Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFGPX (Dfa Gb Aln5/75R2) | NA | 6.85% | 3.00% | 3.13% | 3.11% | 3.43% | NA | … | … |
Data as of 06/16/2023, Common starting date is 03/08/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFGPX (Dfa Gb Aln5/75R2) | 03/08/2004 | 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 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.85 | 3.00 | 3.13 | 3.11 | 3.43 | NA | … | … | 3.52 | -6.30 | 5.28 | 7.12 | 9.55 | -2.12 | 6.36 | 4.56 | -0.97 | 2.00 | 5.54 | 6.66 | 1.17 | 7.42 | 12.98 | -9.95 | 4.16 | 7.03 | 2.69 | 2.56 |
| Sharpe Ratio | NA | 0.68 | 0.40 | 0.37 | 0.55 | NA | NA | … | … | 1.20 | -1.14 | 1.50 | 0.85 | 2.84 | -1.01 | 2.90 | 1.20 | -0.28 | 0.73 | 1.69 | 1.89 | 0.18 | 1.46 | 1.65 | -1.19 | 0.24 | 1.17 | 0.14 | 0.58 |
| Standard Deviation(%) | NA | 5.86 | 4.99 | 5.39 | 4.41 | NA | NA | … | … | 3.64 | 6.84 | 3.50 | 8.07 | 2.85 | 3.50 | 1.97 | 3.62 | 3.57 | 2.72 | 3.27 | 3.51 | 6.14 | 5.01 | 7.81 | 9.13 | 4.20 | 3.10 | 3.07 | 3.56 |
| Draw Down(%) | NA | 6.41 | 11.22 | 11.22 | 11.22 | NA | NA | … | … | 2.35 | 11.01 | 1.59 | 10.48 | 1.39 | 4.94 | 0.76 | 2.23 | 3.86 | 2.52 | 3.41 | 2.73 | 5.69 | 3.70 | 8.37 | 14.84 | 2.52 | 2.60 | 1.72 | 3.87 |
| Yield(%) | 0.00 | 2.52 | 2.62 | 2.62 | 2.15 | 2.18 | 2.16 | … | … | 0.02 | 2.32 | 3.32 | 1.97 | 2.49 | 2.65 | 1.89 | 1.91 | 0.92 | 1.60 | 1.26 | 1.54 | 1.76 | 1.48 | 2.19 | 1.33 | 2.33 | 0.76 | 2.69 | 1.83 |
Data as of 06/16/2023, Common starting date is 03/08/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFGPX (Dfa Gb Aln5/75R2) |
-2.27%
Feb 2006 – Feb 2009 |
1.79%
Mar 2015 – Mar 2020 |
2.58%
Sep 2012 – Sep 2022 |
2.70%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFGPX (Dfa Gb Aln5/75R2) |
10.35%
Feb 2009 – Feb 2012 |
8.08%
Feb 2009 – Feb 2014 |
5.23%
Feb 2009 – Feb 2019 |
4.06%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart