed DGTSX with an annualized return of 10.57%, while DGTSX has yielded a comparatively lower 5.23% annualized return.

FEVIX

• 1D: -0.45%
• 1M: -3.01%
• YTD: 1.55%
• 6M: 0.54%
• 1Y: 16.31%
• 3Y*: 15.05%
• 5Y*: 10.73%
• 10Y*: 10.57%

DGTSX

• 1D: 0.34%
• 1M: 0.76%
• YTD: 4.30%
• 6M: 4.30%
• 1Y: 9.92%
• 3Y*: 8.27%
• 5Y*: 5.39%
• 10Y*: 5.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEVIX vs. DGTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FEVIX First Eagle U.S. Value Fund	1.55%	22.95%	15.94%	14.64%	-5.45%	18.89%	6.80%	19.72%	-5.56%	13.02%
DGTSX DFA Global Allocation 25/75 Portfolio	4.30%	8.39%	7.43%	8.93%	-8.06%	10.20%	7.29%	9.80%	-1.85%	5.83%

Correlation

The correlation between FEVIX and DGTSX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 26, 2003	0.86

The correlation between FEVIX and DGTSX shifts across timeframes, from 0.74 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FEVIX vs. DGTSX — Risk / Return Rank

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

FEVIX

FEVIX Risk / Return Rank: 30
FEVIX Sharpe Ratio Rank: 33
FEVIX Sortino Ratio Rank: 31
FEVIX Omega Ratio Rank: 31
FEVIX Calmar Ratio Rank: 28
FEVIX Martin Ratio Rank: 26

DGTSX

DGTSX Risk / Return Rank: 89
DGTSX Sharpe Ratio Rank: 91
DGTSX Sortino Ratio Rank: 91
DGTSX Omega Ratio Rank: 88
DGTSX Calmar Ratio Rank: 85
DGTSX Martin Ratio Rank: 90

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.

FEVIX vs. DGTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Eagle U.S. Value Fund (FEVIX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.

	FEVIX	DGTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.55	2.79	-1.24
Sortino ratio: Return per unit of downside risk	2.16	4.16	-2.00
Omega ratio: Gain probability vs. loss probability	1.27	1.57	-0.30
Calmar ratio: Return relative to maximum drawdown	1.84	3.79	-1.95
Martin ratio: Return relative to average drawdown	5.66	16.65	-10.99

FEVIX vs. DGTSX - Sharpe Ratio Comparison

The current FEVIX Sharpe Ratio is 1.55, which is lower than the DGTSX Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of FEVIX and DGTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FEVIX vs. DGTSX - Drawdown Comparison

The maximum FEVIX drawdown since its inception was -36.44%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for FEVIX and DGTSX.

Drawdown Indicators

	FEVIX	DGTSX	Difference
Max Drawdown Largest peak-to-trough decline	-36.44%	-16.71%	-19.73%
Max Drawdown (1Y) Largest decline over 1 year	-8.72%	-2.64%	-6.08%
Max Drawdown (3Y) Largest decline over 3 years	-10.47%	-7.46%	-3.01%
Max Drawdown (5Y) Largest decline over 5 years	-19.34%	-11.26%	-8.08%
Max Drawdown (10Y) Largest decline over 10 years	-29.97%	-11.26%	-18.71%
Current Drawdown Current decline from peak	-6.71%	-0.14%	-6.57%
Average Drawdown Average peak-to-trough decline	-4.04%	-1.64%	-2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	0.60%	+2.22%

Volatility

FEVIX vs. DGTSX - Volatility Comparison

First Eagle U.S. Value Fund (FEVIX) has a higher volatility of 3.40% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.42%. This indicates that FEVIX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEVIX	DGTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.40%	1.42%	+1.98%
Volatility (6M) Calculated over the trailing 6-month period	8.32%	2.98%	+5.34%
Volatility (1Y) Calculated over the trailing 1-year period	10.35%	3.59%	+6.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.54%	5.98%	+6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.82%	5.24%	+8.58%

FEVIX vs. DGTSX - Expense Ratio Comparison

FEVIX has a 0.83% expense ratio, which is higher than DGTSX's 0.24% expense ratio.

Dividends

FEVIX vs. DGTSX - Dividend Comparison

FEVIX's dividend yield for the trailing twelve months is around 9.32%, more than DGTSX's 5.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGTSX DFA Global Allocation 25/75 Portfolio	5.70%	5.54%	7.28%	4.75%	2.77%	7.62%	2.12%	2.57%	2.99%	1.25%	1.26%	1.50%
FEVIX First Eagle U.S. Value Fund	9.32%	9.46%	6.79%	6.67%	8.32%	9.28%	1.93%	8.58%	16.27%	9.09%	8.76%	5.07%

Frequently Asked Questions

Can I hold both FEVIX and DGTSX in my portfolio?

FEVIX and DGTSX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FEVIX or DGTSX?

FEVIX has higher volatility (3.40%) compared to DGTSX (1.42%). In terms of maximum drawdown, FEVIX dropped -36.44% vs DGTSX's -16.71%.

Which has better risk-adjusted returns?

DGTSX currently has the higher Sharpe Ratio (2.79 vs 1.55), 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.