Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/09/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DIVTX (DFA INTERNATIONAL VALUE PORTFOLIO II DFA INTERNATIONAL VALUE PORTFOLIO II) | NA | 24.39% | 8.26% | 7.91% | 2.76% | 8.57% | 4.03% | 4.11% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIVTX (DFA INTERNATIONAL VALUE PORTFOLIO II DFA INTERNATIONAL VALUE PORTFOLIO II) | 06/20/1996 | 03/09/2018 |
The return data shown below all have the same latest date: 03/09/2018.
AR inception is since 06/20/1996.
AR inception is since 06/20/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24.39 | 8.26 | 7.91 | 2.76 | 8.57 | 4.03 | 4.11 | 2.55 | 26.19 | 8.77 | -6.11 | -6.76 | 23.35 | 16.79 | -16.77 | 10.49 | 34.53 | -48.04 | 4.84 | 27.29 | 10.54 | 25.66 | 47.04 | -10.59 | -21.01 | -8.52 | 12.18 | 11.32 | -6.56 | -0.72 |
| Sharpe Ratio | NA | 2.26 | 0.48 | 0.51 | 0.10 | NA | NA | 0.12 | 0.82 | 2.88 | 0.41 | -0.36 | -0.55 | 1.62 | 0.89 | -0.56 | 0.41 | 0.96 | -1.07 | 0.10 | 1.59 | 0.73 | 1.72 | 3.24 | -0.64 | -1.37 | -0.89 | 0.74 | 0.43 | -0.70 | -0.58 |
| Standard Deviation(%) | NA | 10.47 | 16.39 | 15.28 | 25.20 | NA | NA | 20.55 | 16.34 | 8.92 | 20.78 | 16.87 | 12.35 | 14.36 | 19.05 | 29.80 | 25.56 | 35.70 | 45.44 | 18.98 | 15.15 | 11.49 | 14.41 | 14.29 | 18.33 | 17.32 | 14.10 | 12.07 | 18.75 | 14.35 | 8.41 |
| Draw Down(%) | NA | 9.56 | 30.31 | 31.28 | 64.33 | NA | NA | 68.57 | 9.56 | 3.15 | 16.11 | 20.90 | 15.52 | 9.77 | 19.10 | 29.97 | 20.02 | 33.88 | 60.07 | 13.46 | 17.26 | 7.78 | 11.14 | 14.40 | 28.34 | 26.16 | 13.58 | 9.02 | 25.91 | 18.40 | 5.40 |
| Yield(%) | 0.00 | 28.19 | 12.61 | 10.59 | 5.67 | 9.89 | 4.76 | 4.79 | 17.37 | 8.65 | 8.82 | 5.99 | 6.54 | 8.37 | 11.17 | 7.81 | 8.46 | 0.00 | 29.79 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIVTX (DFA INTERNATIONAL VALUE PORTFOLIO II DFA INTERNATIONAL VALUE PORTFOLIO II) |
-21.26%
Feb 2006 - Feb 2009 |
-11.05%
May 2007 - May 2012 |
-2.07%
Feb 1999 - Feb 2009 |
1.17%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIVTX (DFA INTERNATIONAL VALUE PORTFOLIO II DFA INTERNATIONAL VALUE PORTFOLIO II) |
35.13%
Mar 2003 - Mar 2006 |
25.23%
Oct 2002 - Oct 2007 |
8.55%
Oct 1997 - Oct 2007 |
8.33%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart