DFA Short-Duration Real Return Portfolio (DFAIX)
The fund pursues its investment objective by investing in a combination of debt securities, including inflation-protected securities, and derivative instruments. It will maintain an average portfolio duration of three years or less. It is authorized to invest more than 25% of its total assets in U.S. Treasury bonds, bills and notes, and obligations of federal agencies and instrumentalities.
Fund Info
US25239Y5767
Nov 5, 2013
$0
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Short-Duration 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 Short-Duration Real Return Portfolio had a return of 5.75% year-to-date (YTD) and 6.63% in the last 12 months. Over the past 10 years, DFA Short-Duration Real Return Portfolio had an annualized return of 2.64%, while the S&P 500 had an annualized return of 11.11%, indicating that DFA Short-Duration Real Return Portfolio did not perform as well as the benchmark.
DFAIX
5.75%
0.46%
2.84%
6.63%
3.44%
2.64%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Monthly Returns
The table below presents the monthly returns of DFAIX, 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 | 0.58% | 0.68% | 0.58% | 0.77% | 0.47% | 0.38% | 0.19% | 0.47% | 0.65% | 0.46% | 5.75% | ||
| 2023 | 0.89% | -0.00% | 0.98% | 0.29% | -0.19% | 0.29% | 0.68% | 0.39% | 0.48% | 0.48% | 0.67% | 0.55% | 5.64% |
| 2022 | -0.76% | 0.86% | -0.57% | -0.38% | 0.38% | -2.10% | 2.14% | -0.86% | -3.37% | 1.00% | 0.99% | -0.01% | -2.77% |
| 2021 | 0.30% | 0.30% | 0.39% | 0.69% | 0.78% | 0.29% | 1.25% | 0.19% | -0.00% | 0.57% | 0.09% | 0.42% | 5.39% |
| 2020 | 0.10% | 0.10% | -3.93% | 1.36% | 1.14% | 1.02% | 0.81% | 0.90% | 0.00% | 0.10% | 0.40% | 0.82% | 2.75% |
| 2019 | 1.25% | 0.31% | 0.92% | 0.51% | 0.10% | 0.71% | 0.40% | 0.00% | 0.10% | 0.30% | 0.20% | 0.70% | 5.63% |
| 2018 | -0.20% | 0.00% | 0.20% | 0.10% | 0.30% | 0.20% | 0.10% | 0.50% | 0.00% | -0.60% | -0.30% | -0.19% | 0.11% |
| 2017 | 0.61% | 0.30% | 0.10% | -0.10% | -0.10% | -0.30% | 0.40% | 0.20% | 0.20% | 0.30% | -0.10% | 0.19% | 1.71% |
| 2016 | 0.10% | 0.00% | 1.66% | 0.31% | -0.20% | 0.92% | 0.10% | -0.10% | 0.71% | 0.30% | -0.70% | 0.50% | 3.63% |
| 2015 | 1.23% | 0.10% | -0.61% | 0.82% | -0.20% | -0.40% | -0.31% | -0.41% | 0.00% | 0.41% | -0.00% | -0.16% | 0.46% |
| 2014 | 0.51% | 0.60% | -0.20% | 0.40% | 1.10% | 0.49% | -0.59% | -0.20% | -1.09% | -0.20% | -0.20% | -1.55% | -0.95% |
| 2013 | -0.10% | -0.60% | -0.70% |
Expense Ratio
DFAIX has an expense ratio of 0.22%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DFAIX is 99, placing it in the top 1% 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 Short-Duration Real Return Portfolio (DFAIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Short-Duration Real Return Portfolio provided a 3.47% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.38 | $0.38 | $0.17 | $0.10 | $0.08 | $0.25 | $0.26 | $0.17 | $0.14 | $0.12 | $0.09 | $0.02 |
Dividend yield | 3.47% | 3.66% | 1.68% | 0.99% | 0.81% | 2.53% | 2.72% | 1.70% | 1.41% | 1.28% | 0.87% | 0.20% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Short-Duration 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2013 | $0.02 | $0.02 |
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 Short-Duration 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 Short-Duration Real Return Portfolio was 5.63%, occurring on Mar 20, 2020. Recovery took 92 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.63% | Feb 25, 2020 | 19 | Mar 20, 2020 | 92 | Jul 31, 2020 | 111 |
| -5.46% | Mar 2, 2022 | 148 | Sep 30, 2022 | 237 | Sep 12, 2023 | 385 |
| -4.06% | Jul 1, 2014 | 292 | Aug 26, 2015 | 276 | Sep 29, 2016 | 568 |
| -2.03% | Nov 19, 2021 | 57 | Feb 10, 2022 | 12 | Mar 1, 2022 | 69 |
| -1.2% | Oct 3, 2018 | 49 | Dec 12, 2018 | 32 | Jan 30, 2019 | 81 |
Volatility
Volatility Chart
The current DFA Short-Duration Real Return Portfolio volatility is 0.23%, 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.