FI Mkt Cap DFA

Asset Allocation

Position	Category/Sector	Target Weight
DFAE Dimensional Emerging Core Equity Market ETF	Actively Managed, Emerging Markets Equities	3.30%
DFAI Dimensional International Core Equity Market ETF	Global Equities, Actively Managed	13.30%
DFUS Dimensional U.S. Equity ETF	Large Cap Blend Equities, Actively Managed	16.60%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	Emerging Markets Equities	3.30%
FNDF Schwab Fundamental International Large Company Index ETF	Foreign Large Cap Equities	13.60%
FNDX Schwab Fundamental U.S. Large Company Index ETF	Large Cap Blend Equities	16.60%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	13.32%
VOO Vanguard S&P 500 ETF	S&P 500	16.65%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	3.33%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FI Mkt Cap DFA, 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 never rebalanced.

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The earliest data available for this chart is Jun 14, 2021, corresponding to the inception date of DFUS

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio FI Mkt Cap DFA	-0.19%	-2.49%	1.65%	5.45%	24.73%	17.66%	—	—
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
FNDX Schwab Fundamental U.S. Large Company Index ETF	0.25%	-2.12%	3.24%	6.77%	19.84%	17.05%	12.09%	13.38%
DFUS Dimensional U.S. Equity ETF	0.13%	-3.20%	-3.30%	-1.25%	18.09%	18.40%	—	—
VEA Vanguard FTSE Developed Markets ETF	-0.77%	-2.79%	3.65%	8.84%	30.37%	16.09%	8.76%	9.49%
FNDF Schwab Fundamental International Large Company Index ETF	-0.53%	-1.24%	8.87%	17.04%	40.55%	20.19%	12.57%	11.19%
DFAI Dimensional International Core Equity Market ETF	-0.53%	-2.25%	3.47%	8.49%	28.71%	16.13%	9.65%	—
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-2.55%	0.11%	0.38%	21.72%	13.41%	3.75%	7.73%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	0.03%	-1.09%	5.80%	8.94%	28.85%	18.68%	9.45%	10.44%
DFAE Dimensional Emerging Core Equity Market ETF	-0.97%	-2.89%	3.94%	6.74%	32.80%	16.34%	6.06%	—

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 15, 2021, FI Mkt Cap DFA's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +8.8%, while the worst month was Sep 2022 at -9.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FI Mkt Cap DFA closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Apr 4, 2025 at -6.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.19%	3.13%	-6.03%	0.69%									1.65%
2025	3.39%	0.37%	-2.50%	0.31%	5.25%	4.30%	0.70%	3.58%	3.05%	1.90%	1.07%	1.37%	25.03%
2024	-0.05%	3.83%	3.72%	-3.34%	4.43%	0.71%	2.43%	2.27%	2.01%	-2.65%	3.44%	-3.24%	13.94%
2023	7.48%	-3.11%	2.31%	1.84%	-2.11%	5.88%	3.68%	-2.91%	-3.69%	-2.83%	8.44%	5.03%	20.64%
2022	-2.78%	-2.60%	1.80%	-7.01%	1.56%	-8.65%	6.14%	-3.96%	-9.46%	7.28%	8.80%	-3.82%	-13.84%
2021						-1.10%	0.37%	2.08%	-3.34%	4.50%	-2.94%	4.66%	3.98%

Benchmark Metrics

FI Mkt Cap DFA has an annualized alpha of 1.57%, beta of 0.85, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 15, 2021.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.75%) than losses (86.36%) — typical of diversified or defensive assets.

Alpha: 1.57%

Beta: 0.85

R²: 0.90

Upside Capture: 87.75%

Downside Capture: 86.36%

Expense Ratio

FI Mkt Cap DFA has an expense ratio of 0.15%, 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.

FNDE

Schwab Fundamental Emerging Markets Large Company Index ETF

DFAE

Dimensional Emerging Core Equity Market ETF

FNDX

Schwab Fundamental U.S. Large Company Index ETF

FNDF

Schwab Fundamental International Large Company Index ETF

DFAI

Dimensional International Core Equity Market ETF

DFUS

Dimensional U.S. Equity ETF

VWO

Vanguard FTSE Emerging Markets ETF

VOO

Vanguard S&P 500 ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

FI Mkt Cap DFA ranks 71 for risk / return — better than 71% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.51	0.88	+0.62
Sortino ratio Return per unit of downside risk	2.15	1.37	+0.78
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.12
Calmar ratio Return relative to maximum drawdown	2.15	1.39	+0.77
Martin ratio Return relative to average drawdown	9.95	6.43	+3.52
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
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
FNDX Schwab Fundamental U.S. Large Company Index ETF	65	1.23	1.79	1.28	1.68	7.99
DFUS Dimensional U.S. Equity ETF	55	0.98	1.50	1.23	1.54	7.17
VEA Vanguard FTSE Developed Markets ETF	83	1.73	2.36	1.35	2.64	10.14
FNDF Schwab Fundamental International Large Company Index ETF	93	2.33	3.04	1.46	3.68	14.10
DFAI Dimensional International Core Equity Market ETF	83	1.72	2.36	1.35	2.66	10.31
VWO Vanguard FTSE Emerging Markets ETF	62	1.22	1.74	1.25	1.78	6.68
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	78	1.63	2.20	1.33	2.11	9.26
DFAE Dimensional Emerging Core Equity Market ETF	81	1.70	2.29	1.34	2.57	9.62

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

FI Mkt Cap DFA Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.51
All Time: 0.64

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of FI Mkt Cap DFA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

FI Mkt Cap DFA provided a 2.05% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.05%	2.13%	2.37%	2.35%	2.46%	2.08%	1.36%	1.75%	1.85%	1.43%	1.54%	1.53%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
FNDX Schwab Fundamental U.S. Large Company Index ETF	1.61%	1.63%	1.76%	1.82%	2.07%	1.64%	2.29%	2.23%	2.40%	1.86%	2.01%	2.01%
DFUS Dimensional U.S. Equity ETF	0.96%	0.88%	1.04%	1.33%	1.48%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.90%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
FNDF Schwab Fundamental International Large Company Index ETF	3.16%	3.44%	4.01%	3.41%	3.10%	3.54%	2.17%	3.20%	3.47%	2.32%	2.42%	2.08%
DFAI Dimensional International Core Equity Market ETF	2.38%	2.45%	2.72%	2.64%	2.72%	2.06%	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	3.96%	4.19%	4.82%	4.74%	5.59%	4.32%	2.50%	3.47%	2.98%	2.05%	1.65%	2.02%
DFAE Dimensional Emerging Core Equity Market ETF	2.11%	2.20%	2.35%	2.43%	2.85%	1.63%	0.01%	0.00%	0.00%	0.00%	0.00%	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 FI Mkt Cap DFA. 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 FI Mkt Cap DFA was 24.28%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.

The current FI Mkt Cap DFA drawdown is 5.59%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.28%	Jan 13, 2022	180	Sep 30, 2022	302	Dec 13, 2023	482
-15.16%	Feb 19, 2025	35	Apr 8, 2025	26	May 15, 2025	61
-8.98%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-7.67%	Jul 17, 2024	14	Aug 5, 2024	14	Aug 23, 2024	28
-5.49%	Nov 9, 2021	16	Dec 1, 2021	22	Jan 3, 2022	38

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 9 assets, with an effective number of assets of 7.14, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	FNDE	VWO	DFAE	FNDX	VOO	DFUS	FNDF	DFAI	VEA	Portfolio
Benchmark	1.00	0.59	0.63	0.65	0.89	1.00	1.00	0.71	0.76	0.78	0.92
FNDE	0.59	1.00	0.93	0.93	0.62	0.60	0.60	0.78	0.76	0.77	0.76
VWO	0.63	0.93	1.00	0.98	0.60	0.63	0.63	0.75	0.75	0.77	0.77
DFAE	0.65	0.93	0.98	1.00	0.63	0.66	0.66	0.78	0.77	0.80	0.79
FNDX	0.89	0.62	0.60	0.63	1.00	0.89	0.90	0.78	0.79	0.79	0.92
VOO	1.00	0.60	0.63	0.66	0.89	1.00	0.99	0.71	0.76	0.78	0.93
DFUS	1.00	0.60	0.63	0.66	0.90	0.99	1.00	0.72	0.77	0.79	0.93
FNDF	0.71	0.78	0.75	0.78	0.78	0.71	0.72	1.00	0.98	0.97	0.91
DFAI	0.76	0.76	0.75	0.77	0.79	0.76	0.77	0.98	1.00	0.99	0.93
VEA	0.78	0.77	0.77	0.80	0.79	0.78	0.79	0.97	0.99	1.00	0.94
Portfolio	0.92	0.76	0.77	0.79	0.92	0.93	0.93	0.91	0.93	0.94	1.00

The correlation results are calculated based on daily price changes starting from Jun 15, 2021

FI Mkt Cap DFA

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table