DFA U.S. Sustainability Targeted Value Portfolio (DAABX)
The fund focuses on investing in value stocks of U.S. small and mid-cap companies with high profitability, while also considering sustainability impact. It aims to have at least 80% of its net assets in U.S. company securities.
Fund Info
| Issuer | Dimensional Fund Advisors |
|---|---|
| Inception Date | Oct 5, 2020 |
| Category | Small Cap Value Equities |
| Min. Investment | $0 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
DAABX features an expense ratio of 0.36%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DAABX vs. PMJIX, DAABX vs. FCPVX, DAABX vs. FISVX, DAABX vs. VBR, DAABX vs. AVUV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA U.S. Sustainability Targeted Value Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
DFA U.S. Sustainability Targeted Value Portfolio had a return of 14.84% year-to-date (YTD) and 30.37% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 14.84% | 25.48% |
| 1 month | 5.26% | 2.14% |
| 6 months | 10.90% | 12.76% |
| 1 year | 30.37% | 33.14% |
| 5 years (annualized) | N/A | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of DAABX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.61% | 2.67% | 4.92% | -6.55% | 5.15% | -2.69% | 10.87% | -1.35% | 0.17% | -1.62% | 14.84% | ||
| 2023 | 10.39% | -1.56% | -6.69% | -1.96% | -3.09% | 9.75% | 6.67% | -3.75% | -5.49% | -5.83% | 9.39% | 12.42% | 18.81% |
| 2022 | -3.55% | 1.40% | -0.44% | -6.49% | 2.79% | -9.10% | 8.92% | -3.30% | -9.26% | 13.29% | 5.19% | -5.43% | -8.37% |
| 2021 | 2.67% | 10.39% | 6.62% | 3.26% | 3.04% | -2.92% | -1.24% | 2.06% | -2.47% | 4.03% | -2.44% | 5.53% | 31.44% |
| 2020 | 6.70% | 6.00% | -4.27% | 4.54% | 18.17% | 7.91% | 44.33% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DAABX is 46, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA U.S. Sustainability Targeted Value Portfolio (DAABX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA U.S. Sustainability Targeted Value Portfolio provided a 1.08% dividend yield over the last twelve months, with an annual payout of $0.22 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.22 | $0.22 | $0.20 | $0.19 | $0.11 |
Dividend yield | 1.08% | 1.21% | 1.27% | 1.07% | 0.80% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA U.S. Sustainability Targeted Value Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.16 | |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.22 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.19 |
| 2020 | $0.04 | $0.00 | $0.00 | $0.08 | $0.11 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA U.S. Sustainability Targeted Value Portfolio. 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 U.S. Sustainability Targeted Value Portfolio was 20.93%, occurring on Sep 30, 2022. Recovery took 85 trading sessions.
The current DFA U.S. Sustainability Targeted Value Portfolio drawdown is 1.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.93% | Nov 17, 2021 | 219 | Sep 30, 2022 | 85 | Feb 2, 2023 | 304 |
| -17.02% | Feb 3, 2023 | 63 | May 4, 2023 | 155 | Dec 14, 2023 | 218 |
| -10.69% | Jun 9, 2021 | 28 | Jul 19, 2021 | 74 | Nov 1, 2021 | 102 |
| -10.07% | Aug 13, 2020 | 29 | Sep 23, 2020 | 10 | Oct 7, 2020 | 39 |
| -9.46% | Aug 1, 2024 | 5 | Aug 7, 2024 | 49 | Oct 16, 2024 | 54 |
Volatility
Volatility Chart
The current DFA U.S. Sustainability Targeted Value Portfolio volatility is 7.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.