DFIVX: DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 24.28 0.24(0.98%) May 28
| Asset Class: | Foreign Large Value |
| MyPlanIQ Rating: | (79%) |
| Start Date: | 06/07/1994 |
| Last Dividend Date: | 12/13/2024 |
| 12-Mo. Yield | 3.56% |
| Expenses | 0.52% |
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Performance Analytics (As of 05/23/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/07/1994 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.3 | 17.9 | 15.2 | 13.0 | 18.4 | 6.0 | 7.2 | 6.0 | 6.7 | 6.9 | 17.8 | -3.5 | 18.5 | -2.1 | 15.7 | -17.5 | 26.1 | 8.4 | -6.3 | -7.0 | 23.1 | 16.6 | -16.8 | 10.6 | 39.5 | -46.3 | 10.2 | 33.3 | 16.0 | 28.8 | 49.9 | -9.4 | -15.3 | -0.2 | 16.3 | 14.8 | -3.1 | 7.8 | 11.4 | 0.5 |
| Sharpe Ratio | NA | 2.39 | 0.6 | 0.51 | 0.89 | 0.24 | NA | NA | 0.25 | 0.02 | 0.99 | -0.22 | 1.24 | -0.07 | 1.15 | -1.28 | 2.9 | 0.4 | -0.37 | -0.57 | 1.61 | 0.88 | -0.57 | 0.43 | 1.1 | -1.04 | 0.39 | 2.07 | 1.29 | 1.92 | 3.49 | -0.57 | -1.09 | -0.38 | 1.15 | 0.62 | -0.49 | 0.59 | 0.66 | -0.28 |
| Draw Down(%) | NA | 14.6 | 14.6 | 21.1 | 25.3 | 48.1 | NA | NA | 66.6 | 8.4 | 9.3 | 25.3 | 9.3 | 41.7 | 12.6 | 26.2 | 3.2 | 16.0 | 20.9 | 15.6 | 9.7 | 19.1 | 30.0 | 20.3 | 34.0 | 58.7 | 12.9 | 16.0 | 7.8 | 11.2 | 14.3 | 29.1 | 26.1 | 11.0 | 9.1 | 25.9 | 15.5 | 5.1 | 6.3 | 8.7 |
| Standard Deviation(%) | NA | 20.7 | 16.7 | 16.7 | 17.7 | 18.4 | NA | NA | 19.4 | 12.5 | 13.9 | 22.1 | 14.8 | 32.8 | 12.4 | 14.8 | 8.8 | 20.7 | 17.0 | 12.3 | 14.3 | 19.0 | 29.9 | 24.1 | 35.7 | 45.3 | 18.5 | 14.5 | 10.7 | 14.5 | 14.1 | 18.4 | 16.3 | 11.3 | 11.3 | 18.6 | 13.6 | 7.2 | 11.4 | 8.5 |
| Treynor Ratio | NA | 0.52 | 0.12 | 0.09 | 0.16 | 0.05 | NA | NA | 0.05 | 0.0 | 0.14 | -0.05 | 0.18 | -0.03 | 0.13 | -0.18 | 0.23 | 0.07 | -0.06 | -0.07 | 0.22 | 0.15 | -0.15 | 0.09 | 0.33 | -0.45 | 0.08 | 0.32 | 0.16 | 0.29 | 0.57 | -0.13 | -0.27 | -0.05 | 0.15 | 0.13 | -0.07 | 0.05 | 0.07 | -0.03 |
| Alpha | NA | 0.06 | 0.05 | 0.02 | 0.03 | 0.01 | NA | NA | 0.01 | 0.03 | 0.01 | 0.03 | 0.04 | -0.03 | -0.02 | 0.0 | -0.02 | 0.01 | 0.0 | 0.0 | 0.0 | -0.02 | 0.0 | 0.01 | 0.0 | -0.02 | -0.01 | 0.02 | 0.0 | 0.03 | 0.04 | 0.01 | -0.03 | 0.02 | -0.01 | -0.01 | 0.0 | -0.01 | 0.01 | 0.0 |
| Beta | NA | 0.96 | 0.84 | 0.94 | 0.97 | 0.94 | NA | NA | 0.99 | 0.74 | 0.99 | 0.97 | 1.02 | 0.8 | 1.09 | 1.03 | 1.13 | 1.11 | 1.05 | 1.05 | 1.07 | 1.11 | 1.1 | 1.11 | 1.2 | 1.05 | 0.95 | 0.95 | 0.85 | 0.98 | 0.86 | 0.8 | 0.67 | 0.81 | 0.87 | 0.88 | 0.93 | 0.94 | 1.01 | 0.89 |
| RSquared | NA | 0.92 | 0.82 | 0.85 | 0.87 | 0.77 | NA | NA | 0.86 | 0.73 | 0.85 | 0.9 | 0.87 | 0.54 | 0.92 | 0.89 | 0.86 | 0.94 | 0.96 | 0.93 | 0.94 | 0.96 | 0.98 | 0.98 | 0.97 | 0.95 | 0.91 | 0.9 | 0.71 | 0.72 | 0.85 | 0.74 | 0.65 | 0.75 | 0.8 | 0.89 | 0.88 | 0.78 | 0.72 | 0.62 |
| Yield(%) | N/A | 0.0 | 3.5 | 4.0 | 5.3 | 3.6 | 4.4 | 4.4 | N/A | 4.1 | 4.9 | 3.5 | 4.8 | 2.3 | 4.1 | 5.1 | 3.4 | 3.6 | 3.1 | 4.4 | 3.2 | 3.4 | 3.3 | 2.3 | 3.1 | 3.1 | 5.0 | 5.3 | 4.8 | 2.8 | 3.0 | 1.0 | 4.8 | 7.4 | 3.6 | 2.5 | 3.3 | 4.5 | 2.0 | 1.3 |
| Dividend Growth(%) | N/A | -100.0 | -12.6 | 25.5 | 5.5 | 0.5 | 21.4 | N/A | N/A | -7.8 | 31.1 | -17.9 | 99.8 | -37.5 | -37.6 | 80.0 | 3.5 | 2.0 | -35.9 | 60.4 | 3.9 | -15.5 | 54.4 | 0.0 | -46.7 | -35.8 | 19.4 | 25.4 | 112.3 | 36.2 | 182.1 | -84.1 | -40.6 | 127.7 | 62.7 | -27.0 | -26.4 | 154.5 | 46.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/07/1994
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