- ISIN
- US25434D7084
- Issuer
- Dimensional
- Inception Date
- Feb 1, 1995
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
DFVIX Performance Chart
DFA International Value III Portfolio (DFVIX) is up 12.6% since the beginning of the year. DFVIX is currently trading at $28 per share. Investors who bought $1,000 worth of DFVIX shares 5 years ago would now be looking at an investment worth $2,020.
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Returns By Period
DFA International Value III Portfolio (DFVIX) has returned 12.58% so far this year and 36.65% over the past 12 months. Over the last ten years, DFVIX has returned 12.31% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
DFA International Value III Portfolio
- 1D
- -0.11%
- 1M
- 2.99%
- YTD
- 12.58%
- 6M
- 16.44%
- 1Y
- 36.65%
- 3Y*
- 24.22%
- 5Y*
- 15.10%
- 10Y*
- 12.31%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
DFVIX Monthly Returns History
Based on dividend-adjusted daily data since Feb 3, 1995, DFVIX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +19.3%, while the worst month was Oct 2008 at -25.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DFVIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +14.0%, while the worst single day was Mar 16, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.07% | 6.00% | -5.87% | 5.02% | 1.40% | -0.11% | 12.58% | ||||||
| 2025 | 4.86% | 4.15% | 1.50% | 1.99% | 5.00% | 3.36% | 0.05% | 6.27% | 2.37% | 0.61% | 3.54% | 4.12% | 44.85% |
| 2024 | -1.33% | 2.71% | 5.54% | -1.69% | 5.09% | -3.78% | 3.90% | 1.93% | 0.85% | -3.95% | 0.55% | -2.56% | 6.86% |
| 2023 | 8.56% | -1.56% | -0.70% | 3.40% | -5.49% | 6.46% | 4.67% | -3.19% | -1.10% | -4.70% | 6.72% | 4.77% | 17.89% |
| 2022 | 3.70% | -2.11% | 0.60% | -5.34% | 4.83% | -10.92% | 2.75% | -3.48% | -9.58% | 7.57% | 12.20% | -1.13% | -3.41% |
| 2021 | -0.62% | 7.23% | 4.90% | 1.49% | 5.38% | -2.55% | -0.72% | 0.79% | -0.56% | 3.54% | -6.37% | 9.98% | 23.59% |
Benchmark Metrics
DFA International Value III Portfolio has an annualized alpha of 1.78%, beta of 0.74, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since February 06, 1995.
- This fund participated in 94.95% of S&P 500 Index downside but only 89.55% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.78%
- Beta
- 0.74
- R²
- 0.50
- Upside Capture
- 89.55%
- Downside Capture
- 94.95%
Expense Ratio
DFVIX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
DFVIX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) and compare them to S&P 500 Index.
| DFVIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.76 | 2.24 | +0.52 |
Sortino ratioReturn per unit of downside risk | 3.74 | 3.07 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.41 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.98 | 2.93 | +1.05 |
Martin ratioReturn relative to average drawdown | 15.63 | 13.52 | +2.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
DFA International Value III Portfolio provided a 3.90% dividend yield over the last twelve months, with an annual payout of $1.07 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.07 | $1.00 | $0.74 | $0.76 | $0.59 | $1.31 | $0.33 | $0.54 | $0.84 | $0.52 | $0.49 | $0.79 |
Dividend yield | 3.90% | 4.09% | 4.16% | 4.44% | 3.82% | 7.97% | 2.25% | 3.53% | 6.16% | 3.02% | 3.43% | 5.84% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA International Value III 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.07 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.46 | $1.00 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.18 | $0.74 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.24 | $0.76 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.59 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.90 | $1.31 |
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 International 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 International Value III Portfolio was 66.53%, occurring on Mar 9, 2009. Recovery took 2115 trading sessions.
The current DFA International Value III Portfolio drawdown is 0.69%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -66.53%Mar 2009 | 1y 4mo | 8y 4mo | 9y 9moNov 2007 - Aug 2017 |
COVID crash2020 | -47.89%Mar 2020 | 2y 1mo | 1y 24d | 3y 2moJan 2018 - Apr 2021 |
Dot-com crash2000–2002 | -32.71%Oct 2002 | 2y 2mo | 11mo 15d | 3y 2moJul 2000 - Sep 2003 |
1998 bear market1998 | -25.86%Oct 1998 | 2mo 16d | 9mo 12d | 11mo 28dJul 1998 - Jul 1999 |
Bear market2022 | -25.26%Sep 2022 | 7mo 22d | 9mo 15d | 1y 5moFeb 2022 - Jul 2023 |
Drawdown Indicators
| DFVIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.53% | -56.78% | -9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.53% | -9.10% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -18.90% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -25.43% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | -33.92% | -13.97% |
Current DrawdownCurrent decline from peak | -0.69% | -0.74% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -12.27% | -10.72% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 1.97% | +0.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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