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
Oct 5, 2020
$0
Large-Cap
Value
Expense Ratio
DAABX has an expense ratio of 0.36%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
DFA U.S. Sustainability Targeted Value Portfolio (DAABX) returned -5.30% year-to-date (YTD) and 3.82% over the past 12 months.
DAABX
-5.30%
5.69%
-12.25%
3.82%
5.02%
N/A
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.65% | -4.80% | -5.89% | -4.22% | 6.47% | -5.30% | |||||||
| 2024 | -3.61% | 2.67% | 4.92% | -6.55% | 5.15% | -2.69% | 10.87% | -1.35% | 0.17% | -1.62% | 10.27% | -7.56% | 9.07% |
| 2023 | 10.39% | -1.56% | -6.69% | -1.95% | -3.09% | 9.75% | 6.67% | -3.75% | -5.49% | -5.83% | 9.39% | 11.69% | 18.04% |
| 2022 | -3.55% | 1.40% | -0.44% | -6.49% | 2.79% | -9.09% | 8.92% | -3.30% | -9.26% | 13.29% | 5.18% | -7.61% | -10.49% |
| 2021 | 2.67% | 10.39% | 6.62% | 3.26% | 3.04% | -2.91% | -1.24% | 2.06% | -2.46% | 4.03% | -2.44% | 1.09% | 25.91% |
| 2020 | 6.70% | 6.00% | -4.27% | 4.54% | 18.17% | 7.48% | 43.76% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DAABX is 16, meaning it’s performing worse than 84% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
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Dividends
Dividend History
DFA U.S. Sustainability Targeted Value Portfolio provided a 1.27% dividend yield over the last twelve months, with an annual payout of $0.24 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|
| Dividend | $0.24 | $0.22 | $0.33 | $0.58 | $0.94 | $0.17 |
Dividend yield | 1.27% | 1.11% | 1.82% | 3.68% | 5.30% | 1.19% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | |||||||
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.18 | $0.33 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.44 | $0.58 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.81 | $0.94 |
| 2020 | $0.04 | $0.00 | $0.00 | $0.13 | $0.17 |
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 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 25.84%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current DFA U.S. Sustainability Targeted Value Portfolio drawdown is 13.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.84% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -24.25% | Nov 17, 2021 | 219 | Sep 30, 2022 | 369 | Mar 21, 2024 | 588 |
| -10.68% | 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 chart below shows the rolling one-month volatility.
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