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DFA U.S. Large Cap Value Portfolio (DFLVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS2332038270
IssuerDimensional Fund Advisors LP
Inception DateFeb 19, 1993
CategoryLarge Cap Value Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

DFLVX has an expense ratio of 0.22%, which is considered low compared to other funds.


Expense ratio chart for DFLVX: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: DFLVX vs. FIOOX, DFLVX vs. VTV, DFLVX vs. AVLV, DFLVX vs. MEIIX, DFLVX vs. SCHD, DFLVX vs. FNDX, DFLVX vs. SPYV, DFLVX vs. DISVX, DFLVX vs. DODGX, DFLVX vs. FSPSX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DFA U.S. Large Cap 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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.54%
10.58%
DFLVX (DFA U.S. Large Cap Value Portfolio)
Benchmark (^GSPC)

Returns By Period

DFA U.S. Large Cap Value Portfolio had a return of 14.69% year-to-date (YTD) and 25.58% in the last 12 months. Over the past 10 years, DFA U.S. Large Cap Value Portfolio had an annualized return of 8.97%, while the S&P 500 had an annualized return of 10.92%, indicating that DFA U.S. Large Cap Value Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date14.69%19.77%
1 month-1.02%-0.67%
6 months7.37%10.27%
1 year25.58%31.07%
5 years (annualized)9.80%13.22%
10 years (annualized)8.97%10.92%

Monthly Returns

The table below presents the monthly returns of DFLVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.67%3.86%6.35%-4.44%2.85%-1.26%5.00%1.30%0.56%-0.67%14.69%
20236.14%-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%
20210.29%7.70%6.20%3.82%3.35%-1.94%-0.22%2.16%-3.34%4.15%-2.59%6.17%28.10%
2020-4.11%-10.57%-20.13%13.09%3.83%-0.84%3.16%4.43%-2.35%-1.26%15.80%3.65%-0.58%
20198.65%2.49%-0.50%3.44%-7.75%8.04%1.05%-4.11%3.94%2.12%3.91%2.79%25.46%
20185.14%-4.96%-2.28%0.16%0.92%-0.70%4.13%1.44%0.07%-6.36%2.33%-11.03%-11.68%
20171.45%3.01%-0.93%0.66%-0.11%1.65%1.68%-0.94%3.85%1.44%3.55%2.36%19.03%
2016-6.81%0.17%7.26%2.71%1.33%-0.09%3.44%1.16%0.48%-1.72%7.85%2.50%18.92%
2015-4.97%7.06%-1.92%2.04%1.07%-1.62%-0.26%-6.08%-3.24%8.16%0.36%-3.07%-3.44%
2014-3.95%3.36%2.34%0.66%2.17%2.72%-0.74%3.17%-2.49%0.78%1.16%0.74%10.06%
20136.94%1.27%4.81%1.00%4.13%-1.15%6.00%-2.99%2.96%5.05%4.17%2.64%40.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DFLVX is 61, 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.


The Risk-Adjusted Performance Rank of DFLVX is 6161
Combined Rank
The Sharpe Ratio Rank of DFLVX is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of DFLVX is 5757Sortino Ratio Rank
The Omega Ratio Rank of DFLVX is 5151Omega Ratio Rank
The Calmar Ratio Rank of DFLVX is 8484Calmar Ratio Rank
The Martin Ratio Rank of DFLVX is 5555Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DFLVX
Sharpe ratio
The chart of Sharpe ratio for DFLVX, currently valued at 2.53, compared to the broader market0.002.004.002.53
Sortino ratio
The chart of Sortino ratio for DFLVX, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for DFLVX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for DFLVX, currently valued at 3.28, compared to the broader market0.005.0010.0015.0020.003.28
Martin ratio
The chart of Martin ratio for DFLVX, currently valued at 14.11, compared to the broader market0.0020.0040.0060.0080.0014.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.0017.04

Sharpe Ratio

The current DFA U.S. Large Cap Value Portfolio Sharpe ratio is 2.53. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DFA U.S. Large Cap Value Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.53
2.88
DFLVX (DFA U.S. Large Cap Value Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

DFA U.S. Large Cap Value Portfolio provided a 3.28% dividend yield over the last twelve months, with an annual payout of $1.65 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.65$1.63$1.89$1.93$0.74$1.56$2.52$2.54$1.49$2.01$0.78$0.46

Dividend yield

3.28%3.65%4.56%4.19%1.97%4.04%7.83%6.49%4.24%6.52%2.28%1.44%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.23$0.00$0.00$0.24$0.00$0.00$0.24$0.00$0.00$0.72
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$1.38$1.93
2020$0.00$0.00$0.20$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.16$0.74
2019$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.22$0.00$0.00$0.96$1.56
2018$0.00$0.00$0.17$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.00$1.96$2.52
2017$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.21$0.00$0.00$2.00$2.54
2016$0.00$0.00$0.18$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.99$1.49
2015$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$1.54$2.01
2014$0.00$0.00$0.11$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.38$0.78
2013$0.08$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.15$0.46

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.87%
-2.32%
DFLVX (DFA U.S. Large Cap Value Portfolio)
Benchmark (^GSPC)

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 972 trading sessions.

The current DFA U.S. Large Cap Value Portfolio drawdown is 2.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.65%Jun 5, 2007442Mar 9, 2009972Jan 17, 20131414
-41.79%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-41.78%May 14, 1999858Oct 9, 2002521Nov 4, 20041379
-27.59%Apr 16, 1998126Oct 8, 1998143Apr 27, 1999269
-22.63%Jan 29, 2018229Dec 24, 2018220Nov 7, 2019449

Volatility

Volatility Chart

The current DFA U.S. Large Cap Value Portfolio volatility is 2.97%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.97%
3.23%
DFLVX (DFA U.S. Large Cap Value Portfolio)
Benchmark (^GSPC)