DFA Global Core Plus Real Return Portfolio (DFAAX)
The fund focuses on investing in a variety of U.S. and foreign debt securities with a preference for those maturing within twenty years. It aims to maintain a weighted average duration between three and ten years under typical circumstances.
Fund Info
| Issuer | Dimensional Fund Advisors |
|---|---|
| Inception Date | May 5, 2021 |
| Category | Inflation-Protected Bonds |
| Min. Investment | $0 |
| Asset Class | Bond |
Expense Ratio
DFAAX features an expense ratio of 0.29%, falling within the medium range.
Share Price Chart
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Popular comparisons: DFAAX vs. JPGL.DE, DFAAX vs. SPY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Global Core Plus Real Return 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 Global Core Plus Real Return Portfolio had a return of 5.34% year-to-date (YTD) and 11.46% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.34% | 25.82% |
| 1 month | -0.10% | 3.20% |
| 6 months | 4.56% | 14.94% |
| 1 year | 11.46% | 35.92% |
| 5 years (annualized) | N/A | 14.22% |
| 10 years (annualized) | N/A | 11.43% |
Monthly Returns
The table below presents the monthly returns of DFAAX, 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 | 0.11% | -0.43% | 1.49% | -1.37% | 1.39% | 0.55% | 1.26% | 0.83% | 1.41% | -0.93% | 5.34% | ||
| 2023 | 3.24% | -1.19% | 2.19% | 0.11% | -1.18% | 0.22% | 1.52% | -0.64% | -1.40% | -0.77% | 3.79% | 3.43% | 9.49% |
| 2022 | -2.56% | 0.10% | -0.68% | -3.05% | -0.71% | -5.56% | 6.72% | -3.86% | -7.66% | 2.64% | 2.91% | -1.74% | -13.40% |
| 2021 | -0.30% | 0.90% | 0.80% | 2.86% | 0.00% | -0.41% | 0.87% | 0.19% | 1.20% | 6.24% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DFAAX is 77, placing it in the top 23% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Global Core Plus Real Return Portfolio (DFAAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Global Core Plus Real Return Portfolio provided a 4.78% dividend yield over the last twelve months, with an annual payout of $0.46 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.46 | $0.37 | $0.18 | $0.09 |
Dividend yield | 4.78% | 3.97% | 2.06% | 0.83% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Global Core Plus Real Return 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 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.24 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.10 | $0.18 |
| 2021 | $0.04 | $0.00 | $0.00 | $0.05 | $0.09 |
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 Global Core Plus Real Return 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 Global Core Plus Real Return Portfolio was 17.30%, occurring on Sep 30, 2022. The portfolio has not yet recovered.
The current DFA Global Core Plus Real Return Portfolio drawdown is 1.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.3% | Nov 16, 2021 | 220 | Sep 30, 2022 | — | — | — |
| -1.51% | Oct 28, 2021 | 2 | Oct 29, 2021 | 7 | Nov 9, 2021 | 9 |
| -1.07% | Sep 13, 2021 | 13 | Sep 29, 2021 | 11 | Oct 14, 2021 | 24 |
| -0.99% | May 11, 2021 | 8 | May 20, 2021 | 26 | Jun 28, 2021 | 34 |
| -0.86% | Aug 4, 2021 | 13 | Aug 20, 2021 | 5 | Aug 27, 2021 | 18 |
Volatility
Volatility Chart
The current DFA Global Core Plus Real Return Portfolio volatility is 0.95%, 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.