Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFEPX (DFA Emerging Markets Value Ptf Cl R2) | NA | 9.80% | 12.71% | 2.96% | 3.62% | -6.55% | NA | … | … |
Data as of 06/16/2023, Common starting date is 01/29/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFEPX (DFA Emerging Markets Value Ptf Cl R2) | 01/29/2008 | 06/16/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.80 | 12.71 | 2.96 | 3.62 | -6.55 | NA | … | … | 8.82 | -9.38 | 14.64 | 2.43 | 9.36 | -12.13 | 33.46 | 19.58 | -18.98 | -4.65 | -4.05 | 19.03 | -25.79 | 21.46 | 42.50 | -81.59 |
| Sharpe Ratio | NA | 0.51 | 0.79 | 0.09 | 0.18 | NA | NA | … | … | 1.59 | -0.64 | 1.05 | 0.08 | 0.66 | -0.89 | 3.52 | 1.07 | -1.10 | -0.39 | -0.29 | 1.14 | -1.01 | 0.98 | 0.96 | -0.77 |
| Standard Deviation(%) | NA | 13.58 | 14.84 | 17.71 | 16.24 | NA | NA | … | … | 10.63 | 16.92 | 13.89 | 27.39 | 12.01 | 15.19 | 9.37 | 18.09 | 17.32 | 12.07 | 13.88 | 16.73 | 25.58 | 21.78 | 44.21 | 110.63 |
| Draw Down(%) | NA | 13.39 | 23.18 | 40.64 | 47.83 | NA | NA | … | … | 8.11 | 23.18 | 8.81 | 40.60 | 14.00 | 23.16 | 4.17 | 12.72 | 29.83 | 18.56 | 17.84 | 20.32 | 34.00 | 17.92 | 28.54 | 84.40 |
| Yield(%) | 0.00 | 4.04 | 5.19 | 3.23 | 2.91 | 1.10 | 1.03 | … | … | 0.25 | 3.58 | 6.24 | 2.19 | 2.41 | 1.86 | 2.99 | 2.53 | 1.95 | 2.27 | 3.31 | 3.74 | 2.55 | 18.80 | 20.00 | 8.05 |
Data as of 06/16/2023, Common starting date is 01/29/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFEPX (DFA Emerging Markets Value Ptf Cl R2) |
-33.78%
Feb 2008 – Feb 2011 |
-24.28%
May 2008 – May 2013 |
-11.41%
May 2008 – May 2018 |
-7.28%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFEPX (DFA Emerging Markets Value Ptf Cl R2) |
23.05%
Feb 2009 – Feb 2012 |
11.77%
Feb 2016 – Feb 2021 |
7.35%
Feb 2009 – Feb 2019 |
-6.77%
Mar 2008 – Mar 2023 |
Annualized Rolling Returns Comparison Chart