- ISIN
- US2332035953
- Issuer
- Dimensional
- Inception Date
- Feb 23, 2000
- Category
- Small Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
DFFVX Performance Chart
DFA U.S. Targeted Value Portfolio (DFFVX) is up 15.7% since the beginning of the year. DFFVX is currently trading at $43 per share. Investors who bought $1,000 worth of DFFVX shares 5 years ago would now be looking at an investment worth $1,647.
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Returns By Period
DFA U.S. Targeted Value Portfolio (DFFVX) has returned 15.73% so far this year and 33.02% over the past 12 months. Over the last ten years, DFFVX has returned 11.19% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA U.S. Targeted Value Portfolio
- 1D
- 0.88%
- 1M
- 2.28%
- YTD
- 15.73%
- 6M
- 13.55%
- 1Y
- 33.02%
- 3Y*
- 16.73%
- 5Y*
- 10.50%
- 10Y*
- 11.19%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFFVX Monthly Returns History
Based on dividend-adjusted daily data since Feb 23, 2000, DFFVX's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +19.5%, while the worst month was Mar 2020 at -27.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFFVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -13.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.54% | 2.87% | -3.79% | 7.54% | 0.12% | 1.94% | 15.73% | ||||||
| 2025 | 3.20% | -4.62% | -5.59% | -4.72% | 5.84% | 4.52% | 0.96% | 8.25% | -0.54% | -2.11% | 3.65% | 1.38% | 9.53% |
| 2024 | -3.20% | 2.66% | 5.30% | -6.07% | 5.28% | -2.87% | 9.78% | -2.00% | 0.19% | -1.41% | 10.81% | -7.60% | 9.34% |
| 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% | -0.27% | 31.53% |
Benchmark Metrics
DFA U.S. Targeted Value Portfolio has an annualized alpha of 4.63%, beta of 1.06, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since February 23, 2000.
- This fund captured 127.24% of S&P 500 Index gains and 105.14% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 4.63% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.06 and R2 of 0.74, 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
- 4.63%
- Beta
- 1.06
- R²
- 0.74
- Upside Capture
- 127.24%
- Downside Capture
- 105.14%
Expense Ratio
DFFVX has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFFVX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFFVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.78 | +0.65 |
| Martin ratioReturn relative to average drawdown | 11.17 | 12.44 | -1.27 |
Dividends
Dividend History
DFA U.S. Targeted Value Portfolio provided a 1.48% dividend yield over the last twelve months, with an annual payout of $0.63 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.63 | $0.62 | $0.48 | $0.72 | $1.42 | $0.83 | $0.36 | $0.89 | $1.18 | $1.28 | $0.95 | $1.15 |
Dividend yield | 1.48% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.15 | ||||||
| 2025 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.14 | $0.62 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.48 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.39 | $0.72 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $1.15 | $1.42 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.54 | $0.83 |
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 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 1.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -64.21%Mar 2009 | 1y 9mo | 1y 11mo | 3y 8moJun 2007 - Feb 2011 |
COVID crash2020 | -50.75%Mar 2020 | 1y 6mo | 9mo 19d | 2y 4moAug 2018 - Jan 2021 |
Dot-com crash2000–2002 | -36.14%Oct 2002 | 5mo 25d | 10mo 28d | 1y 4moApr 2002 - Sep 2003 |
2011 bear market2011 | -31.26%Oct 2011 | 5mo 4d | 11mo 17d | 1y 4moMay 2011 - Sep 2012 |
2025 selloff2025 | -26.09%Apr 2025 | 4mo 13d | 7mo 29d | 1y 7dNov 2024 - Dec 2025 |
Drawdown Indicators
| DFFVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -56.78% | -7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.70% | -9.10% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -26.09% | -18.90% | -7.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -25.43% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -50.75% | -33.92% | -16.83% |
Current DrawdownCurrent decline from peak | -1.59% | -1.80% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -9.69% | -10.71% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.03% | +0.95% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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