Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DWFIX (DFA World ex US Gvrnmnt Fxd Incm Prt Ins) | 2.58% | 5.20% | 3.60% | -2.27% | 1.44% | NA | NA | 2.22% |
Data as of 06/18/2025, AR inception is 02/15/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DWFIX (DFA World ex US Gvrnmnt Fxd Incm Prt Ins) | 02/15/2012 | 06/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.35 | 5.20 | 3.60 | -2.27 | 1.44 | NA | NA | 2.22 | 2.58 | 1.59 | 9.97 | -18.94 | -5.54 | 5.47 | 8.52 | 3.28 | 3.18 | 5.53 | 0.85 | 12.28 | -2.16 | 6.27 |
| Sharpe Ratio | NA | 0.50 | -0.04 | -0.68 | 0.00 | NA | NA | 0.22 | 0.44 | -0.99 | 0.74 | -2.30 | -1.30 | 1.04 | 1.70 | 0.65 | 0.76 | 1.19 | 0.16 | 4.01 | -0.59 | 2.47 |
| Standard Deviation(%) | NA | 4.60 | 7.11 | 6.34 | 5.41 | NA | NA | 5.00 | 5.01 | 5.04 | 7.74 | 8.85 | 4.29 | 5.00 | 4.18 | 3.04 | 3.38 | 4.46 | 4.98 | 3.06 | 3.73 | 2.91 |
| Draw Down(%) | NA | 3.50 | 13.06 | 26.09 | 26.09 | NA | NA | 26.09 | 2.46 | 3.04 | 4.91 | 21.04 | 5.78 | 6.34 | 3.72 | 2.24 | 2.34 | 4.99 | 5.60 | 1.40 | 5.73 | 1.51 |
| Yield(%) | 0.00 | 3.49 | 2.69 | 1.61 | 3.01 | 2.94 | 2.21 | 3.40 | 0.43 | 3.04 | 4.64 | 0.00 | 0.83 | 0.89 | 4.46 | 7.47 | 0.17 | 2.83 | 6.91 | 9.01 | 1.79 | 2.99 |
Data as of 06/18/2025, AR inception is 02/15/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWFIX (DFA World ex US Gvrnmnt Fxd Incm Prt Ins) |
-8.26%
Oct 2020 - Oct 2023 |
-2.73%
Aug 2019 - Aug 2024 |
0.77%
Mar 2015 - Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWFIX (DFA World ex US Gvrnmnt Fxd Incm Prt Ins) |
7.44%
Aug 2013 - Aug 2016 |
5.64%
Aug 2014 - Aug 2019 |
2.87%
Mar 2012 - Mar 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart