Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DCMSX (DFA Commodity Strategy I) | 29.25% | 40.99% | 16.66% | 10.81% | 7.10% | 0.91% | NA | … | … |
Data as of 06/04/2026, Common starting date is 11/10/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DCMSX (DFA Commodity Strategy I) | 11/10/2010 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.17 | 40.99 | 16.66 | 10.81 | 7.10 | 0.91 | NA | … | … | 29.25 | 6.89 | 5.93 | -9.14 | 11.37 | 28.11 | -1.78 | 7.97 | -11.21 | 2.74 | 13.63 | -23.97 | -14.63 | -9.09 | 1.33 | -12.10 | 4.91 |
| Sharpe Ratio | NA | 2.44 | 0.96 | 0.53 | 0.39 | NA | NA | … | … | 3.93 | 0.26 | -0.06 | -1.07 | 0.43 | 1.83 | -0.12 | 0.64 | -1.10 | 0.23 | 0.92 | -1.60 | -1.40 | -0.91 | 0.09 | -0.67 | 1.92 |
| Standard Deviation(%) | NA | 16.34 | 13.80 | 16.28 | 14.49 | NA | NA | … | … | 20.80 | 15.80 | 11.12 | 12.55 | 23.10 | 15.31 | 16.39 | 10.22 | 11.42 | 9.39 | 14.64 | 15.02 | 10.44 | 10.01 | 13.66 | 18.10 | 21.43 |
| Draw Down(%) | NA | 7.21 | 11.10 | 27.92 | 32.51 | NA | NA | … | … | 7.21 | 11.63 | 11.10 | 12.02 | 20.35 | 10.47 | 26.96 | 8.16 | 15.33 | 10.22 | 8.09 | 26.97 | 23.82 | 13.89 | 15.04 | 22.14 | 7.22 |
| Yield(%) | 0.00 | 10.00 | 5.55 | 9.82 | 6.12 | 2.45 | 1.99 | … | … | 0.00 | 11.04 | 2.96 | 2.29 | 7.73 | 39.41 | 0.36 | 1.61 | 1.42 | 3.14 | 1.23 | 0.00 | 1.11 | 0.49 | 0.75 | 0.56 | 0.00 |
Data as of 06/04/2026, Common starting date is 11/10/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DCMSX (DFA Commodity Strategy I) |
-17.15%
Jan 2013 – Jan 2016 |
-13.10%
Feb 2011 – Feb 2016 |
-5.34%
Dec 2010 – Dec 2020 |
-0.60%
Dec 2010 – Dec 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DCMSX (DFA Commodity Strategy I) |
20.22%
May 2019 – May 2022 |
13.60%
Mar 2020 – Mar 2025 |
7.86%
Mar 2016 – Mar 2026 |
0.80%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart