Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DFTVX (DFA Inv Dimensions GrpU.STrgtdVlePtClsR1) | NA | 14.34% | 22.12% | 6.34% | 8.88% | 8.77% | NA | 8.97% |
Data as of 06/16/2023, AR inception is 02/28/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFTVX (DFA Inv Dimensions GrpU.STrgtdVlePtClsR1) | 02/28/2008 | 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 | 14.34 | 22.12 | 6.34 | 8.88 | 8.77 | NA | 8.97 | 3.32 | -4.78 | 28.44 | 3.68 | 21.36 | -15.88 | 9.50 | 26.71 | -5.83 | 2.90 | 42.95 | 19.06 | -6.40 | 29.02 | 31.73 | -31.10 |
| Sharpe Ratio | NA | 0.48 | 0.86 | 0.18 | 0.35 | NA | NA | 0.31 | 0.12 | -0.25 | 1.21 | 0.07 | 1.13 | -0.97 | 0.70 | 1.42 | -0.36 | 0.19 | 2.96 | 1.14 | -0.20 | 1.11 | 0.80 | -0.76 |
| Standard Deviation(%) | NA | 23.12 | 24.35 | 28.79 | 23.19 | NA | NA | 26.87 | 22.11 | 24.97 | 23.51 | 47.85 | 17.60 | 17.69 | 12.81 | 18.60 | 16.49 | 15.12 | 14.49 | 16.79 | 32.75 | 26.18 | 39.48 | 48.22 |
| Draw Down(%) | NA | 16.52 | 18.36 | 50.79 | 50.79 | NA | NA | 58.25 | 16.52 | 18.19 | 15.60 | 48.14 | 13.98 | 27.03 | 8.48 | 13.20 | 15.24 | 14.20 | 6.17 | 13.62 | 31.32 | 23.37 | 37.87 | 51.12 |
| Yield(%) | 0.00 | 5.52 | 7.75 | 4.71 | 6.14 | 9.17 | 7.07 | 9.43 | 0.35 | 4.52 | 10.39 | 1.45 | 4.30 | 4.59 | 5.65 | 5.26 | 5.16 | 5.34 | 8.23 | 7.75 | 1.28 | 1.41 | 1.42 | 0.92 |
Data as of 06/16/2023, AR inception is 02/28/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTVX (DFA Inv Dimensions GrpU.STrgtdVlePtClsR1) |
-12.12%
Mar 2017 - Mar 2020 |
-4.79%
Mar 2015 - Mar 2020 |
4.39%
Mar 2010 - Mar 2020 |
8.03%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTVX (DFA Inv Dimensions GrpU.STrgtdVlePtClsR1) |
32.63%
Feb 2009 - Feb 2012 |
29.34%
Feb 2009 - Feb 2014 |
16.86%
Feb 2009 - Feb 2019 |
8.97%
Mar 2008 - Mar 2023 |
Annualized Rolling Returns Comparison Chart