DFA International Value Portfolio (DFIVX)
The investment seeks long-term capital appreciation. The DFA International Value Portfolio is a feeder portfolio and pursues its objective by investing substantially all of its assets in its corresponding master fund, the DFA International Value Series (the DFA International Value Series or the Series) of the DFA Investment Trust Company (the "Trust"), which has the same investment objective and policies as the portfolio. The advisor intends to purchase securities of large companies associated with developed market countries that the advisor has designated as approved markets.
Fund Info
| ISIN | US25434D2036 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Feb 14, 1994 |
| Category | Foreign Large Cap Equities |
| Min. Investment | $0 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
DFIVX features an expense ratio of 0.30%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA International 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 International Value Portfolio had a return of 10.88% year-to-date (YTD) and 17.46% in the last 12 months. Over the past 10 years, DFA International Value Portfolio had an annualized return of 5.02%, while the S&P 500 had an annualized return of 10.67%, indicating that DFA International Value Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.88% | 15.38% |
| 1 month | 7.76% | 5.03% |
| 6 months | 6.47% | 6.71% |
| 1 year | 17.46% | 23.24% |
| 5 years (annualized) | 10.11% | 13.10% |
| 10 years (annualized) | 5.02% | 10.67% |
Monthly Returns
The table below presents the monthly returns of DFIVX, 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 | -1.30% | 2.68% | 5.53% | -1.64% | 5.09% | -3.76% | 3.87% | 1.93% | 10.88% | ||||
| 2023 | 8.61% | -1.60% | -0.68% | 3.35% | -5.45% | 6.43% | 4.69% | -3.19% | -1.10% | -4.72% | 6.71% | 4.75% | 17.83% |
| 2022 | 3.65% | -2.11% | 0.56% | -5.33% | 4.87% | -10.97% | 2.77% | -3.50% | -9.54% | 7.50% | 12.23% | -1.15% | -3.51% |
| 2021 | -0.65% | 7.22% | 4.90% | 1.54% | 5.33% | -2.61% | -0.72% | 0.78% | -0.54% | 3.56% | -6.36% | 5.70% | 18.72% |
| 2020 | -5.64% | -8.31% | -21.38% | 6.63% | 4.43% | 3.66% | -0.29% | 6.86% | -4.27% | -2.87% | 19.20% | 5.55% | -2.13% |
| 2019 | 7.85% | 1.69% | -1.10% | 3.25% | -7.53% | 6.29% | -3.27% | -4.10% | 5.08% | 3.37% | 1.05% | 3.22% | 15.67% |
| 2018 | 5.86% | -5.62% | -1.23% | 2.68% | -3.62% | -2.28% | 3.18% | -3.53% | 1.76% | -8.42% | -0.73% | -6.10% | -17.49% |
| 2017 | 4.30% | -0.69% | 2.26% | 1.41% | 1.73% | 1.05% | 4.68% | -0.10% | 3.57% | 1.79% | 0.95% | 2.60% | 26.08% |
| 2016 | -7.86% | -3.18% | 7.55% | 4.83% | -1.87% | -3.63% | 4.50% | 2.64% | 1.16% | 1.24% | 0.49% | 3.29% | 8.45% |
| 2015 | -0.68% | 7.13% | -2.13% | 5.50% | 0.05% | -2.91% | -0.97% | -7.48% | -6.83% | 7.63% | -1.30% | -3.17% | -6.30% |
| 2014 | -3.68% | 5.71% | -0.73% | 1.67% | 1.10% | 1.20% | -2.23% | -0.00% | -4.38% | -1.70% | 0.00% | -3.74% | -6.99% |
| 2013 | 4.64% | -2.99% | 0.29% | 4.92% | -1.24% | -3.52% | 6.83% | -0.74% | 7.55% | 3.46% | 0.36% | 2.17% | 23.12% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFIVX 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 International Value Portfolio (DFIVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA International Value Portfolio granted a 3.82% dividend yield in the last twelve months. The annual payout for that period amounted to $0.83 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.83 | $0.88 | $0.67 | $0.86 | $0.41 | $0.66 | $1.05 | $0.58 | $0.56 | $0.55 | $0.86 | $0.54 |
Dividend yield | 3.82% | 4.40% | 3.78% | 4.48% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% | 4.89% | 2.71% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA International 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 | $0.04 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.38 | |||
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.29 | $0.88 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.67 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.42 | $0.86 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.41 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.19 | $0.66 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.62 | $1.05 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.16 | $0.58 |
| 2016 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.16 | $0.56 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.14 | $0.55 |
| 2014 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 | $0.86 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.54 |
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 International 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 International Value Portfolio was 65.67%, occurring on Mar 9, 2009. Recovery took 1328 trading sessions.
The current DFA International Value Portfolio drawdown is 1.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.67% | Nov 1, 2007 | 338 | Mar 9, 2009 | 1328 | Jun 18, 2014 | 1666 |
| -48.11% | Jan 29, 2018 | 541 | Mar 23, 2020 | 283 | May 6, 2021 | 824 |
| -36.97% | Jul 12, 2000 | 561 | Oct 9, 2002 | 287 | Dec 1, 2003 | 848 |
| -31.46% | Jul 7, 2014 | 405 | Feb 11, 2016 | 357 | Jul 13, 2017 | 762 |
| -25.89% | Jul 21, 1998 | 55 | Oct 5, 1998 | 203 | Jul 15, 1999 | 258 |
Volatility
Volatility Chart
The current DFA International Value Portfolio volatility is 3.77%, 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.