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.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
DFA Enhanced U.S. Large Company Portfolio (DFELX) returned 0.60% year-to-date (YTD) and 12.87% over the past 12 months. Over the past 10 years, DFELX returned 3.44% annually, underperforming the S&P 500 benchmark at 10.84%.
DFELX
0.60%
6.70%
-1.48%
12.87%
12.85%
5.11%
3.44%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
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% | -1.37% | -5.91% | -0.99% | 6.62% | 0.60% | |||||||
| 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% | 24.47% |
| 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% | -22.41% |
| 2021 | -1.13% | 2.82% | 4.37% | 5.38% | 0.71% | 2.18% | 2.48% | 2.98% | -4.86% | 6.43% | -0.65% | -27.33% | -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% | -2.77% | 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
The current rank of DFELX is 49, indicating average performance compared to other mutual funds on our website. Here’s 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.
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Dividends
Dividend History
DFA Enhanced U.S. Large Company Portfolio provided a 3.80% dividend yield over the last twelve months, with an annual payout of $0.57 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.57 | $0.56 | $0.37 | $0.18 | $5.84 | $1.14 | $1.37 | $0.89 | $2.26 | $0.45 | $0.82 | $1.75 |
Dividend yield | 3.80% | 3.77% | 2.99% | 1.76% | 43.87% | 7.54% | 9.98% | 7.79% | 17.44% | 3.59% | 7.14% | 14.37% |
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 | $0.06 | $0.00 | $0.00 | $0.06 | |||||||
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $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 | $5.84 | $5.84 |
| 2020 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.13 | $1.14 |
| 2019 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $1.24 | $1.37 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.75 | $0.89 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $2.16 | $2.26 |
| 2016 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.39 | $0.45 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 | $0.82 |
| 2014 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $1.69 | $1.75 |
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 58.50%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.
The current DFA Enhanced U.S. Large Company Portfolio drawdown is 13.33%.
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 chart below shows the rolling one-month volatility.
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