Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFTCX (DFA TA US Core Eq 2 Portfolio) | NA | 47.42% | 15.66% | 15.79% | 13.54% | NA | NA | … | … |
Data as of 06/23/2021, Common starting date is 11/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFTCX (DFA TA US Core Eq 2 Portfolio) | 11/27/2007 | 06/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 47.42 | 15.66 | 15.79 | 13.54 | NA | NA | … | … | 16.80 | 15.80 | 29.54 | -9.43 | 18.82 | 15.76 | -3.07 | 9.55 | 37.55 | 17.93 | -1.96 | 21.05 | 26.53 | -36.64 | 2.20 |
| Sharpe Ratio | NA | 2.86 | 0.58 | 0.74 | 0.69 | NA | NA | … | … | 2.59 | 0.42 | 2.07 | -0.64 | 2.17 | 1.05 | -0.20 | 0.76 | 3.03 | 1.24 | -0.07 | 0.99 | 0.82 | -0.89 | 1.21 |
| Standard Deviation(%) | NA | 16.54 | 24.51 | 20.43 | 19.01 | NA | NA | … | … | 15.00 | 36.65 | 13.61 | 16.90 | 8.43 | 14.79 | 15.35 | 12.56 | 12.36 | 14.53 | 27.40 | 21.19 | 32.19 | 41.86 | 20.59 |
| Draw Down(%) | NA | 8.99 | 37.24 | 37.24 | 37.24 | NA | NA | … | … | 4.41 | 37.24 | 7.83 | 22.32 | 4.01 | 11.63 | 13.32 | 9.14 | 5.12 | 11.82 | 25.10 | 18.32 | 31.31 | 49.25 | 5.19 |
| Yield(%) | 0.00 | 1.52 | 2.36 | 2.64 | 3.32 | 2.33 | 1.75 | … | … | 0.30 | 1.43 | 3.83 | 1.99 | 2.73 | 1.29 | 1.10 | 2.94 | 2.90 | 2.13 | 1.37 | 1.04 | 0.00 | 0.00 | 0.00 |
Data as of 06/23/2021, Common starting date is 11/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTCX (DFA TA US Core Eq 2 Portfolio) |
-0.99%
Dec 2007 – Dec 2010 |
2.33%
Dec 2007 – Dec 2012 |
8.47%
Dec 2007 – Dec 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTCX (DFA TA US Core Eq 2 Portfolio) |
27.77%
Feb 2009 – Feb 2012 |
25.40%
Feb 2009 – Feb 2014 |
16.51%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart