Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFIPX (DFA Intl Val Ptf Class R2) | NA | 13.19% | 14.58% | 3.25% | 4.54% | 3.22% | NA | … | … |
Data as of 06/16/2023, Common starting date is 06/09/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFIPX (DFA Intl Val Ptf Class R2) | 06/09/2008 | 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 | 13.19 | 14.58 | 3.25 | 4.54 | 3.22 | NA | … | … | 8.19 | -3.60 | 18.36 | -2.33 | 15.36 | -17.73 | 25.79 | 7.97 | -6.51 | -7.26 | 22.83 | 16.26 | -17.09 | 6.05 | 53.46 | -33.74 |
| Sharpe Ratio | NA | 0.53 | 0.73 | 0.09 | 0.21 | NA | NA | … | … | 1.05 | -0.23 | 1.23 | -0.07 | 1.13 | -1.30 | 2.86 | 0.37 | -0.38 | -0.59 | 1.59 | 0.86 | -0.57 | 0.25 | 1.47 | -0.91 |
| Standard Deviation(%) | NA | 19.42 | 18.47 | 21.94 | 18.84 | NA | NA | … | … | 14.64 | 22.08 | 14.85 | 36.45 | 12.32 | 14.77 | 8.82 | 20.76 | 17.00 | 12.30 | 14.34 | 19.02 | 29.89 | 24.26 | 36.36 | 57.57 |
| Draw Down(%) | NA | 15.21 | 25.28 | 43.24 | 48.43 | NA | NA | … | … | 8.76 | 25.28 | 9.35 | 41.76 | 12.71 | 26.38 | 3.23 | 16.03 | 21.04 | 15.66 | 9.80 | 19.16 | 30.17 | 22.39 | 34.03 | 53.80 |
| Yield(%) | 0.00 | 3.83 | 4.39 | 3.47 | 3.49 | 6.73 | 5.39 | … | … | 0.17 | 3.40 | 4.82 | 2.08 | 3.87 | 4.81 | 3.19 | 3.35 | 2.98 | 4.18 | 2.88 | 3.11 | 3.07 | 2.15 | 19.13 | 19.22 |
Data as of 06/16/2023, Common starting date is 06/09/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFIPX (DFA Intl Val Ptf Class R2) |
-8.62%
Oct 2017 – Oct 2020 |
-4.70%
Mar 2015 – Mar 2020 |
-0.65%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFIPX (DFA Intl Val Ptf Class R2) |
26.14%
Feb 2009 – Feb 2012 |
21.05%
Feb 2009 – Feb 2014 |
10.49%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart