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
| ISIN | US25239Y5767 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Nov 5, 2013 |
| Category | Short-Term Bond |
| Min. Investment | $0 |
| Asset Class | Bond |
Expense Ratio
The DFA Short-Duration Real Return Portfolio has a high expense ratio of 0.22%, indicating higher-than-average management fees.
Share Price Chart
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Popular comparisons: DFAIX vs. HAWX, DFAIX vs. SLQD
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 2.53% year-to-date (YTD) and 6.11% in the last 12 months. Over the past 10 years, DFA Short-Duration Real Return Portfolio had an annualized return of 2.28%, while the S&P 500 had an annualized return of 10.52%, indicating that DFA Short-Duration Real Return Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.53% | 6.92% |
| 1 month | 0.67% | -2.83% |
| 6 months | 3.78% | 23.86% |
| 1 year | 6.11% | 23.33% |
| 5 years (annualized) | 3.18% | 11.66% |
| 10 years (annualized) | 2.28% | 10.52% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.58% | 0.68% | 0.58% | |||||||||
| 2023 | 0.48% | 0.48% | 0.67% | 0.55% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
DFA Short-Duration Real Return Portfolio(DFAIX)
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 granted a 3.57% dividend yield in the last twelve months. The annual payout for that period amounted to $0.38 per share.
| 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 | 3.57% | 3.66% | 1.68% | 0.98% | 0.82% | 2.53% | 2.72% | 1.71% | 1.41% | 1.29% | 0.88% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2013 | $0.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 0.21%, 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.