- Issuer
- Dimensional
- Inception Date
- May 5, 2021
- Category
- Inflation-Protected Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
DFAAX Performance Chart
DFA Global Core Plus Real Return Portfolio (DFAAX) is up 2.0% since the beginning of the year. DFAAX is currently trading at $10 per share. Investors who bought $1,000 worth of DFAAX shares 5 years ago would now be looking at an investment worth $1,234.
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Returns By Period
DFA Global Core Plus Real Return Portfolio (DFAAX) has returned 2.04% so far this year and 3.38% over the past 12 months.
DFA Global Core Plus Real Return Portfolio
- 1D
- 0.10%
- 1M
- -0.62%
- 6M
- 0.68%
- YTD
- 2.04%
- 1Y
- 3.38%
- 3Y*
- 5.35%
- 5Y*
- 4.30%
- 10Y*
- —
- ALL TIME*
- 4.83%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DFAAX Monthly Returns History
Based on dividend-adjusted daily data since May 5, 2021, DFAAX's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Dec 2021 with a return of +15.4%, while the worst month was Sep 2022 at -7.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DFAAX closed higher 44% of trading days. The best single day was Dec 15, 2021 with a return of +13.9%, while the worst single day was Jun 13, 2022 at -2.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.35% | 0.51% | -1.80% | 1.98% | 1.02% | -0.18% | -0.82% | 2.04% | |||||
| 2025 | 1.27% | 1.36% | 0.21% | -0.21% | 0.52% | -0.00% | 0.72% | 1.12% | 0.71% | 0.30% | -0.40% | -0.52% | 5.18% |
| 2024 | 0.11% | -0.43% | 1.49% | -1.37% | 1.39% | 0.55% | 1.26% | 0.83% | 1.41% | -0.93% | 1.04% | -0.99% | 4.41% |
| 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 | 0.00% | 0.80% | 2.86% | 0.00% | -0.41% | 0.87% | 0.19% | 15.44% | 20.47% |
Benchmark Metrics
DFA Global Core Plus Real Return Portfolio has an annualized alpha of 3.69%, beta of 0.12, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since May 05, 2021.
- This fund participated in 43.87% of S&P 500 Index downside but only 35.22% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.12 may look defensive, but with R2 of 0.06 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.06 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.69%
- Beta
- 0.12
- R²
- 0.06
- Upside Capture
- 35.22%
- Downside Capture
- 43.87%
Expense Ratio
DFAAX has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFAAX ranks 29 for risk / return — above 29% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for DFA Global Core Plus Real Return Portfolio (DFAAX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFAAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.00 | -0.75 |
| Martin ratioReturn relative to average drawdown | 4.28 | 8.49 | -4.21 |
Dividends
Dividend History
DFA Global Core Plus Real Return Portfolio provided a 4.60% dividend yield over the last twelve months, with an annual payout of $0.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.45 | $0.28 | $0.39 | $0.37 | $0.18 | $1.37 |
Dividend yield | 4.60% | 2.90% | 4.09% | 3.96% | 2.06% | 13.05% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.00 | $0.17 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.28 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.39 |
| 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 | $1.34 | $1.37 |
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 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 16.64%, occurring on Sep 30, 2022. Recovery took 497 trading sessions.
The current DFA Global Core Plus Real Return Portfolio drawdown is 1.00%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-16.64%Sep 2022 | 9mo 3d | 1y 12mo | 2y 8moDec 2021 - Sep 2024 | Bear market2022 |
-2.99%Apr 2025 | 7d | 1mo 5d | 1mo 12dApr 2025 - May 2025 | 2025 selloff2025 |
-2.55%Mar 2026 | 25d | 28d | 1mo 23dMar 2026 - Apr 2026 | — |
-2.43%Dec 2021 | 15d | 14d | 29dNov 2021 - Dec 2021 | — |
-2.02%Jan 2025 | 1mo 10d | 20d | 2moDec 2024 - Feb 2025 | — |
Drawdown Indicators
| DFAAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.64% | -56.78% | +40.14% |
Max Drawdown (1Y)Largest decline over 1 year | -2.55% | -9.10% | +6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -3.13% | -18.90% | +15.77% |
Max Drawdown (5Y)Largest decline over 5 years | -16.64% | -25.43% | +8.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.00% | -1.58% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -10.70% | +6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 2.14% | -1.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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