Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DGERX (DFA Global Eq Portfolio Cl R) | NA | 19.74% | 13.79% | 7.61% | 8.96% | 7.21% | NA | 7.33% |
Data as of 06/16/2023, AR inception is 03/08/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DGERX (DFA Global Eq Portfolio Cl R) | 03/08/2004 | 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 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 19.74 | 13.79 | 7.61 | 8.96 | 7.21 | NA | 7.33 | 8.50 | -11.46 | 18.17 | 13.24 | 25.28 | -11.74 | 21.88 | 12.63 | -2.99 | 4.38 | 28.81 | 18.01 | -7.70 | 19.02 | 31.97 | -41.13 | 0.95 | 18.09 | 7.05 | 12.70 |
| Sharpe Ratio | NA | 0.89 | 0.73 | 0.30 | 0.48 | NA | NA | 0.32 | 1.09 | -0.58 | 1.37 | 0.38 | 1.95 | -0.86 | 2.92 | 0.85 | -0.21 | 0.39 | 2.44 | 1.23 | -0.29 | 0.93 | 1.04 | -1.04 | -0.13 | 1.25 | 0.45 | 1.24 |
| Standard Deviation(%) | NA | 18.38 | 17.26 | 21.02 | 17.26 | NA | NA | 19.82 | 13.69 | 22.13 | 13.28 | 34.34 | 12.22 | 15.18 | 7.30 | 14.56 | 14.61 | 11.22 | 11.77 | 14.69 | 26.43 | 20.34 | 30.51 | 40.14 | 16.50 | 11.85 | 10.88 | 11.82 |
| Draw Down(%) | NA | 15.92 | 23.64 | 37.02 | 37.02 | NA | NA | 61.59 | 8.45 | 23.64 | 7.36 | 37.02 | 7.21 | 21.59 | 2.44 | 11.68 | 14.19 | 10.14 | 7.36 | 13.29 | 25.90 | 16.33 | 29.81 | 52.85 | 11.74 | 11.92 | 7.56 | 8.92 |
| Yield(%) | 0.00 | 4.81 | 4.61 | 3.28 | 3.46 | 2.99 | 3.12 | 3.28 | 0.24 | 3.74 | 4.79 | 2.33 | 1.40 | 1.97 | 2.32 | 2.03 | 1.69 | 1.68 | 1.82 | 2.00 | 1.60 | 1.60 | 0.00 | 0.00 | 0.00 | 0.45 | 1.58 | 1.41 |
Data as of 06/16/2023, AR inception is 03/08/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGERX (DFA Global Eq Portfolio Cl R) |
-19.12%
Feb 2006 - Feb 2009 |
-4.52%
May 2007 - May 2012 |
3.37%
Feb 2006 - Feb 2016 |
4.39%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGERX (DFA Global Eq Portfolio Cl R) |
26.62%
Feb 2009 - Feb 2012 |
22.83%
Feb 2009 - Feb 2014 |
14.30%
Feb 2009 - Feb 2019 |
7.51%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart