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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
DFEPX (DFA Emerging Markets Value Ptf Cl R2) NA 9.80% 12.71% 2.96% 3.62% -6.55% NA -6.41%
Data as of 06/16/2023, AR inception 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 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 -6.41 8.82 -9.38 8.42 2.43 6.82 -13.96 30.23 16.99 -20.90 -6.77 -7.47 14.95 -28.23 -2.00 22.38 -83.90
Sharpe Ratio NA 0.48 0.78 0.09 0.18 NA NA -0.20 1.47 -0.64 0.61 0.08 -1.35 -2.34 1.17 -0.95 -2.29 -2.06 -1.83 -0.21 -1.81 -0.83 0.08 -0.92
Standard Deviation(%) NA 13.58 14.84 17.71 16.24 NA NA 33.75 10.63 16.92 13.86 27.39 12.17 15.18 9.47 18.03 17.21 12.28 14.20 16.99 25.80 24.71 48.04 115.88
Draw Down(%) NA 13.39 23.18 40.64 47.83 NA NA 87.13 8.11 23.18 10.75 40.60 14.06 23.90 5.23 12.72 30.48 20.28 18.49 20.32 34.71 24.07 31.89 86.27
Yield(%) 0.00 4.04 5.19 3.23 2.91 1.10 1.03 1.37 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, AR inception 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