DFA U.S. Small Cap Value Portfolio I (DFSVX)
Fund Info
US2332038197
233203819
Mar 2, 1993
North America (U.S.)
$0
Small-Cap
Value
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 Value Portfolio I, 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 Value Portfolio I had a return of 14.54% year-to-date (YTD) and 28.01% in the last 12 months. Over the past 10 years, DFA U.S. Small Cap Value Portfolio I had an annualized return of 9.32%, while the S&P 500 had an annualized return of 11.16%, indicating that DFA U.S. Small Cap Value Portfolio I did not perform as well as the benchmark.
DFSVX
14.54%
2.85%
8.92%
28.01%
14.54%
9.32%
^GSPC (Benchmark)
23.62%
0.54%
11.19%
30.63%
13.61%
11.16%
Monthly Returns
The table below presents the monthly returns of DFSVX, 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 | -2.80% | 2.59% | 5.29% | -5.85% | 5.42% | -2.42% | 10.19% | -1.99% | -0.35% | -1.48% | 14.54% | ||
| 2023 | 8.63% | -0.94% | -7.13% | -1.84% | -3.54% | 10.38% | 6.83% | -3.06% | -4.24% | -4.85% | 8.45% | 11.36% | 19.02% |
| 2022 | -2.90% | 2.04% | 0.85% | -5.74% | 3.91% | -10.80% | 9.93% | -2.17% | -9.43% | 14.66% | 5.12% | -5.90% | -3.57% |
| 2021 | 5.61% | 12.16% | 6.81% | 2.28% | 4.61% | -2.79% | -2.08% | 2.20% | -0.83% | 3.83% | -2.31% | 5.69% | 39.97% |
| 2020 | -6.88% | -10.79% | -26.59% | 15.81% | 2.85% | 2.66% | 3.21% | 5.58% | -5.14% | 3.95% | 17.89% | 8.24% | 2.24% |
| 2019 | 12.00% | 3.27% | -3.66% | 4.04% | -11.52% | 7.77% | 0.39% | -8.00% | 5.96% | 1.83% | 3.17% | 3.94% | 18.15% |
| 2018 | 1.50% | -4.68% | 0.93% | 1.32% | 6.29% | 0.06% | 1.61% | 2.84% | -3.19% | -9.41% | 0.91% | -12.79% | -15.13% |
| 2017 | -0.53% | 0.32% | -1.14% | 0.46% | -3.51% | 2.59% | 0.77% | -2.55% | 7.92% | 0.96% | 2.12% | 0.12% | 7.31% |
| 2016 | -7.18% | 1.17% | 8.77% | 1.80% | 0.47% | -1.15% | 4.85% | 1.73% | 1.21% | -3.14% | 14.87% | 3.45% | 28.32% |
| 2015 | -4.95% | 5.90% | 1.77% | -1.34% | 1.36% | 0.05% | -3.67% | -4.04% | -4.51% | 5.28% | 3.17% | -6.16% | -7.77% |
| 2014 | -5.14% | 5.45% | 1.21% | -1.93% | 0.82% | 4.44% | -5.76% | 5.83% | -6.98% | 4.61% | -0.28% | 2.29% | 3.50% |
| 2013 | 6.56% | 1.75% | 4.91% | -1.11% | 5.39% | -0.70% | 7.33% | -4.17% | 5.24% | 3.51% | 5.08% | 2.73% | 42.40% |
Expense Ratio
DFSVX features an expense ratio of 0.30%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFSVX is 44, 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. Small Cap Value Portfolio I (DFSVX) 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 Value Portfolio I provided a 3.28% dividend yield over the last twelve months, with an annual payout of $1.67 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.67 | $1.65 | $2.66 | $4.52 | $0.68 | $0.97 | $2.26 | $2.13 | $1.69 | $1.78 | $1.58 | $1.80 |
Dividend yield | 3.28% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA U.S. Small Cap Value Portfolio I. 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 | $0.16 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.53 | |
| 2023 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $1.14 | $1.65 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $2.31 | $2.66 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $4.19 | $4.52 |
| 2020 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.45 | $0.68 |
| 2019 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.71 | $0.97 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $2.06 | $2.26 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $1.97 | $2.13 |
| 2016 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $1.53 | $1.69 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $1.54 | $1.78 |
| 2014 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $1.47 | $1.58 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $1.71 | $1.80 |
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. Small Cap Value Portfolio I. 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 Value Portfolio I was 66.70%, occurring on Mar 9, 2009. Recovery took 952 trading sessions.
The current DFA U.S. Small Cap Value Portfolio I drawdown is 3.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.7% | Jun 5, 2007 | 442 | Mar 9, 2009 | 952 | Dec 18, 2012 | 1394 |
| -52.12% | Aug 28, 2018 | 394 | Mar 23, 2020 | 201 | Jan 7, 2021 | 595 |
| -36.9% | Apr 23, 1998 | 121 | Oct 8, 1998 | 362 | Mar 1, 2000 | 483 |
| -34.22% | May 6, 2002 | 109 | Oct 9, 2002 | 215 | Aug 19, 2003 | 324 |
| -25.05% | Jun 24, 2015 | 161 | Feb 11, 2016 | 190 | Nov 10, 2016 | 351 |
Volatility
Volatility Chart
The current DFA U.S. Small Cap Value Portfolio I 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.