Global Allocation 60/40 Portfolio
Data updated: 2026-09-24
C000002769 — Global Allocation 60/40 Portfolio. United States Multi-Cap / All-Cap Blend / Core Equity. Holdings, fees, performance and SEC filings.
C000002769 Fund Overview
Global Allocation 60/40 Portfolio is a US mutual fund managed by Dimensional Investment Group INC, categorised as United States Multi-Cap / All-Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Dimensional Investment Group INC
- Category: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $3.70B
- 1-year return: 7.4%
- SEC CIK: 0000861929
- SEC series ID: S000001017
- Share class ID: C000002769
C000002769 Investment Objective and Strategy
Global Allocation 60/40 Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Dimensional Investment Group INC.
Investment objective
The investment objective of the Global Allocation 60/40 Portfolio (the “60/40 Portfolio”) is to seek total return consisting of capital appreciation and current income.
Principal investment strategy
To achieve its investment objective, the 60/40 Portfolio under normal market circumstances, allocates its assets to Underlying Funds that invest in equity and fixed income securities. Generally, the 60/40 Portfolio invests its assets in domestic and international equity Underlying Funds and fixed income Underlying Funds to achieve an allocation of approximately 40% to 80% (with a target allocation of approximately 60%) of the 60/40 Portfolios assets to domestic and international equity Underlying Funds and 20% to 60% (with a target allocation of approximately 40%) of its assets to fixed income Underlying Funds. Periodically the Advisor will review the allocations for the 60/40 Portfolio in each Underlying Fund and may adjust allocations to the Underlying Funds or may add or remove Underlying Funds in the Portfolio without notice to shareholders.
In addition to its allocation strategy of providing exposure to the domestic and international equity and fixed income markets through investment in the Underlying Funds, the 60/40 Portfolio further diversifies its investment portfolio by allocating its assets among Underlying Funds that represent a variety of different asset classes. As of February 28, 2018, the 60/40 Portfolio invests in: (1) domestic equity Underlying Funds that purchase a broad and diverse portfolio of securities of U.S. operating companies of all market capitalization sizes with an emphasis on small and value companies and a domestic equity Underlying Fund that primarily invests in publicly traded REITs; (2) international equity Underlying Funds that purchase a broad and diverse portfolio of securities of companies in developed and emerging markets of all market capitalization sizes with an emphasis on small and value companies; and (3) fixed income Underlying Funds that may purchase U.S.
and foreign debt securities such as obligations issued or guaranteed by the U.S. and foreign governments, their agencies and instrumentalities, bank obligations, commercial paper, repurchase agreements, obligations of other domestic and foreign issuers having investment grade ratings, obligations of supranational organizations and inflation-protected securities. The Underlying Funds in which the 60/40 Portfolio invests as of February 28, 2018 are described in the Portfolios Prospectus in the section entitled ADDITIONAL INFORMATION ON INVESTMENT OBJECTIVES AND POLICIESALLOCATION PORTFOLIOSInvestments in Underlying Funds. The 60/40 Portfolio and each Underlying Fund may purchase or sell futures contracts and options on futures contracts, to adjust market exposure based on actual or expected cash inflows to or outflows from the Portfolio or Underlying Fund.
The 60/40 Portfolio and the Underlying Funds do not intend to sell futures contracts to establish short positions in individual securities or to use derivatives for purposes of speculation or leveraging investment returns. Certain fixed income Underlying Funds use foreign currency forward contracts to hedge foreign currency risks, hedge against fluctuations in currency exchange rates or to transfer balances from one currency to another. In regard to currency hedging, it is generally not possible to precisely match the foreign currency exposure of such foreign currency forward contracts to the value of the securities involved due to fluctuations in the market values of such securities and cash flows into and out of the Portfolio between the date a foreign currency forward contract is entered into and the date it expires.
Certain fixed income Underlying Funds also may enter into credit default swaps on issuers or indices to buy or sell credit protection to hedge credit exposure; gain market or issuer exposure without owning the underlying securities; or increase the Underlying Funds total return. Certain fixed income Underlying Funds also may purchase or sell futures contracts and options on futures contracts, to hedge interest rate or currency exposure or for non-hedging purposes, such as a substitute for direct investment. The 60/40 Portfolio and Underlying Funds may lend their portfolio securities to generate additional income.
C000002769 Holdings
Top 10 holdings of Global Allocation 60/40 Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| DFA US Core Equity 2 Portfolio | 32.48% |
| DFA Selectively Hedged Global Fixed Income Portfolio | 14.70% |
| International Core Equity 2 Portfolio | 11.03% |
| DFA US Core Equity 1 Portfolio | 10.94% |
| DFA Short-Term Extended Quality Portfolio | 9.67% |
| Emerging Markets Core Equity 2 Portfolio | 5.43% |
| DFA Five-Year Global Fixed Income Portfolio | 4.86% |
| DFA Global Core Plus Fixed Income Portfolio | 4.85% |
| DFA Inflation Protected Securities Portfolio | 2.42% |
| DFA International Government Fixed Income Portfolio | 2.41% |
C000002769 Portfolio Allocation
Asset-class allocation of Global Allocation 60/40 Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 100.0% |
C000002769 Performance
Total returns for C000002769 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 7.4% |
| 3 years (annualised) | 6.6% |
C000002769 Risk Information
Risk metrics for C000002769, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 13.8%
C000002769 Costs and Fees
C000002769 costs about $49 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.49%
- Gross expense ratio: 0.66%
- Portfolio turnover: 4%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
C000002769 Cashflows
Over the 12 months to 2026-04, Global Allocation 60/40 Portfolio had net outflows of $159.17M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$26.30M |
| 2026-03 | −$23.50M |
| 2026-02 | −$16.84M |
| 2026-01 | −$35.97M |
| 2025-12 | $192.58M |
| 2025-11 | −$37.12M |
C000002769 Debt Constituents
No individual debt constituents are reported in Global Allocation 60/40 Portfolio's latest SEC N-PORT filing.
C000002769 Prospectus and SEC Filings
Official Global Allocation 60/40 Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-02-27
- Prospectus supplement (497) — filed 2025-03-03
- Prospectus supplement (497) — filed 2024-02-29
- Portfolio holdings (N-PORT) — filed 2026-09-24
- Portfolio holdings (N-PORT) — filed 2026-06-24
- Portfolio holdings (N-PORT) — filed 2026-03-27
- Annual census (N-CEN) — filed 2026-01-12
- Annual census (N-CEN) — filed 2025-01-10
Related Funds
Other United States Multi-Cap / All-Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.