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ISIN
US23320G5392
Inception Date
Aug 13, 2008
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

DFVQX Performance Chart

DFA International Vector Equity Portfolio (DFVQX) is up 11.4% since the beginning of the year. DFVQX is currently trading at $20 per share. Investors who bought $1,000 worth of DFVQX shares 5 years ago would now be looking at an investment worth $1,615.


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S&P 500 Index

Returns By Period

DFA International Vector Equity Portfolio (DFVQX) has returned 11.35% so far this year and 28.86% over the past 12 months. Over the last ten years, DFVQX has returned 9.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.


DFA International Vector Equity Portfolio

1D
0.25%
1M
0.86%
YTD
11.35%
6M
14.18%
1Y
28.86%
3Y*
20.68%
5Y*
10.06%
10Y*
9.88%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.64%
YTD
7.86%
6M
7.47%
1Y
23.05%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFVQX Monthly Returns History

Based on dividend-adjusted daily data since Aug 3, 2012, DFVQX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Mar 2020 at -20.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DFVQX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.60%6.61%-7.76%5.72%2.12%-0.69%11.35%
20253.63%2.36%1.26%4.14%5.50%3.71%-1.04%5.26%2.56%-0.12%2.72%2.89%38.02%
2024-1.65%1.90%4.26%-2.30%5.51%-3.31%4.15%2.38%1.51%-5.16%0.57%-2.77%4.55%
20238.70%-2.41%0.87%2.37%-4.86%4.65%4.25%-3.17%-3.05%-4.04%8.09%5.73%17.05%
2022-2.30%-1.84%-0.47%-5.80%2.24%-10.02%4.92%-5.10%-10.23%5.96%12.37%-0.65%-12.54%
2021-0.79%4.60%3.67%3.23%3.91%-1.95%0.84%1.46%-2.56%2.69%-5.51%5.08%15.01%

Benchmark Metrics

DFA International Vector Equity Portfolio has an annualized alpha of 0.44%, beta of 0.71, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.

  • This fund participated in 93.76% of S&P 500 Index downside but only 80.36% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.44%
Beta
0.71
0.58
Upside Capture
80.36%
Downside Capture
93.76%

Expense Ratio

DFVQX has an expense ratio of 0.36%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DFVQX ranks 54 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DFVQX Risk / Return Rank: 5454
Overall Rank
DFVQX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DFVQX Sortino Ratio Rank: 5454
Sortino Ratio Rank
DFVQX Omega Ratio Rank: 5454
Omega Ratio Rank
DFVQX Calmar Ratio Rank: 5252
Calmar Ratio Rank
DFVQX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DFA International Vector Equity Portfolio (DFVQX) and compare them to S&P 500 Index.


DFVQXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

2.69

2.69

0.00

Martin ratioReturn relative to average drawdown

10.45

12.34

-1.89

Dividends

Dividend History

DFA International Vector Equity Portfolio provided a 2.92% dividend yield over the last twelve months, with an annual payout of $0.59 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.59$0.55$0.48$0.46$0.32$0.66$0.23$0.33$0.62$0.25$0.23$0.29

Dividend yield

2.92%3.06%3.56%3.47%2.73%4.76%1.79%2.68%5.96%1.81%2.15%2.77%

Monthly Dividends

The table displays the monthly dividend distributions for DFA International Vector Equity Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.00$0.00$0.00$0.03
2025$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.13$0.00$0.00$0.22$0.55
2024$0.00$0.00$0.02$0.00$0.00$0.17$0.00$0.00$0.12$0.00$0.00$0.16$0.48
2023$0.00$0.00$0.02$0.00$0.00$0.17$0.00$0.00$0.08$0.00$0.00$0.19$0.46
2022$0.00$0.00$0.03$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.07$0.32
2021$0.00$0.00$0.02$0.00$0.00$0.10$0.00$0.00$0.07$0.00$0.00$0.47$0.66

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 Vector Equity 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 Vector Equity Portfolio was 44.58%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current DFA International Vector Equity Portfolio drawdown is 1.10%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-44.58%Mar 2020
2y 1mo9mo 20d
2y 11moJan 2018 - Jan 2021
Bear market2022
-28.33%Oct 2022
1y 1mo1y 4mo
2y 5moSep 2021 - Feb 2024
2016 bear market2016
-25.24%Feb 2016
1y 7mo1y 2mo
2y 9moJul 2014 - Apr 2017
2025 selloff2025
-13.00%Apr 2025
18d21d
1mo 9dMar 2025 - Apr 2025
2026 correction2026
-10.98%Mar 2026
18d
3mo 7dMar 2026 - now

Drawdown Indicators


DFVQXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.58%

-56.78%

+12.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-9.10%

-1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-13.00%

-18.90%

+5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-28.33%

-25.43%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-44.58%

-33.92%

-10.66%

Current Drawdown

Current decline from peak

-1.10%

-2.97%

+1.87%

Average Drawdown

Average peak-to-trough decline

-7.85%

-10.72%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.97%

+0.84%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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