DFA Enhanced U.S. Large Company Portfolio (DFELX)
The fund seeks to outperform the S&P 500 Index primarily through investment in S&P 500 Index futures and short-term fixed income obligations. Under normal circumstances, it will invest at least 80% of its net assets in short-term fixed income obligations that are overlaid by futures, swaps and other derivatives of the S&P 500 Index to create exposure to the performance of large U.S. companies or in securities of large U.S. companies directly.
Fund Info
US2332036373
Jul 2, 1996
$0
Large-Cap
Blend
Expense Ratio
DFELX has an expense ratio of 0.15%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Enhanced U.S. Large Company 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 Enhanced U.S. Large Company Portfolio had a return of 4.02% year-to-date (YTD) and 23.33% in the last 12 months. Over the past 10 years, DFA Enhanced U.S. Large Company Portfolio had an annualized return of 3.88%, while the S&P 500 had an annualized return of 11.26%, indicating that DFA Enhanced U.S. Large Company Portfolio did not perform as well as the benchmark.
DFELX
4.02%
2.04%
9.35%
23.33%
3.56%
3.88%
^GSPC (Benchmark)
3.96%
1.97%
9.03%
22.16%
12.60%
11.26%
Monthly Returns
The table below presents the monthly returns of DFELX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.68% | 4.02% | |||||||||||
| 2024 | 1.53% | 5.30% | 3.32% | -4.16% | 5.10% | 3.59% | 1.12% | 2.43% | 2.08% | -0.94% | 6.03% | -2.75% | 24.48% |
| 2023 | 6.90% | -3.04% | 4.00% | 1.65% | 0.18% | 6.31% | 3.47% | -1.72% | -5.05% | -2.21% | 9.49% | 4.90% | 26.56% |
| 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% | -22.40% |
| 2021 | -1.13% | 2.82% | 4.37% | 5.38% | 0.71% | 2.18% | 2.48% | 2.98% | -4.86% | 6.43% | -0.65% | -27.33% | -11.23% |
| 2020 | 0.07% | -8.39% | -14.03% | 13.72% | 5.38% | 2.32% | 5.82% | 7.29% | -3.93% | -2.56% | 11.17% | -2.76% | 11.02% |
| 2019 | 8.53% | 3.16% | 2.30% | 4.15% | -6.35% | 7.17% | 1.55% | -1.60% | 1.89% | 2.11% | 3.71% | -5.13% | 22.47% |
| 2018 | 5.41% | -3.96% | -2.70% | 0.16% | 2.59% | 0.46% | 3.67% | 3.39% | 0.45% | -7.06% | 2.00% | -13.21% | -9.94% |
| 2017 | 1.92% | 3.92% | 0.20% | 1.13% | 1.49% | 0.50% | 2.28% | 0.29% | 1.81% | 2.32% | 2.82% | -12.78% | 4.91% |
| 2016 | -4.77% | -0.00% | 7.12% | 0.51% | 1.70% | 0.46% | 3.74% | 0.00% | -0.01% | -1.85% | 3.52% | -0.81% | 9.51% |
| 2015 | -2.71% | 5.56% | -1.44% | 0.89% | 1.36% | -2.12% | 2.19% | -6.26% | -2.37% | 8.57% | 0.16% | -8.15% | -5.35% |
| 2014 | -3.32% | 4.53% | 0.77% | 0.80% | 2.45% | 1.92% | -1.44% | 4.08% | -1.34% | 2.48% | 2.86% | -12.88% | -0.39% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 79, DFELX is among the top 21% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Enhanced U.S. Large Company Portfolio (DFELX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Enhanced U.S. Large Company Portfolio provided a 3.55% dividend yield over the last twelve months, with an annual payout of $0.55 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.55 | $0.55 | $0.37 | $0.18 | $0.11 | $0.14 | $0.23 | $0.31 | $0.21 | $0.09 | $0.03 | $0.10 |
Dividend yield | 3.55% | 3.69% | 2.99% | 1.76% | 0.82% | 0.94% | 1.66% | 2.76% | 1.65% | 0.74% | 0.26% | 0.81% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.29 | $0.55 |
| 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 | $0.11 | $0.11 |
| 2020 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.14 |
| 2019 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.10 | $0.23 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.18 | $0.31 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.11 | $0.21 |
| 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 | $0.09 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.03 |
| 2014 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.10 |
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 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 58.50%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.
The current DFA Enhanced U.S. Large Company Portfolio drawdown is 10.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.5% | Oct 15, 2007 | 351 | Mar 9, 2009 | 888 | Sep 14, 2012 | 1239 |
| -50.26% | Mar 27, 2000 | 634 | Oct 9, 2002 | 1137 | Apr 20, 2007 | 1771 |
| -49.28% | Dec 13, 2021 | 210 | Oct 12, 2022 | — | — | — |
| -36.89% | Dec 17, 2019 | 66 | Mar 23, 2020 | 107 | Aug 24, 2020 | 173 |
| -27.28% | Dec 14, 2017 | 258 | Dec 24, 2018 | 232 | Nov 25, 2019 | 490 |
Volatility
Volatility Chart
The current DFA Enhanced U.S. Large Company Portfolio volatility is 3.15%, 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.