DFA U.S. Targeted Value Portfolio (DFFVX)
The fund purchases a broad and diverse group of the readily marketable securities of U.S. small and mid cap companies that the advisor determines to be value stocks with higher profitability. It may purchase or sell futures contracts and options on futures contracts for 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 fund.
Fund Info
US2332035953
Feb 23, 2000
$0
Small-Cap
Value
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA U.S. Targeted Value 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 U.S. Targeted Value Portfolio had a return of 15.67% year-to-date (YTD) and 29.94% in the last 12 months. Over the past 10 years, DFA U.S. Targeted Value Portfolio had an annualized return of 9.74%, while the S&P 500 had an annualized return of 11.16%, indicating that DFA U.S. Targeted Value Portfolio did not perform as well as the benchmark.
DFFVX
15.67%
7.23%
13.59%
29.94%
14.83%
9.74%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of DFFVX, 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 | -3.20% | 2.66% | 5.30% | -6.07% | 5.28% | -2.87% | 9.78% | -2.00% | 0.19% | -1.41% | 15.67% | ||
| 2023 | 9.20% | -1.04% | -6.58% | -2.25% | -2.97% | 10.27% | 7.11% | -3.19% | -4.73% | -5.21% | 8.07% | 11.71% | 19.37% |
| 2022 | -3.11% | 2.46% | 0.62% | -5.85% | 4.02% | -11.05% | 9.84% | -2.30% | -9.32% | 13.51% | 5.39% | -5.87% | -4.66% |
| 2021 | 4.62% | 12.03% | 6.74% | 2.89% | 4.00% | -2.62% | -1.83% | 2.47% | -1.13% | 4.36% | -2.53% | 5.32% | 38.90% |
| 2020 | -6.17% | -10.99% | -27.18% | 15.91% | 3.63% | 2.88% | 3.24% | 5.56% | -4.56% | 3.86% | 18.58% | 7.80% | 3.78% |
| 2019 | 11.90% | 3.79% | -3.44% | 4.78% | -10.76% | 7.97% | 0.72% | -7.44% | 5.99% | 1.64% | 2.91% | 3.84% | 21.51% |
| 2018 | 2.05% | -4.72% | 0.60% | 0.95% | 5.05% | -0.01% | 1.98% | 2.44% | -2.84% | -9.84% | 1.58% | -12.65% | -15.79% |
| 2017 | 0.17% | 1.00% | -0.90% | -0.54% | -3.35% | 3.38% | 0.92% | -2.79% | 7.29% | 0.72% | 3.14% | 0.67% | 9.67% |
| 2016 | -6.78% | 1.41% | 8.49% | 2.08% | 0.68% | -1.33% | 4.95% | 1.49% | 0.94% | -2.92% | 13.69% | 2.84% | 26.90% |
| 2015 | -4.33% | 7.17% | 1.35% | -1.00% | 1.45% | -0.39% | -2.57% | -4.07% | -4.88% | 6.15% | 2.37% | -6.08% | -5.68% |
| 2014 | -4.74% | 5.16% | 1.99% | -1.81% | 0.96% | 4.23% | -4.97% | 5.09% | -5.99% | 3.12% | -0.52% | 1.22% | 2.93% |
| 2013 | 6.82% | 1.71% | 4.87% | -0.98% | 4.95% | -0.71% | 7.02% | -3.70% | 5.59% | 4.29% | 4.47% | 2.62% | 43.03% |
Expense Ratio
DFFVX features an expense ratio of 0.29%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFFVX is 48, 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 U.S. Targeted Value Portfolio (DFFVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA U.S. Targeted Value Portfolio provided a 1.33% dividend yield over the last twelve months, with an annual payout of $0.49 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.49 | $0.46 | $0.38 | $0.43 | $0.36 | $0.31 | $0.25 | $0.30 | $0.24 | $0.27 | $0.22 | $0.15 |
Dividend yield | 1.33% | 1.44% | 1.38% | 1.41% | 1.52% | 1.35% | 1.24% | 1.20% | 1.00% | 1.36% | 0.97% | 0.64% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA U.S. Targeted Value 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 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.36 | |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.46 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.38 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.43 |
| 2020 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.36 |
| 2019 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.31 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.25 |
| 2017 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.30 |
| 2016 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.24 |
| 2015 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.27 |
| 2014 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.10 | $0.22 |
| 2013 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.15 |
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 U.S. Targeted Value 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 U.S. Targeted Value Portfolio was 64.21%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.
The current DFA U.S. Targeted Value Portfolio drawdown is 1.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.21% | Jun 5, 2007 | 442 | Mar 9, 2009 | 491 | Feb 16, 2011 | 933 |
| -50.75% | Aug 30, 2018 | 392 | Mar 23, 2020 | 200 | Jan 6, 2021 | 592 |
| -36.14% | Apr 17, 2002 | 122 | Oct 9, 2002 | 224 | Sep 2, 2003 | 346 |
| -31.26% | May 2, 2011 | 108 | Oct 3, 2011 | 239 | Sep 14, 2012 | 347 |
| -23.91% | Jun 24, 2015 | 161 | Feb 11, 2016 | 190 | Nov 10, 2016 | 351 |
Volatility
Volatility Chart
The current DFA U.S. Targeted Value Portfolio volatility is 7.81%, 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.