DFA Two-Year Fixed Income Portfolio (DFCFX)
The fund seeks to maximize total returns from a universe of high quality, U.S. issued, dollar-denominated fixed income securities maturing in three years or less from the date of settlement. It invests at least 80% of its net assets in fixed income securities that mature within two years from the date of settlement. The fund may invest in futures contracts and options on futures contracts.
Fund Info
| ISIN | US25434D8728 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Jun 6, 1996 |
| Category | Short-Term Bond |
| Min. Investment | $0 |
| Asset Class | Bond |
Expense Ratio
The DFA Two-Year Fixed Income Portfolio has a high expense ratio of 0.21%, indicating higher-than-average management fees.
Share Price Chart
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Popular comparisons: DFCFX vs. BSV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Two-Year Fixed Income 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 Two-Year Fixed Income Portfolio had a return of 1.74% year-to-date (YTD) and 5.25% in the last 12 months. Over the past 10 years, DFA Two-Year Fixed Income Portfolio had an annualized return of 1.01%, while the S&P 500 had an annualized return of 10.52%, indicating that DFA Two-Year Fixed Income Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.74% | 6.92% |
| 1 month | 0.42% | -2.83% |
| 6 months | 2.75% | 23.86% |
| 1 year | 5.25% | 23.33% |
| 5 years (annualized) | 1.00% | 11.66% |
| 10 years (annualized) | 1.01% | 10.52% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.42% | 0.52% | 0.38% | |||||||||
| 2023 | 0.42% | 0.52% | 0.42% | 0.47% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
DFA Two-Year Fixed Income Portfolio(DFCFX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Two-Year Fixed Income Portfolio (DFCFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Two-Year Fixed Income Portfolio granted a 3.85% dividend yield in the last twelve months. The annual payout for that period amounted to $0.37 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.37 | $0.33 | $0.12 | $0.00 | $0.07 | $0.22 | $0.19 | $0.12 | $0.08 | $0.07 | $0.04 | $0.04 |
Dividend yield | 3.85% | 3.43% | 1.32% | 0.02% | 0.67% | 2.22% | 1.87% | 1.22% | 0.79% | 0.72% | 0.39% | 0.37% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Two-Year Fixed Income 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 | $0.10 | |||||||||
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 |
| 2018 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 |
| 2016 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 |
| 2015 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $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 Two-Year Fixed Income 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 Two-Year Fixed Income Portfolio was 4.64%, occurring on Nov 3, 2022. Recovery took 247 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4.64% | Mar 30, 2021 | 405 | Nov 3, 2022 | 247 | Oct 30, 2023 | 652 |
| -1.61% | Mar 26, 2004 | 54 | Jun 14, 2004 | 232 | May 13, 2005 | 286 |
| -1.32% | Sep 16, 2008 | 8 | Sep 25, 2008 | 29 | Nov 5, 2008 | 37 |
| -1.07% | Nov 8, 2001 | 11 | Nov 23, 2001 | 32 | Jan 10, 2002 | 43 |
| -0.98% | Jun 25, 2003 | 26 | Aug 1, 2003 | 41 | Sep 30, 2003 | 67 |
Volatility
Volatility Chart
The current DFA Two-Year Fixed Income Portfolio volatility is 0.19%, 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.