Initial Posting: 3/24/2015    Last Update: 8/3/2017
Answer: Not really. To get milk with added DHA costs about 50 cents extra per half-gallon based on the local price in our area for Horizon Organic Milk with DHA Omega-3. That product, by the way, claims to provide 32 mg of DHA per cup. This is a fairly small dose of DHA. A typical daily dose of omega-3's from a supplement is approximately 250 mg (and often more). So you'd need to drink an entire half-gallon of this DHA-added milk to get what's often in a single softgel.
In ConsumerLab.com's tests of omega-3 oils from fish, krill, and algae, we found that you could get 250 mg of high-quality omega-3's (DHA and EPA, combined) from fish oil or algal oil for as little as 13 to 18 cents. If you specifically want this amount of DHA from algal oil with very little EPA, you can get this for about 33 cents. So, from a cost perspective, you pay roughly twice as much to get DHA from milk than from a well-priced supplement.
Of course, there is a convenience in getting DHA from your milk and it may be easier to swallow than a supplement and lack a fishy aftertaste. But if you want 250 mg of DHA, it would not be convenient, or advisable, to drink an entire half-gallon of milk to get it. You're better off buying milk without DHA and purchasing a separate supplement which gives you a higher dose of DHA while saving some money.
One other important point to consider in all of this is whether getting extra DHA in your diet is beneficial or not. That depends on what you are hoping to achieve from taking DHA and is a question addressed in great detail in the "What It Does" section of the Fish Oil and Omega-3 Fatty Acid Supplements Review >>