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ISIN
US2332036373
Inception Date
Jul 2, 1996
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DFELX Performance Chart

DFA Enhanced U.S. Large Company Portfolio (DFELX) is up 11.4% since the beginning of the year. DFELX is currently trading at $16 per share. Investors who bought $1,000 worth of DFELX shares 5 years ago would now be looking at an investment worth $1,250.


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S&P 500 Index

Returns By Period

DFA Enhanced U.S. Large Company Portfolio (DFELX) has returned 11.39% so far this year and 27.26% over the past 12 months. Over the last ten years, DFELX has returned 10.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


DFA Enhanced U.S. Large Company Portfolio

1D
0.24%
1M
5.75%
YTD
11.39%
6M
11.22%
1Y
27.26%
3Y*
22.01%
5Y*
4.56%
10Y*
10.51%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFELX Monthly Returns History

Based on dividend-adjusted daily data since Jul 2, 1996, DFELX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.7%, while the worst month was Dec 2021 at -27.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DFELX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +14.2%, while the worst single day was Dec 15, 2021 at -29.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.42%-0.73%-5.30%10.63%5.35%0.24%11.39%
20252.68%-1.37%-5.91%-0.99%6.62%4.14%2.37%2.69%2.98%2.40%0.06%-0.04%16.16%
20241.53%5.30%3.32%-4.16%5.10%3.59%1.12%2.43%2.08%-0.94%6.03%-2.68%24.57%
20236.90%-3.04%4.01%1.65%0.18%6.31%3.47%-1.72%-5.05%-2.21%9.49%4.91%26.57%
2022-5.86%-3.43%2.65%-9.43%0.53%-9.20%9.94%-4.88%-10.44%7.80%6.08%-6.10%-22.41%
2021-1.13%2.82%4.37%5.38%0.71%2.18%2.48%2.98%-4.86%6.43%-0.65%-27.13%-10.98%

Benchmark Metrics

DFA Enhanced U.S. Large Company Portfolio has an annualized alpha of 0.48%, beta of 0.99, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since July 03, 1996.

  • With beta of 0.99 and R2 of 0.88, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.48%
Beta
0.99
0.88
Upside Capture
100.09%
Downside Capture
99.56%

Expense Ratio

DFELX has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

DFELX ranks 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DFELX Risk / Return Rank: 7979
Overall Rank
DFELX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DFELX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DFELX Omega Ratio Rank: 7272
Omega Ratio Rank
DFELX Calmar Ratio Rank: 7777
Calmar Ratio Rank
DFELX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DFA Enhanced U.S. Large Company Portfolio (DFELX) and compare them to S&P 500 Index.


DFELXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.67

2.39

+0.28

Sortino ratio

Return per unit of downside risk

3.69

3.25

+0.43

Omega ratio

Gain probability vs. loss probability

1.48

1.43

+0.05

Calmar ratio

Return relative to maximum drawdown

3.49

3.11

+0.38

Martin ratio

Return relative to average drawdown

15.66

14.38

+1.28

Dividends

Dividend History

DFA Enhanced U.S. Large Company Portfolio provided a 15.66% dividend yield over the last twelve months, with an annual payout of $2.56 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.56$2.55$0.56$0.37$0.18$0.16$1.14$1.37$0.89$2.14$0.42$0.81

Dividend yield

15.66%17.26%3.77%3.00%1.76%1.21%7.55%9.97%7.79%16.57%3.36%6.99%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.07$0.00$0.00$0.00$0.07
2025$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$2.31$2.55
2024$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.30$0.56
2023$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.11$0.00$0.00$0.25$0.37
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the DFA Enhanced U.S. Large Company 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 Enhanced U.S. Large Company Portfolio was 55.54%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.54%Mar 2009
1y 4mo3y 5d
4y 5moOct 2007 - Mar 2012
Bear market2022
-49.14%Oct 2022
10mo 3d3y 16d
3y 10moDec 2021 - Oct 2025
Dot-com crash2000–2002
-46.65%Oct 2002
2y 6mo4y 18d
6y 7moMar 2000 - Oct 2006
COVID crash2020
-35.71%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018
-19.93%Dec 2018
3mo 4d3mo 12d
6mo 16dSep 2018 - Apr 2019

Drawdown Indicators


DFELXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.54%

-56.78%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-9.10%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

-18.90%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-49.14%

-25.43%

-23.71%

Max Drawdown (10Y)

Largest decline over 10 years

-49.14%

-33.92%

-15.22%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.70%

-10.72%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.97%

-0.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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