DFA International Value III Portfolio (DFVIX)
The International Value Portfolio is a Feeder Portfolio and pursues its objective by investing substantially all of its assets in its corresponding master fund, the DFA International Value Series (the "International Value Series") of the DFA Investment Trust Company (the "Trust"), which has the same investment objective and policies as the Portfolio. The International Value Series purchases securities of large non-U.S. companies in countries with developed markets that the advisor determines to be value stocks.
Fund Info
US25434D7084
Feb 1, 1995
$0
Large-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 International 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.
Returns By Period
DFA International Value III Portfolio had a return of 8.83% year-to-date (YTD) and 15.41% in the last 12 months. Over the past 10 years, DFA International Value III Portfolio had an annualized return of 5.47%, while the S&P 500 had an annualized return of 11.16%, indicating that DFA International Value III Portfolio did not perform as well as the benchmark.
DFVIX
8.83%
-1.73%
0.39%
15.41%
8.26%
5.47%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of DFVIX, 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 | -1.33% | 2.71% | 5.54% | -1.69% | 5.09% | -3.78% | 3.90% | 1.93% | 0.85% | -3.95% | 8.83% | ||
| 2023 | 8.56% | -1.56% | -0.70% | 3.39% | -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% | 5.71% | 18.79% |
| 2020 | -5.60% | -8.38% | -21.31% | 6.61% | 4.47% | 3.70% | -0.26% | 6.83% | -4.19% | -2.94% | 19.27% | 5.53% | -1.96% |
| 2019 | 7.81% | 1.71% | -1.09% | 3.27% | -7.52% | 6.31% | -3.28% | -4.10% | 5.13% | 3.39% | 1.09% | 3.24% | 15.85% |
| 2018 | 5.88% | -5.60% | -1.21% | 2.69% | -3.59% | -2.26% | 3.20% | -3.51% | 1.81% | -8.40% | -0.80% | -6.00% | -17.29% |
| 2017 | 4.29% | -0.74% | 2.27% | 1.47% | 1.71% | 1.11% | 4.68% | -0.12% | 3.61% | 1.81% | 1.01% | 2.58% | 26.22% |
| 2016 | -7.81% | -3.20% | 7.63% | 4.85% | -1.91% | -3.56% | 4.43% | 2.65% | 1.08% | 1.32% | 0.51% | 3.31% | 8.62% |
| 2015 | -0.66% | 7.19% | -2.09% | 5.47% | 0.06% | -2.92% | -0.94% | -7.44% | -6.82% | 7.64% | -1.30% | -3.16% | -6.11% |
| 2014 | -3.67% | 5.71% | -0.72% | 1.73% | 1.08% | 1.26% | -2.25% | 0.06% | -4.36% | -1.75% | 0.06% | -3.74% | -6.81% |
| 2013 | 4.74% | -3.02% | 0.34% | 4.92% | -1.23% | -3.47% | 6.78% | -0.68% | 7.56% | 3.42% | 0.39% | 2.16% | 23.35% |
Expense Ratio
DFVIX has an expense ratio of 0.24%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFVIX is 36, 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 International Value III Portfolio (DFVIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA International Value III Portfolio provided a 4.32% dividend yield over the last twelve months, with an annual payout of $0.79 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.79 | $0.77 | $0.59 | $0.69 | $0.33 | $0.54 | $0.49 | $0.52 | $0.49 | $0.48 | $0.78 | $0.48 |
Dividend yield | 4.32% | 4.44% | 3.82% | 4.21% | 2.24% | 3.53% | 3.62% | 3.02% | 3.43% | 3.55% | 5.12% | 2.77% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.55 | |
| 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 | $0.77 |
| 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 | $0.28 | $0.69 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.33 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.54 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.49 |
| 2017 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.52 |
| 2016 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.12 | $0.49 |
| 2015 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.48 |
| 2014 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.78 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.48 |
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 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 2110 trading sessions.
The current DFA International Value III Portfolio drawdown is 5.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.53% | Nov 1, 2007 | 338 | Mar 9, 2009 | 2110 | Jul 26, 2017 | 2448 |
| -47.89% | Jan 29, 2018 | 541 | Mar 23, 2020 | 269 | Apr 16, 2021 | 810 |
| -40.25% | Jul 12, 2000 | 561 | Oct 9, 2002 | 306 | Dec 29, 2003 | 867 |
| -25.86% | Jul 21, 1998 | 55 | Oct 5, 1998 | 203 | Jul 15, 1999 | 258 |
| -25.26% | Feb 10, 2022 | 161 | Sep 30, 2022 | 194 | Jul 12, 2023 | 355 |
Volatility
Volatility Chart
The current DFA International Value III Portfolio volatility is 3.67%, 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.