DFA Large Cap International Portfolio (DFALX)
The Portfolio will invest at least 80% of its net assets in securities of large cap companies in the particular markets in which the Portfolio invests. The Advisor determines the minimum market capitalization of a large company with respect to each country or region in which the Portfolio invests. It also may purchase or sell futures contracts and options on futures contracts for foreign or U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.
Fund Info
| ISIN | US2332038684 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Jul 17, 1991 |
| Category | Foreign Large Cap Equities |
| Min. Investment | $0 |
| Asset Class | Equity |
Expense Ratio
DFALX has an expense ratio of 0.18%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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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.
Returns By Period
DFA Large Cap International Portfolio had a return of 7.76% year-to-date (YTD) and 19.30% in the last 12 months. Over the past 10 years, DFA Large Cap International Portfolio had an annualized return of 5.69%, while the S&P 500 had an annualized return of 11.33%, indicating that DFA Large Cap International Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.76% | 24.30% |
| 1 month | -3.24% | 4.09% |
| 6 months | 2.22% | 14.29% |
| 1 year | 19.30% | 35.42% |
| 5 years (annualized) | 6.75% | 13.95% |
| 10 years (annualized) | 5.69% | 11.33% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.72% | 2.75% | 3.64% | -2.99% | 5.01% | -2.30% | 3.26% | 3.22% | 0.92% | -5.14% | 7.76% | ||
| 2023 | 8.47% | -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% |
| 2019 | 7.50% | 2.28% | 0.48% | 3.18% | -5.64% | 6.08% | -2.05% | -1.96% | 3.11% | 3.31% | 1.40% | 3.12% | 22.05% |
| 2018 | 4.93% | -5.10% | -0.57% | 1.61% | -1.54% | -1.41% | 2.65% | -2.03% | 0.82% | -8.35% | 0.19% | -5.57% | -14.15% |
| 2017 | 3.62% | 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% |
| 2015 | 0.00% | 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% |
| 2013 | 4.05% | -1.35% | 1.36% | 4.30% | -2.64% | -2.93% | 5.52% | -1.47% | 7.07% | 3.26% | 0.54% | 1.83% | 20.70% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFALX is 32, 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.
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.
Dividends
Dividend History
DFA Large Cap International Portfolio provided a 3.21% dividend yield over the last twelve months, with an annual payout of $0.89 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 3.21% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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 5.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.59% | Nov 1, 2007 | 338 | Mar 9, 2009 | 1280 | Apr 9, 2014 | 1618 |
| -49.94% | Jan 4, 2000 | 796 | Mar 12, 2003 | 626 | Sep 6, 2005 | 1422 |
| -35.58% | Jan 29, 2018 | 541 | Mar 23, 2020 | 166 | Nov 16, 2020 | 707 |
| -27.52% | Sep 7, 2021 | 267 | Sep 27, 2022 | 313 | Dec 26, 2023 | 580 |
| -24.46% | Jul 7, 2014 | 405 | Feb 11, 2016 | 317 | May 16, 2017 | 722 |
Volatility
Volatility Chart
The current DFA Large Cap International Portfolio volatility is 3.07%, 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.