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DFA Large Cap International Portfolio (DFALX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US2332038684

Issuer

Dimensional Fund Advisors LP

Inception Date

Jul 17, 1991

Min. Investment

$0

Asset Class

Equity

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DFALX vs. DFAI DFALX vs. VITAX DFALX vs. VOO DFALX vs. VTIAX DFALX vs. DISVX DFALX vs. QQQ DFALX vs. SPY DFALX vs. DFIEX DFALX vs. VGTSX DFALX vs. FNIDX
Popular comparisons:
DFALX vs. DFAI DFALX vs. VITAX DFALX vs. VOO DFALX vs. VTIAX DFALX vs. DISVX DFALX vs. QQQ DFALX vs. SPY DFALX vs. DFIEX DFALX vs. VGTSX DFALX vs. FNIDX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DFA Large Cap International Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.73%
12.33%
DFALX (DFA Large Cap International Portfolio)
Benchmark (^GSPC)

Returns By Period

DFA Large Cap International Portfolio had a return of 5.63% year-to-date (YTD) and 12.37% in the last 12 months. Over the past 10 years, DFA Large Cap International Portfolio had an annualized return of 5.27%, while the S&P 500 had an annualized return of 11.13%, indicating that DFA Large Cap International Portfolio did not perform as well as the benchmark.


DFALX

YTD

5.63%

1M

-3.88%

6M

-1.23%

1Y

12.37%

5Y (annualized)

6.47%

10Y (annualized)

5.27%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of DFALX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.72%2.75%3.64%-2.99%5.01%-2.30%3.26%3.22%0.92%-5.14%5.63%
20238.47%-2.95%2.53%2.65%-4.26%4.81%3.12%-3.64%-3.26%-3.39%8.48%5.24%17.88%
2022-3.10%-2.34%0.46%-6.20%2.01%-9.31%4.99%-5.39%-9.45%6.15%12.73%-2.05%-13.04%
2021-1.24%2.67%3.16%3.03%3.94%-1.44%0.81%1.31%-3.17%3.17%-4.49%4.83%12.79%
2020-2.87%-7.61%-15.78%7.64%5.64%3.14%2.17%5.34%-2.23%-3.64%14.40%5.18%8.13%
20197.50%2.28%0.48%3.18%-5.64%6.08%-2.05%-1.96%3.11%3.31%1.40%3.12%22.05%
20184.93%-5.10%-0.57%1.61%-1.54%-1.41%2.65%-2.03%0.82%-8.35%0.19%-5.57%-14.15%
20173.62%0.89%2.78%2.28%3.16%0.52%2.91%0.22%2.44%1.60%0.85%1.60%25.35%
2016-5.52%-2.81%6.98%2.66%-0.56%-2.32%4.20%0.56%1.34%-1.96%-1.38%2.58%3.18%
20150.00%6.08%-1.75%4.50%-0.36%-2.82%0.79%-7.06%-4.67%6.54%-0.93%-2.28%-2.86%
2014-4.47%5.89%-0.28%1.64%1.39%1.38%-2.32%0.44%-4.26%-0.87%0.28%-3.71%-5.25%
20134.05%-1.35%1.36%4.30%-2.64%-2.93%5.52%-1.47%7.07%3.26%0.54%1.83%20.70%

Expense Ratio

DFALX has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for DFALX: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DFALX is 25, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DFALX is 2525
Combined Rank
The Sharpe Ratio Rank of DFALX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of DFALX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of DFALX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of DFALX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of DFALX is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DFALX, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.005.000.962.46
The chart of Sortino ratio for DFALX, currently valued at 1.38, compared to the broader market0.005.0010.001.383.31
The chart of Omega ratio for DFALX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.46
The chart of Calmar ratio for DFALX, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.0025.001.513.55
The chart of Martin ratio for DFALX, currently valued at 4.64, compared to the broader market0.0020.0040.0060.0080.00100.004.6415.76
DFALX
^GSPC

The current DFA Large Cap International Portfolio Sharpe ratio is 0.96. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DFA Large Cap International Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.96
2.46
DFALX (DFA Large Cap International Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

DFA Large Cap International Portfolio provided a 3.27% dividend yield over the last twelve months, with an annual payout of $0.89 per share.


2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.89$0.85$0.66$0.82$0.47$0.68$0.61$0.61$0.57$0.58$0.73$0.57

Dividend yield

3.27%3.24%2.85%3.00%1.88%2.88%3.07%2.55%2.89%2.95%3.54%2.53%

Monthly Dividends

The table displays the monthly dividend distributions for DFA Large Cap International Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.07$0.00$0.00$0.33$0.00$0.00$0.21$0.00$0.00$0.61
2023$0.00$0.00$0.05$0.00$0.00$0.37$0.00$0.00$0.16$0.00$0.00$0.28$0.85
2022$0.00$0.00$0.09$0.00$0.00$0.27$0.00$0.00$0.17$0.00$0.00$0.13$0.66
2021$0.00$0.00$0.10$0.00$0.00$0.27$0.00$0.00$0.18$0.00$0.00$0.27$0.82
2020$0.00$0.00$0.09$0.00$0.00$0.15$0.00$0.00$0.11$0.00$0.00$0.12$0.47
2019$0.00$0.00$0.09$0.00$0.00$0.32$0.00$0.00$0.13$0.00$0.00$0.15$0.68
2018$0.00$0.00$0.04$0.00$0.00$0.31$0.00$0.00$0.11$0.00$0.00$0.15$0.61
2017$0.00$0.00$0.06$0.00$0.00$0.28$0.00$0.00$0.10$0.00$0.00$0.17$0.61
2016$0.00$0.00$0.10$0.00$0.00$0.27$0.00$0.00$0.06$0.00$0.00$0.14$0.57
2015$0.00$0.00$0.04$0.00$0.00$0.31$0.00$0.00$0.10$0.00$0.00$0.13$0.58
2014$0.00$0.00$0.17$0.00$0.00$0.33$0.00$0.00$0.11$0.00$0.00$0.13$0.73
2013$0.04$0.00$0.00$0.31$0.00$0.00$0.09$0.00$0.00$0.13$0.57

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.53%
-1.40%
DFALX (DFA Large Cap International Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the DFA Large Cap International 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 Large Cap International Portfolio was 59.59%, occurring on Mar 9, 2009. Recovery took 1280 trading sessions.

The current DFA Large Cap International Portfolio drawdown is 7.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.59%Nov 1, 2007338Mar 9, 20091280Apr 9, 20141618
-49.94%Jan 4, 2000796Mar 12, 2003626Sep 6, 20051422
-35.58%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-27.52%Sep 7, 2021267Sep 27, 2022313Dec 26, 2023580
-24.46%Jul 7, 2014405Feb 11, 2016317May 16, 2017722

Volatility

Volatility Chart

The current DFA Large Cap International Portfolio volatility is 3.52%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.52%
4.07%
DFALX (DFA Large Cap International Portfolio)
Benchmark (^GSPC)