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DFA International Vector Equity Portfolio (DFVQX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DFA International Vector Equity Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

DFA International Vector Equity Portfolio (DFVQX) has returned 0.91% so far this year and 29.67% over the past 12 months. Over the last ten years, DFVQX has returned 9.38% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


DFA International Vector Equity Portfolio

1D
-0.03%
1M
-10.37%
YTD
0.91%
6M
6.52%
1Y
29.67%
3Y*
16.78%
5Y*
9.77%
10Y*
9.38%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 3, 2012, DFVQX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 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%-10.37%0.91%
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 0.69%, 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 93.88% of S&P 500 Index downside but only 82.19% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.69%
Beta
0.71
0.58
Upside Capture
82.19%
Downside Capture
93.88%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DFVQX ranks 87 for risk / return — in the top 87% 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.


DFVQX Risk / Return Rank: 8787
Overall Rank
DFVQX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFVQX Sortino Ratio Rank: 8888
Sortino Ratio Rank
DFVQX Omega Ratio Rank: 8787
Omega Ratio Rank
DFVQX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFVQX Martin Ratio Rank: 8787
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 a chosen benchmark (S&P 500 Index).


DFVQXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.90

+0.97

Sortino ratio

Return per unit of downside risk

2.41

1.39

+1.03

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.16

Calmar ratio

Return relative to maximum drawdown

2.21

1.40

+0.82

Martin ratio

Return relative to average drawdown

9.17

6.61

+2.57

Explore DFVQX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

DFA International Vector Equity Portfolio provided a 3.22% 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

3.22%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$0.03
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 10.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.58%Jan 29, 2018541Mar 23, 2020201Jan 7, 2021742
-28.33%Sep 7, 2021278Oct 12, 2022344Feb 27, 2024622
-25.24%Jul 7, 2014405Feb 11, 2016302Apr 25, 2017707
-13%Mar 20, 202513Apr 7, 202514Apr 28, 202527
-10.98%Mar 2, 202615Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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