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

Fund Info

ISIN

US25434D8074

Issuer

Dimensional Fund Advisors LP

Inception Date

Feb 2, 1995

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

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:
DFUVX vs. DFAT DFUVX vs. DURPX DFUVX vs. SPYV DFUVX vs. AVUV DFUVX vs. FXAIX DFUVX vs. VVIAX DFUVX vs. AVLV DFUVX vs. VOE DFUVX vs. DFUS DFUVX vs. DFLVX
Popular comparisons:
DFUVX vs. DFAT DFUVX vs. DURPX DFUVX vs. SPYV DFUVX vs. AVUV DFUVX vs. FXAIX DFUVX vs. VVIAX DFUVX vs. AVLV DFUVX vs. VOE DFUVX vs. DFUS DFUVX vs. DFLVX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DFA U.S. Large Cap Value III 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
12.59%
13.49%
DFUVX (DFA U.S. Large Cap Value III Portfolio)
Benchmark (^GSPC)

Returns By Period

DFA U.S. Large Cap Value III Portfolio had a return of 21.68% year-to-date (YTD) and 30.30% in the last 12 months. Over the past 10 years, DFA U.S. Large Cap Value III Portfolio had an annualized return of 9.67%, while the S&P 500 had an annualized return of 11.31%, indicating that DFA U.S. Large Cap Value III Portfolio did not perform as well as the benchmark.


DFUVX

YTD

21.68%

1M

5.25%

6M

12.58%

1Y

30.30%

5Y (annualized)

10.84%

10Y (annualized)

9.67%

^GSPC (Benchmark)

YTD

26.24%

1M

3.68%

6M

13.49%

1Y

32.33%

5Y (annualized)

13.85%

10Y (annualized)

11.31%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.66%3.89%6.34%-4.42%2.84%-1.24%5.01%1.31%0.58%-0.68%21.68%
20236.15%-3.54%-1.87%1.14%-4.77%7.16%4.31%-2.72%-2.80%-3.99%7.28%5.97%11.65%
2022-1.67%-0.50%1.88%-5.75%4.39%-10.66%6.28%-2.81%-8.63%12.91%5.86%-4.61%-5.73%
20210.32%7.73%6.21%3.81%3.37%-1.92%-0.23%2.18%-3.37%4.18%-2.59%6.17%28.22%
2020-4.07%-10.56%-20.11%13.04%3.89%-0.84%3.17%4.44%-2.32%-1.26%15.78%3.66%-0.45%
20198.70%2.49%-0.49%3.45%-7.71%7.99%1.05%-4.09%3.95%2.15%3.92%2.77%25.62%
20185.15%-4.97%-2.24%0.15%0.95%-0.71%4.16%1.43%0.10%-6.35%2.32%-11.02%-11.58%
20171.42%3.04%-0.92%0.67%-0.08%1.64%1.70%-0.91%3.86%1.45%3.55%2.40%19.20%
2016-6.81%0.20%7.29%2.71%1.34%-0.09%3.42%1.20%0.46%-1.70%7.86%2.56%19.12%
2015-4.95%7.07%-1.88%2.02%1.13%-1.61%-0.29%-6.05%-3.23%8.19%0.38%-3.05%-3.28%
2014-3.97%3.38%2.36%0.67%2.19%2.73%-0.75%3.19%-2.47%0.76%1.19%0.73%10.16%
20137.02%1.28%4.78%1.06%4.09%-1.11%5.99%-2.94%2.92%5.08%4.18%2.68%40.60%

Expense Ratio

DFUVX has an expense ratio of 0.14%, which is considered low compared to other funds.


Expense ratio chart for DFUVX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DFUVX is 81, placing it in the top 19% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DFUVX is 8181
Overall Rank
The Sharpe Ratio Rank of DFUVX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of DFUVX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DFUVX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DFUVX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of DFUVX is 7676
Martin 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 III Portfolio (DFUVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DFUVX, currently valued at 2.52, compared to the broader market-1.000.001.002.003.004.005.002.522.64
The chart of Sortino ratio for DFUVX, currently valued at 3.59, compared to the broader market0.005.0010.003.593.51
The chart of Omega ratio for DFUVX, currently valued at 1.45, compared to the broader market1.002.003.004.001.451.49
The chart of Calmar ratio for DFUVX, currently valued at 4.91, compared to the broader market0.005.0010.0015.0020.004.913.81
The chart of Martin ratio for DFUVX, currently valued at 14.42, compared to the broader market0.0020.0040.0060.0080.0014.4216.91
DFUVX
^GSPC

The current DFA U.S. Large Cap Value III Portfolio Sharpe ratio is 2.52. 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 III 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
2.52
2.64
DFUVX (DFA U.S. Large Cap Value III Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

DFA U.S. Large Cap Value III Portfolio provided a 1.79% dividend yield over the last twelve months, with an annual payout of $0.62 per share. The fund has been increasing its distributions for 2 consecutive years.


1.60%1.80%2.00%2.20%2.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.62$0.60$0.59$0.50$0.53$0.54$0.53$0.54$0.51$0.52$0.46$0.37

Dividend yield

1.79%2.09%2.18%1.64%2.09%2.06%2.42%2.00%2.07%2.36%1.89%1.57%

Monthly Dividends

The table displays the monthly dividend distributions for DFA U.S. Large Cap Value III 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$0.15$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.48
2023$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.13$0.60
2022$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.13$0.59
2021$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.11$0.50
2020$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.13$0.53
2019$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.11$0.54
2018$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.12$0.53
2017$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.13$0.54
2016$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.00$0.13$0.51
2015$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.16$0.52
2014$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.14$0.46
2013$0.07$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.12$0.37

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
-0.29%
0
DFUVX (DFA U.S. Large Cap Value III Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the DFA U.S. Large Cap Value III 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 III Portfolio was 65.60%, occurring on Mar 9, 2009. Recovery took 970 trading sessions.

The current DFA U.S. Large Cap Value III Portfolio drawdown is 0.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.6%Jun 5, 2007442Mar 9, 2009970Jan 15, 20131412
-52.3%May 14, 1999858Oct 9, 2002697Jul 19, 20051555
-41.76%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-27.58%Apr 16, 1998126Oct 8, 1998145Apr 29, 1999271
-22.55%Jan 29, 2018229Dec 24, 2018220Nov 7, 2019449

Volatility

Volatility Chart

The current DFA U.S. Large Cap Value III Portfolio volatility is 4.72%, 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
4.72%
3.99%
DFUVX (DFA U.S. Large Cap Value III Portfolio)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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