DFA U.S. Small Cap Portfolio (DFSTX)
The fund, using a market capitalization weighted approach, purchases a broad and diverse group of readily marketable securities of U.S. small cap companies. A company's market capitalization is the number of its shares outstanding times its price per share. In general, the higher the relative market capitalization of the U.S. small cap company, the greater its representation in the Portfolio.
Fund Info
| ISIN | US2332038437 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Mar 19, 1992 |
| Category | Small Cap Blend Equities |
| Min. Investment | $0 |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Blend |
Expense Ratio
DFSTX has a high expense ratio of 0.27%, indicating higher-than-average management fees.
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. Small 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. Small Cap Portfolio had a return of -1.06% year-to-date (YTD) and 15.35% in the last 12 months. Over the past 10 years, DFA U.S. Small Cap Portfolio had an annualized return of 8.20%, while the S&P 500 had an annualized return of 10.37%, indicating that DFA U.S. Small Cap Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -1.06% | 5.57% |
| 1 month | -5.83% | -4.16% |
| 6 months | 19.17% | 20.07% |
| 1 year | 15.35% | 20.82% |
| 5 years (annualized) | 8.88% | 11.56% |
| 10 years (annualized) | 8.20% | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.13% | 4.40% | 3.89% | |||||||||
| 2023 | -5.62% | 8.59% | 10.91% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFSTX is 41, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
DFA U.S. Small Cap Portfolio(DFSTX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA U.S. Small Cap Portfolio (DFSTX) 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. Small Cap Portfolio granted a 2.47% dividend yield in the last twelve months. The annual payout for that period amounted to $1.08 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.08 | $1.09 | $2.00 | $3.01 | $0.41 | $1.16 | $1.54 | $1.77 | $1.16 | $1.80 | $1.16 | $1.16 |
Dividend yield | 2.47% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.92% | 3.42% | 6.33% | 3.73% | 3.75% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA U.S. Small 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.11 | |||||||||
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.72 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $1.70 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $2.69 |
| 2020 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.18 |
| 2019 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.90 |
| 2018 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $1.29 |
| 2017 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $1.53 |
| 2016 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.94 |
| 2015 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $1.58 |
| 2014 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $1.01 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $1.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA U.S. Small 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. Small Cap Portfolio was 60.99%, occurring on Mar 9, 2009. Recovery took 445 trading sessions.
The current DFA U.S. Small Cap Portfolio drawdown is 5.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.99% | Jul 16, 2007 | 415 | Mar 9, 2009 | 445 | Dec 10, 2010 | 860 |
| -44.78% | Sep 4, 2018 | 390 | Mar 23, 2020 | 172 | Nov 24, 2020 | 562 |
| -41.12% | Oct 14, 1997 | 258 | Oct 8, 1998 | 361 | Feb 29, 2000 | 619 |
| -37.97% | Mar 10, 2000 | 645 | Oct 9, 2002 | 226 | Sep 4, 2003 | 871 |
| -28.65% | Jul 8, 2011 | 61 | Oct 3, 2011 | 234 | Sep 7, 2012 | 295 |
Volatility
Volatility Chart
The current DFA U.S. Small Cap Portfolio volatility is 4.85%, 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.