DFA World ex U.S. Value Portfolio Fund (DFWVX)

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

DFA World ex U.S. Value Portfolio Fund (DFWVX) has returned 2.43% so far this year and 32.62% over the past 12 months. Looking at the last ten years, DFWVX has achieved an annualized return of 28.15%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.

Based on dividend-adjusted daily data since Aug 3, 2012, DFWVX's average daily return is +0.09%, while the average monthly return is +1.94%. At this rate, your investment would double in approximately 3.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Feb 2019 with a return of +60.1%, while the worst month was Mar 2020 at -21.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DFWVX closed higher 52% of trading days. The best single day was Feb 7, 2019 with a return of +56.1%, while the worst single day was Mar 16, 2020 at -10.8%.

DFA World ex U.S. Value Portfolio Fund has an annualized alpha of 15.30%, beta of 0.69, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.

• This fund captured 131.69% of S&P 500 Index gains but only 92.02% of its losses — a favorable profile for investors.
• Beta of 0.69 may look defensive, but with R² of 0.14 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R² of 0.14 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

DFWVX has an expense ratio of 0.40%, placing it in the medium range.

DFWVX ranks 91 for risk / return — in the top 91% 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.

The table below present risk-adjusted performance metrics for DFA World ex U.S. Value Portfolio Fund (DFWVX) and compare them to a chosen benchmark (S&P 500 Index).

DFA World ex U.S. Value Portfolio Fund provided a 3.86% dividend yield over the last twelve months, with an annual payout of $0.68 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for DFA World ex U.S. Value Portfolio Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the DFA World ex U.S. Value Portfolio 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 World ex U.S. Value Portfolio Fund was 41.32%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.

The current DFA World ex U.S. Value Portfolio Fund drawdown is 9.71%.

The chart below shows the rolling one-month volatility.