- ISIN
- US2332033891
- Issuer
- Dimensional
- Inception Date
- Dec 30, 2005
- Category
- Mid Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
DFVEX Performance Chart
DFA U.S. Vector Equity Fund (DFVEX) is up 9.2% since the beginning of the year. DFVEX is currently trading at $34 per share. Investors who bought $1,000 worth of DFVEX shares 5 years ago would now be looking at an investment worth $1,602.
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Returns By Period
DFA U.S. Vector Equity Fund (DFVEX) has returned 9.23% so far this year and 23.97% over the past 12 months. Over the last ten years, DFVEX has returned 11.94% per year, falling short of the S&P 500 Index benchmark, which averaged 13.53% annually.
DFA U.S. Vector Equity Fund
- 1D
- -1.33%
- 1M
- 0.33%
- YTD
- 9.23%
- 6M
- 7.77%
- 1Y
- 23.97%
- 3Y*
- 16.93%
- 5Y*
- 9.88%
- 10Y*
- 11.94%
Benchmark (S&P 500 Index)
- 1D
- 1.75%
- 1M
- -0.09%
- YTD
- 8.02%
- 6M
- 7.15%
- 1Y
- 22.78%
- 3Y*
- 19.45%
- 5Y*
- 11.73%
- 10Y*
- 13.53%
DFVEX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2006, DFVEX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +16.2%, while the worst month was Mar 2020 at -21.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFVEX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.51% | 1.07% | -4.69% | 8.27% | 3.35% | -2.10% | 9.23% | ||||||
| 2025 | 2.96% | -2.06% | -5.62% | -2.85% | 5.94% | 4.66% | 2.01% | 3.93% | 1.79% | 0.13% | 1.56% | 1.02% | 13.66% |
| 2024 | -1.07% | 4.84% | 5.12% | -5.51% | 4.10% | -1.34% | 6.25% | -0.26% | 1.04% | -0.85% | 7.99% | -5.73% | 14.36% |
| 2023 | 8.35% | -2.03% | -3.56% | -0.74% | -2.96% | 8.63% | 5.21% | -2.77% | -4.17% | -4.61% | 8.19% | 8.52% | 17.60% |
| 2022 | -4.43% | 0.72% | 1.23% | -6.67% | 2.80% | -10.04% | 8.67% | -2.57% | -9.03% | 11.81% | 5.30% | -5.59% | -9.96% |
| 2021 | 1.88% | 8.67% | 5.17% | 3.62% | 2.33% | -1.09% | -0.64% | 2.36% | -2.71% | 4.92% | -2.88% | 7.29% | 32.10% |
Benchmark Metrics
DFA U.S. Vector Equity Fund has an annualized alpha of -0.09%, beta of 1.07, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since January 03, 2006.
- This fund captured 111.09% of S&P 500 Index gains and 110.48% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.07 and R2 of 0.86, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.09%
- Beta
- 1.07
- R²
- 0.86
- Upside Capture
- 111.09%
- Downside Capture
- 110.48%
Expense Ratio
DFVEX has an expense ratio of 0.28%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFVEX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA U.S. Vector Equity Fund (DFVEX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFVEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 2.52 | +0.29 |
| Martin ratioReturn relative to average drawdown | 11.48 | 11.31 | +0.17 |
Dividends
Dividend History
DFA U.S. Vector Equity Fund provided a 1.10% dividend yield over the last twelve months, with an annual payout of $0.37 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.37 | $0.28 | $0.34 | $0.81 | $1.05 | $2.37 | $0.26 | $0.58 | $0.65 | $0.85 | $0.61 | $0.69 |
Dividend yield | 1.10% | 0.91% | 1.26% | 3.33% | 4.94% | 9.56% | 1.28% | 2.98% | 4.09% | 4.41% | 3.46% | 4.59% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA U.S. Vector Equity Fund. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.00 | $0.09 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.28 |
| 2024 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.34 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.55 | $0.81 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.81 | $1.05 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $2.15 | $2.37 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DFA U.S. Vector Equity Fund. 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. Vector Equity Fund was 62.71%, occurring on Mar 9, 2009. Recovery took 889 trading sessions.
The current DFA U.S. Vector Equity Fund drawdown is 2.73%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -62.71%Mar 2009 | 1y 7mo | 3y 6mo | 5y 2moJul 2007 - Sep 2012 |
COVID crash2020 | -42.20%Mar 2020 | 2mo 6d | 8mo 5d | 10mo 11dJan 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -24.62%Dec 2018 | 3mo 26d | 11mo 28d | 1y 3moAug 2018 - Dec 2019 |
2016 bear market2016 | -22.40%Feb 2016 | 7mo 22d | 9mo 3d | 1y 4moJun 2015 - Nov 2016 |
2025 selloff2025 | -21.20%Apr 2025 | 4mo 6d | 3mo 16d | 7mo 22dDec 2024 - Jul 2025 |
Drawdown Indicators
| DFVEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.71% | -56.78% | -5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -9.10% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -21.20% | -18.90% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -25.43% | +4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -42.20% | -33.92% | -8.28% |
Current DrawdownCurrent decline from peak | -2.73% | -2.83% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -10.72% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.02% | +0.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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