NSOIX vs. DGTSX
NSOIX (North Star Opportunity Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, NSOIX returned 9.29%/yr vs 5.23%/yr for DGTSX. Their correlation of 0.82 suggests significant overlap in exposure. NSOIX charges 1.30%/yr vs 0.24%/yr for DGTSX.
Performance
NSOIX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, NSOIX achieves a 9.15% return, which is significantly higher than DGTSX's 4.30% return. Over the past 10 years, NSOIX has outperformed DGTSX with an annualized return of 9.29%, while DGTSX has yielded a comparatively lower 5.23% annualized return.
NSOIX
- 1D
- 0.97%
- 1M
- 0.78%
- YTD
- 9.15%
- 6M
- 8.85%
- 1Y
- 27.89%
- 3Y*
- 13.22%
- 5Y*
- 5.33%
- 10Y*
- 9.29%
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%
NSOIX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSOIX North Star Opportunity Fund | 9.15% | 12.60% | 10.84% | 13.65% | -23.08% | 20.83% | 17.57% | 26.61% | -10.18% | 11.91% |
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 NSOIX and DGTSX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2011 | 0.82 |
The correlation between NSOIX and DGTSX has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
NSOIX vs. DGTSX — Risk / Return Rank
NSOIX
DGTSX
NSOIX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Star Opportunity Fund (NSOIX) 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.
| NSOIX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.57 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | 3.79 | +0.05 |
| Martin ratioReturn relative to average drawdown | 14.31 | 16.65 | -2.34 |
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Drawdowns
NSOIX vs. DGTSX - Drawdown Comparison
The maximum NSOIX drawdown since its inception was -33.29%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for NSOIX and DGTSX.
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Drawdown Indicators
| NSOIX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.29% | -16.71% | -16.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.38% | -2.64% | -4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.24% | -7.46% | -10.78% |
Max Drawdown (5Y)Largest decline over 5 years | -27.89% | -11.26% | -16.63% |
Max Drawdown (10Y)Largest decline over 10 years | -33.29% | -11.26% | -22.03% |
Current DrawdownCurrent decline from peak | -0.70% | -0.14% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -1.64% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 0.60% | +1.38% |
Volatility
NSOIX vs. DGTSX - Volatility Comparison
North Star Opportunity Fund (NSOIX) has a higher volatility of 3.66% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.42%. This indicates that NSOIX'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.
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Volatility by Period
| NSOIX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 1.42% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 2.98% | +5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.80% | 3.59% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 5.98% | +8.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 5.24% | +10.38% |
NSOIX vs. DGTSX - Expense Ratio Comparison
NSOIX has a 1.30% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
NSOIX vs. DGTSX - Dividend Comparison
NSOIX's dividend yield for the trailing twelve months is around 5.69%, which matches 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% |
NSOIX North Star Opportunity Fund | 5.69% | 6.13% | 4.08% | 2.66% | 4.68% | 2.38% | 0.52% | 1.36% | 6.81% | 1.62% | 1.03% | 2.53% |
Frequently Asked Questions
NSOIX and DGTSX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NSOIX has higher volatility (3.66%) compared to DGTSX (1.42%). In terms of maximum drawdown, NSOIX dropped -33.29% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.79 vs 2.62), 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.
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