- ISIN
- US2332038270
- Issuer
- Dimensional
- Inception Date
- Feb 19, 1993
- Category
- Large Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
DFLVX Performance Chart
DFA U.S. Large Cap Value Portfolio (DFLVX) is up 15.7% since the beginning of the year. DFLVX is currently trading at $65 per share. Investors who bought $1,000 worth of DFLVX shares 5 years ago would now be looking at an investment worth $1,780.
Loading charts...
Returns By Period
DFA U.S. Large Cap Value Portfolio (DFLVX) has returned 15.69% so far this year and 31.69% over the past 12 months. Over the last ten years, DFLVX has returned 11.97% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA U.S. Large Cap Value Portfolio
- 1D
- 0.11%
- 1M
- 1.88%
- YTD
- 15.69%
- 6M
- 14.91%
- 1Y
- 31.69%
- 3Y*
- 18.05%
- 5Y*
- 12.22%
- 10Y*
- 11.97%
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%
DFLVX Monthly Returns History
Based on dividend-adjusted daily data since Feb 18, 1993, DFLVX's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2009 with a return of +16.2%, while the worst month was Oct 2008 at -22.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFLVX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.72% | 3.26% | -3.75% | 6.39% | 3.40% | 1.04% | 15.69% | ||||||
| 2025 | 4.59% | 0.27% | -2.47% | -4.69% | 2.64% | 4.52% | 0.78% | 4.36% | 1.17% | 0.06% | 2.46% | 2.00% | 16.36% |
| 2024 | 0.67% | 3.86% | 6.35% | -4.44% | 2.85% | -1.26% | 5.00% | 1.30% | 0.56% | -0.67% | 6.30% | -7.48% | 12.76% |
| 2023 | 6.14% | -3.54% | -1.88% | 1.11% | -4.75% | 7.14% | 4.30% | -2.73% | -2.81% | -3.98% | 7.26% | 5.93% | 11.52% |
| 2022 | -1.69% | -0.51% | 1.88% | -5.75% | 4.39% | -10.68% | 6.29% | -2.83% | -8.66% | 12.93% | 5.87% | -4.62% | -5.81% |
| 2021 | 0.29% | 7.70% | 6.20% | 3.82% | 3.35% | -1.94% | -0.22% | 2.16% | -3.34% | 4.15% | -2.59% | 8.07% | 30.40% |
Benchmark Metrics
DFA U.S. Large Cap Value Portfolio has an annualized alpha of 1.72%, beta of 0.97, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since February 18, 1993.
- This fund captured 105.84% of S&P 500 Index gains and 100.01% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.97 and R2 of 0.83, 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
- 1.72%
- Beta
- 0.97
- R²
- 0.83
- Upside Capture
- 105.84%
- Downside Capture
- 100.01%
Expense Ratio
DFLVX has an expense ratio of 0.22%, which is considered low.
Return for Risk
Risk / Return Rank
DFLVX ranks 91 for risk / return — in the top 91% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) 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.
| DFLVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.37 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.56 | 2.78 | +2.78 |
| Martin ratioReturn relative to average drawdown | 20.19 | 12.44 | +7.76 |
Dividends
Dividend History
DFA U.S. Large Cap Value Portfolio provided a 1.46% dividend yield over the last twelve months, with an annual payout of $0.95 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.95 | $0.97 | $0.92 | $1.63 | $1.89 | $2.72 | $0.74 | $1.56 | $2.52 | $2.37 | $1.32 | $2.01 |
Dividend yield | 1.46% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA U.S. Large Cap 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 | $0.23 | $0.00 | $0.00 | $0.00 | $0.23 | ||||||
| 2025 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.20 | $0.97 |
| 2024 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.21 | $0.92 |
| 2023 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.94 | $1.63 |
| 2022 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $1.22 | $1.89 |
| 2021 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $2.16 | $2.72 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA U.S. Large Cap 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. Large Cap Value Portfolio was 65.65%, occurring on Mar 9, 2009. Recovery took 973 trading sessions.
The current DFA U.S. Large Cap Value Portfolio drawdown is 1.26%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -65.65%Mar 2009 | 1y 9mo | 3y 10mo | 5y 7moJun 2007 - Jan 2013 |
COVID crash2020 | -41.79%Mar 2020 | 2mo 2d | 9mo 19d | 11mo 21dJan 2020 - Jan 2021 |
Dot-com crash2000–2002 | -33.69%Oct 2002 | 1y 4mo | 1y 2mo | 2y 6moMay 2001 - Dec 2003 |
1998 bear market1998 | -27.59%Oct 1998 | 5mo 25d | 6mo 9d | 12mo 4dApr 1998 - Apr 1999 |
Dot-com crash2000–2002 | -25.55%Mar 2000 | 9mo 28d | 10mo 24d | 1y 8moMay 1999 - Jan 2001 |
Drawdown Indicators
| DFLVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -56.78% | -8.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.86% | -9.10% | +3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -16.64% | -18.90% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -25.43% | +5.60% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -33.92% | -7.87% |
Current DrawdownCurrent decline from peak | -1.26% | -1.80% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -8.46% | -10.71% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.03% | -0.42% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DFLVX
Add DFA U.S. Large Cap Value Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with DFLVX