Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA 100/0 Original, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Dec 7, 2022, corresponding to the inception date of DFGR
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.08% | -1.83% | -3.34% | -1.46% | 30.71% | 17.25% | 10.06% | 12.45% |
Portfolio DFA 100/0 Original | -0.08% | -0.63% | 1.87% | 4.93% | 37.69% | 16.86% | — | — |
| Portfolio components: | ||||||||
DFAC Dimensional U.S. Core Equity 2 ETF | -0.08% | -0.86% | -0.36% | 2.30% | 33.95% | 17.30% | — | — |
DUHP DFA Dimensional US High Profitability ETF | -0.57% | -3.25% | -2.69% | -2.19% | 24.80% | 15.47% | — | — |
DFSV Dimensional US Small Cap Value ETF | 0.03% | 2.00% | 8.18% | 11.87% | 44.99% | 15.26% | — | — |
DFIC DFA Dimensional International Core Equity 2 ETF | -0.03% | 0.04% | 4.94% | 10.52% | 48.65% | 17.61% | — | — |
DIHP Dimensional International High Profitability ETF | -0.17% | -1.03% | 3.39% | 6.87% | 36.94% | 13.06% | — | — |
DISV Dimensional International Small Cap Value ETF | -0.08% | -0.80% | 5.15% | 12.41% | 58.66% | 22.25% | — | — |
DFEM Dimensional Emerging Markets Core Equity 2 ETF | 0.23% | 0.19% | 5.46% | 8.41% | 49.90% | 16.77% | — | — |
DEHP Dimensional Emerging Markets High Profitability ETF | 0.62% | 0.35% | 6.29% | 10.65% | 54.49% | 16.04% | — | — |
DFEV Dimensional Emerging Markets Value ETF | 0.17% | 0.17% | 6.79% | 13.32% | 52.43% | 19.25% | — | — |
DFGR Dimensional Global Real Estate ETF | 0.15% | -2.48% | 3.04% | 2.85% | 18.35% | 7.03% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Dec 8, 2022, DFA 100/0 Original's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, your investment would double in approximately 4.6 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +8.5%, while the worst month was Mar 2026 at -5.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFA 100/0 Original closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.01% | 2.66% | -5.70% | 1.17% | 1.87% | ||||||||
| 2025 | 2.98% | -0.86% | -3.62% | -1.23% | 5.72% | 4.64% | 1.24% | 3.88% | 2.18% | 0.79% | 1.44% | 1.10% | 19.42% |
| 2024 | -0.71% | 3.99% | 4.00% | -4.15% | 4.55% | 0.46% | 3.83% | 1.32% | 1.70% | -2.03% | 5.43% | -4.72% | 13.82% |
| 2023 | 7.74% | -2.60% | 0.17% | 0.57% | -2.49% | 7.07% | 4.39% | -2.71% | -4.22% | -3.41% | 8.50% | 6.66% | 20.03% |
| 2022 | -1.50% | -1.50% |
Benchmark Metrics
DFA 100/0 Original has an annualized alpha of 0.72%, beta of 0.90, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since December 08, 2022.
- This portfolio participated in 94.27% of S&P 500 Index downside but only 93.07% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.90 and R² of 0.88, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.72%
- Beta
- 0.90
- R²
- 0.88
- Upside Capture
- 93.07%
- Downside Capture
- 94.27%
Expense Ratio
DFA 100/0 Original has an expense ratio of 0.24%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
DFA 100/0 Original ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.44 | 1.87 | +0.57 |
Sortino ratioReturn per unit of downside risk | 3.79 | 3.01 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.41 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.26 | 2.49 | +0.77 |
Martin ratioReturn relative to average drawdown | 13.67 | 11.08 | +2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
DFAC Dimensional U.S. Core Equity 2 ETF | 80 | 2.05 | 3.24 | 1.43 | 3.07 | 13.01 |
DUHP DFA Dimensional US High Profitability ETF | 57 | 1.61 | 2.62 | 1.33 | 1.85 | 8.04 |
DFSV Dimensional US Small Cap Value ETF | 79 | 2.08 | 3.10 | 1.40 | 3.99 | 12.29 |
DFIC DFA Dimensional International Core Equity 2 ETF | 91 | 3.34 | 4.80 | 1.66 | 3.23 | 13.64 |
DIHP Dimensional International High Profitability ETF | 75 | 2.53 | 3.73 | 1.49 | 2.33 | 9.55 |
DISV Dimensional International Small Cap Value ETF | 93 | 3.86 | 5.46 | 1.74 | 3.49 | 14.71 |
DFEM Dimensional Emerging Markets Core Equity 2 ETF | 85 | 2.84 | 3.78 | 1.54 | 2.99 | 11.95 |
DEHP Dimensional Emerging Markets High Profitability ETF | 83 | 2.86 | 3.80 | 1.53 | 3.09 | 12.84 |
DFEV Dimensional Emerging Markets Value ETF | 90 | 3.26 | 4.28 | 1.62 | 3.38 | 13.06 |
DFGR Dimensional Global Real Estate ETF | 40 | 1.39 | 2.08 | 1.26 | 1.02 | 3.68 |
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Dividends
Dividend yield
DFA 100/0 Original provided a 1.48% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
| Portfolio | 1.48% | 1.48% | 1.57% | 1.64% | 1.42% | 0.42% |
| Portfolio components: | ||||||
DFAC Dimensional U.S. Core Equity 2 ETF | 1.02% | 0.97% | 1.03% | 1.20% | 1.50% | 0.88% |
DUHP DFA Dimensional US High Profitability ETF | 1.09% | 1.02% | 1.13% | 1.51% | 1.10% | 0.00% |
DFSV Dimensional US Small Cap Value ETF | 1.51% | 1.53% | 1.31% | 1.29% | 0.90% | 0.00% |
DFIC DFA Dimensional International Core Equity 2 ETF | 2.39% | 2.54% | 2.87% | 2.55% | 1.47% | 0.00% |
DIHP Dimensional International High Profitability ETF | 2.12% | 2.02% | 2.30% | 2.17% | 1.69% | 0.00% |
DISV Dimensional International Small Cap Value ETF | 2.52% | 2.69% | 2.77% | 2.73% | 1.23% | 0.00% |
DFEM Dimensional Emerging Markets Core Equity 2 ETF | 2.16% | 2.32% | 2.50% | 2.38% | 1.99% | 0.00% |
DEHP Dimensional Emerging Markets High Profitability ETF | 1.68% | 1.73% | 2.44% | 2.84% | 1.65% | 0.00% |
DFEV Dimensional Emerging Markets Value ETF | 2.45% | 2.69% | 3.17% | 3.47% | 3.35% | 0.00% |
DFGR Dimensional Global Real Estate ETF | 4.13% | 4.05% | 3.73% | 2.77% | 0.59% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DFA 100/0 Original. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DFA 100/0 Original was 17.40%, occurring on Apr 8, 2025. Recovery took 43 trading sessions.
The current DFA 100/0 Original drawdown is 5.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.4% | Dec 5, 2024 | 84 | Apr 8, 2025 | 43 | Jun 10, 2025 | 127 |
| -11.38% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -9.03% | Feb 3, 2023 | 30 | Mar 17, 2023 | 62 | Jun 15, 2023 | 92 |
| -8.73% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -7.97% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 3.62, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | DFGR | DFSV | DEHP | DFEV | DFEM | DISV | DUHP | DFAC | DIHP | DFIC | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.54 | 0.70 | 0.63 | 0.61 | 0.64 | 0.62 | 0.94 | 0.95 | 0.73 | 0.70 | 0.91 |
| DFGR | 0.54 | 1.00 | 0.64 | 0.43 | 0.46 | 0.47 | 0.60 | 0.60 | 0.61 | 0.63 | 0.64 | 0.67 |
| DFSV | 0.70 | 0.64 | 1.00 | 0.51 | 0.53 | 0.54 | 0.66 | 0.75 | 0.86 | 0.67 | 0.68 | 0.89 |
| DEHP | 0.63 | 0.43 | 0.51 | 1.00 | 0.92 | 0.96 | 0.69 | 0.59 | 0.62 | 0.73 | 0.73 | 0.70 |
| DFEV | 0.61 | 0.46 | 0.53 | 0.92 | 1.00 | 0.96 | 0.73 | 0.59 | 0.62 | 0.73 | 0.74 | 0.70 |
| DFEM | 0.64 | 0.47 | 0.54 | 0.96 | 0.96 | 1.00 | 0.73 | 0.61 | 0.64 | 0.76 | 0.76 | 0.73 |
| DISV | 0.62 | 0.60 | 0.66 | 0.69 | 0.73 | 0.73 | 1.00 | 0.63 | 0.68 | 0.89 | 0.95 | 0.79 |
| DUHP | 0.94 | 0.60 | 0.75 | 0.59 | 0.59 | 0.61 | 0.63 | 1.00 | 0.95 | 0.75 | 0.71 | 0.93 |
| DFAC | 0.95 | 0.61 | 0.86 | 0.62 | 0.62 | 0.64 | 0.68 | 0.95 | 1.00 | 0.76 | 0.75 | 0.98 |
| DIHP | 0.73 | 0.63 | 0.67 | 0.73 | 0.73 | 0.76 | 0.89 | 0.75 | 0.76 | 1.00 | 0.97 | 0.85 |
| DFIC | 0.70 | 0.64 | 0.68 | 0.73 | 0.74 | 0.76 | 0.95 | 0.71 | 0.75 | 0.97 | 1.00 | 0.84 |
| Portfolio | 0.91 | 0.67 | 0.89 | 0.70 | 0.70 | 0.73 | 0.79 | 0.93 | 0.98 | 0.85 | 0.84 | 1.00 |