DFA U.S. Micro Cap Portfolio (DFSCX)
The fund, using a market capitalization weighted approach, purchases a broad and diverse group of the securities of U.S. micro cap companies. 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
US2332035045
Dec 23, 1981
$0
Small-Cap
Blend
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. Micro Cap 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. Micro Cap Portfolio had a return of 18.09% year-to-date (YTD) and 32.62% in the last 12 months. Over the past 10 years, DFA U.S. Micro Cap Portfolio had an annualized return of 9.41%, while the S&P 500 had an annualized return of 11.16%, indicating that DFA U.S. Micro Cap Portfolio did not perform as well as the benchmark.
DFSCX
18.09%
7.43%
15.57%
32.62%
12.93%
9.41%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of DFSCX, 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 | -3.42% | 4.10% | 3.42% | -5.72% | 5.45% | -1.85% | 10.44% | -1.78% | 0.61% | -2.01% | 18.09% | ||
| 2023 | 8.69% | -0.48% | -5.00% | -3.11% | -1.23% | 8.43% | 5.77% | -3.90% | -4.97% | -5.30% | 7.95% | 12.02% | 17.93% |
| 2022 | -6.48% | 1.63% | 0.38% | -7.87% | 1.74% | -8.06% | 9.77% | -3.08% | -9.01% | 12.57% | 3.56% | -5.70% | -12.49% |
| 2021 | 5.07% | 10.36% | 4.66% | 1.62% | 3.09% | -0.21% | -2.32% | 1.98% | -1.53% | 4.42% | -1.83% | 4.80% | 33.70% |
| 2020 | -5.44% | -10.09% | -23.24% | 13.32% | 4.44% | 2.78% | 2.92% | 4.76% | -4.62% | 3.47% | 16.44% | 8.39% | 6.61% |
| 2019 | 10.11% | 5.11% | -3.56% | 3.40% | -9.11% | 7.32% | 0.72% | -6.23% | 4.14% | 2.11% | 3.03% | 3.59% | 20.68% |
| 2018 | 2.04% | -4.31% | 1.71% | 0.82% | 5.94% | 1.40% | 2.20% | 3.77% | -2.44% | -10.40% | 0.55% | -11.83% | -11.60% |
| 2017 | -1.44% | 0.68% | 0.17% | 1.59% | -2.99% | 3.72% | 0.47% | -2.16% | 8.39% | 1.11% | 2.64% | -0.94% | 11.28% |
| 2016 | -6.80% | 1.10% | 7.08% | 1.08% | 1.07% | -0.17% | 5.02% | 1.59% | 0.72% | -3.53% | 13.19% | 0.04% | 20.79% |
| 2015 | -4.90% | 6.03% | 2.29% | -1.95% | 1.38% | 1.62% | -2.44% | -4.43% | -4.31% | 6.03% | 2.84% | -4.83% | -3.55% |
| 2014 | -4.43% | 4.21% | 0.97% | -3.41% | 0.10% | 4.34% | -5.84% | 4.54% | -5.70% | 6.52% | -0.75% | 3.37% | 2.92% |
| 2013 | 5.69% | 1.10% | 4.87% | -0.79% | 5.18% | 0.46% | 7.41% | -3.48% | 7.06% | 3.48% | 5.55% | 1.89% | 45.08% |
Expense Ratio
DFSCX features an expense ratio of 0.41%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFSCX is 39, 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. Micro Cap Portfolio (DFSCX) 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. Micro Cap Portfolio provided a 0.95% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.27 | $0.25 | $0.25 | $0.20 | $0.18 | $0.15 | $0.17 | $0.15 | $0.16 | $0.14 | $0.10 |
Dividend yield | 0.95% | 1.04% | 1.08% | 0.92% | 0.87% | 0.81% | 0.83% | 0.78% | 0.74% | 0.89% | 0.71% | 0.52% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA U.S. Micro Cap 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 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.21 | |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.27 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.25 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.25 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.20 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.18 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.15 |
| 2017 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.17 |
| 2016 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.15 |
| 2015 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.16 |
| 2014 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.14 |
| 2013 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.10 |
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. Micro Cap 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. Micro Cap Portfolio was 97.78%, occurring on Jan 15, 1991. The portfolio has not yet recovered.
The current DFA U.S. Micro Cap Portfolio drawdown is 44.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -97.78% | Jul 3, 1986 | 1148 | Jan 15, 1991 | — | — | — |
| -15.73% | Jan 27, 1984 | 224 | Dec 13, 1984 | 42 | Feb 13, 1985 | 266 |
| -7.97% | Jul 22, 1985 | 42 | Sep 18, 1985 | 47 | Nov 22, 1985 | 89 |
| -5.78% | Feb 14, 1985 | 54 | May 2, 1985 | 48 | Jul 11, 1985 | 102 |
| -5.7% | Dec 6, 1985 | 3 | Dec 10, 1985 | 41 | Feb 7, 1986 | 44 |
Volatility
Volatility Chart
The current DFA U.S. Micro Cap Portfolio volatility is 8.24%, 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.