Find A Portfolio/Ticker
Comparison Box
DIVTX: DFA INTERNATIONAL VALUE PORTFOLIO II DFA INTERNATIONAL VALUE PORTFOLIO II (MUTUAL FUND)
Basic Info
| Asset Class: | Foreign Large Value |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 06/20/1996 |
| Last Dividend Date: | 02/23/2018 |
| 12-Mo. Yield | 28.19% |
| Expenses | 0.29% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 08/17/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/20/1996 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 0.0 | 4.0 | 5.1 | 5.5 | 8.4 | 4.0 | 4.0 | 2.6 | 26.2 | 8.8 | -6.1 | -6.8 | 23.4 | 16.8 | -16.8 | 10.5 | 34.5 | -48.0 | 4.8 | 27.3 | 10.5 | 25.7 | 47.0 | -10.6 | -21.0 | -8.5 | 12.2 | 11.3 | -6.6 | -0.7 |
| Sharpe Ratio | NA | 2.26 | 0.48 | 0.51 | 0.1 | NA | NA | 0.12 | 0.82 | 2.88 | 0.41 | -0.36 | -0.55 | 1.62 | 0.89 | -0.56 | 0.41 | 0.96 | -1.07 | 0.1 | 1.59 | 0.73 | 1.72 | 3.24 | -0.64 | -1.37 | -0.89 | 0.74 | 0.43 | -0.7 | -0.58 |
| Draw Down(%) | NA | 9.6 | 30.3 | 31.3 | 64.3 | NA | NA | 68.6 | 9.6 | 3.2 | 16.1 | 20.9 | 15.5 | 9.8 | 19.1 | 30.0 | 20.0 | 33.9 | 60.1 | 13.5 | 17.3 | 7.8 | 11.1 | 14.4 | 28.3 | 26.2 | 13.6 | 9.0 | 25.9 | 18.4 | 5.4 |
| Standard Deviation(%) | NA | 10.5 | 16.4 | 15.3 | 25.2 | NA | NA | 20.6 | 16.3 | 8.9 | 20.8 | 16.9 | 12.3 | 14.4 | 19.1 | 29.8 | 25.6 | 35.7 | 45.4 | 19.0 | 15.2 | 11.5 | 14.4 | 14.3 | 18.3 | 17.3 | 14.1 | 12.1 | 18.7 | 14.4 | 8.4 |
| Treynor Ratio | NA | 0.23 | 0.07 | 0.07 | 0.02 | NA | NA | 0.02 | 0.14 | 0.23 | 0.08 | -0.06 | -0.06 | 0.22 | 0.15 | -0.15 | 0.09 | 0.29 | -0.46 | 0.02 | 0.24 | 0.1 | 0.26 | 0.54 | -0.15 | -0.36 | -0.16 | 0.1 | 0.09 | -0.1 | -0.05 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | -0.01 | 0.02 | -0.02 | 0.02 | 0.0 | 0.0 | 0.0 | -0.02 | 0.0 | 0.01 | -0.02 | -0.03 | -0.03 | 0.0 | -0.02 | 0.02 | 0.03 | 0.0 | -0.06 | -0.01 | -0.02 | -0.02 | -0.01 | -0.04 |
| Beta | NA | 1.02 | 1.08 | 1.07 | 1.1 | NA | NA | 1.01 | 0.96 | 1.13 | 1.12 | 1.04 | 1.05 | 1.07 | 1.11 | 1.1 | 1.11 | 1.2 | 1.05 | 0.96 | 0.98 | 0.86 | 0.96 | 0.86 | 0.8 | 0.65 | 0.78 | 0.87 | 0.88 | 0.97 | 0.95 |
| RSquared | NA | 0.83 | 0.92 | 0.92 | 0.94 | NA | NA | 0.87 | 0.84 | 0.84 | 0.93 | 0.95 | 0.92 | 0.93 | 0.96 | 0.98 | 0.88 | 0.96 | 0.95 | 0.88 | 0.89 | 0.63 | 0.7 | 0.83 | 0.73 | 0.54 | 0.46 | 0.7 | 0.86 | 0.85 | 0.69 |
| Yield(%) | N/A | 28.2 | 12.6 | 10.6 | 5.7 | 9.9 | 4.8 | N/A | 17.4 | 8.7 | 8.8 | 6.0 | 6.5 | 8.4 | 11.2 | 7.8 | 8.5 | 0.0 | 29.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | 238.0 | 46.6 | -66.3 | N/A | N/A | N/A | N/A | 134.5 | 1.0 | 27.7 | -19.2 | -14.0 | -22.6 | 10.6 | -7.6 | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/20/1996
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) (100%)
- VTRIX (VANGUARD INTERNATIONAL VALUE FUND INVESTOR SHARES) (99%)
- AAIPX (AMERICAN BEACON INTERNATIONAL EQUITY FUND INVESTOR CLASS) (98%)
- ICEUX (MAINSTAY EPOCH INTERNATIONAL CHOICE FUND CLASS I) (98%)
- TIVFX (THE TOCQUEVILLE INTERNATIONAL VALUE FUND THE TOCQUEVILLE INTERNATIONAL VALUE FUND) (97%)
- MYITX (MAINSTAY INTERNATIONAL OPPORTUNITIES FUND CLASS A) (95%)
- MYIIX (Mainstay 130/30 International Fund Class) (94%)
- MYINX (MAINSTAY INTERNATIONAL OPPORTUNITIES FUND INVESTOR CLASS) (93%)
- GIEAX (GMO INTERNATIONAL EQUITY ALLOCATION FUND CLASS III) (90%)
- GTMIX (GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND CLASS III) (90%)
Best ETFs
- EFV (iShares MSCI EAFE Value ETF) (99%)
- DWM (WisdomTree International Equity Fund) (96%)
- DTH (WisdomTree International High Dividend Fund) (96%)
- DOL (WisdomTree International LargeCap Dividend Fund) (93%)
- DWX (SPDR S&P International Dividend ETF) (92%)
- IDV (iShares International Select Dividend ETF) (91%)
- PXF (Invesco FTSE RAFI Developed Markets ex-U.S. ETF) (91%)
- FNDF (Schwab Fundamental International Equity ETF) (2%)
Latest Articles Related to DIVTX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
