Find A Portfolio/Ticker
Comparison Box
DFIVX: DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 20.95 0.06(0.29%) May 01
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (80%) |
Start Date: | 06/07/1994 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 4.52% |
Expenses | 0.52% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/30/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
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(%) | -0.9 | 4.9 | 13.0 | 7.8 | 7.8 | 4.6 | 7.5 | 6.2 | 6.2 | 17.8 | -3.5 | 20.8 | -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 | 1.66 | 0.95 | 0.37 | 0.3 | 0.2 | NA | NA | 0.24 | 0.99 | -0.22 | 1.38 | -0.06 | 1.15 | -1.27 | 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 | 4.2 | 9.3 | 25.3 | 41.7 | 48.1 | NA | NA | 66.6 | 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 | 10.3 | 12.3 | 17.0 | 21.8 | 18.8 | NA | NA | 19.7 | 13.9 | 22.1 | 15.1 | 36.5 | 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 | 0.2 | 0.12 | 0.06 | 0.06 | 0.03 | NA | NA | 0.05 | 0.14 | -0.05 | 0.2 | -0.02 | 0.13 | -0.17 | 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 | 0.05 | 0.02 | 0.03 | 0.01 | 0.0 | NA | NA | 0.0 | 0.01 | 0.03 | 0.04 | -0.04 | -0.02 | -0.01 | -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 | 0.84 | 0.95 | 0.98 | 1.08 | 1.09 | NA | NA | 1.03 | 0.99 | 0.97 | 1.05 | 1.18 | 1.09 | 1.09 | 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 | 0.78 | 0.83 | 0.88 | 0.92 | 0.92 | NA | NA | 0.9 | 0.85 | 0.9 | 0.86 | 0.96 | 0.92 | 0.94 | 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 | 0.2 | 4.6 | 4.7 | 4.3 | 3.6 | 5.3 | 5.1 | N/A | 5.0 | 3.5 | 7.0 | 2.3 | 4.2 | 5.1 | 3.4 | 3.6 | 3.2 | 4.4 | 3.2 | 3.4 | 3.3 | 2.3 | 3.2 | 3.1 | 5.0 | 5.3 | 4.8 | 2.7 | 3.0 | 0.9 | 4.7 | 7.3 | 3.6 | 2.5 | 3.3 | 4.6 | 2.0 | 1.5 |
Dividend Growth(%) | N/A | -95.5 | 29.0 | 30.8 | 14.4 | 5.0 | N/A | N/A | N/A | 32.8 | -43.2 | 181.0 | -36.4 | -37.1 | 81.0 | 1.8 | 1.8 | -34.9 | 59.3 | 3.8 | -16.1 | 55.0 | 0.0 | -45.9 | -36.2 | 18.4 | 25.6 | 116.7 | 33.3 | 200.0 | -84.7 | -40.4 | 125.0 | 63.0 | -27.0 | -27.5 | 155.0 | 33.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Foreign Large Value Asset Class Trend Rankings |
Top Rated Funds in Foreign Large Value
Best Mutual Funds
- SSAIX (SSGA INTERNATIONAL STOCK SELECTION FUND CLASS N) 0.09% (100%)
- VTRIX (VANGUARD INTERNATIONAL VALUE FUND INVESTOR SHARES) 0.02% (99%)
- AAIPX (AMERICAN BEACON INTERNATIONAL EQUITY FUND INVESTOR CLASS) 0.38% (98%)
- ICEUX (MAINSTAY EPOCH INTERNATIONAL CHOICE FUND CLASS I) 0.10% (98%)
- TIVFX (THE TOCQUEVILLE INTERNATIONAL VALUE FUND THE TOCQUEVILLE INTERNATIONAL VALUE FUND) 0.34% (97%)
- MYITX (MAINSTAY INTERNATIONAL OPPORTUNITIES FUND CLASS A) 0.13% (95%)
- MYIIX (Mainstay 130/30 International Fund Class) 0.13% (94%)
- MYINX (MAINSTAY INTERNATIONAL OPPORTUNITIES FUND INVESTOR CLASS) 0.13% (94%)
- GIEAX (GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III) 0.14% (91%)
- GTMIX (GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND CLASS III) 0.13% (90%)
Best ETFs
- EFV (iShares MSCI EAFE Value ETF) 0.13% (99%)
- DWM (WisdomTree International Equity Fund) 0.30% (97%)
- DTH (WisdomTree International High Dividend Fund) 0.18% (96%)
- DOL (WisdomTree International LargeCap Dividend Fund) 0.22% (93%)
- DWX (SPDR® S&P International Dividend ETF) 0.09% (92%)
- IDV (iShares International Select Dividend ETF) 0.04% (92%)
- PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF) 0.16% (91%)
- FNDF (Schwab Fundamental International Large Company Index ETF) 0.17% (2%)