DFA Diversified Fixed Income Portfolio (DFXIX)
As a non-fundamental policy, under normal circumstances, the fund will invest directly, or indirectly through its investment in the underlying funds, at least 80% of its net assets in fixed income securities. In addition, the fund and each underlying fund are authorized to invest more than 25% of its total assets in U.S. Treasury bonds, bills and notes, and obligations of federal agencies and instrumentalities.
Fund Info
| ISIN | US23320G1664 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Aug 10, 2016 |
| Category | Intermediate Core Bond |
| Min. Investment | $0 |
| Asset Class | Bond |
Expense Ratio
The DFA Diversified Fixed Income Portfolio features an expense ratio of 0.15%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Diversified Fixed Income 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 Diversified Fixed Income Portfolio had a return of -0.66% year-to-date (YTD) and 1.10% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -0.66% | 6.33% |
| 1 month | -0.77% | -2.81% |
| 6 months | 3.47% | 21.13% |
| 1 year | 1.10% | 24.56% |
| 5 years (annualized) | 0.93% | 11.55% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.22% | -0.44% | 0.43% | |||||||||
| 2023 | -0.83% | -0.45% | 2.02% | 1.98% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
DFA Diversified Fixed Income Portfolio(DFXIX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Diversified Fixed Income Portfolio (DFXIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Diversified Fixed Income Portfolio granted a 3.06% dividend yield in the last twelve months. The annual payout for that period amounted to $0.28 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.28 | $0.28 | $0.24 | $0.23 | $0.14 | $0.21 | $0.20 | $0.18 | $0.07 |
Dividend yield | 3.06% | 3.02% | 2.69% | 2.27% | 1.39% | 2.11% | 2.10% | 1.89% | 0.67% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Diversified Fixed Income 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.03 | |||||||||
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 |
| 2020 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 |
| 2017 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 |
| 2016 | $0.02 | $0.00 | $0.00 | $0.05 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Diversified Fixed Income 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 Diversified Fixed Income Portfolio was 10.55%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current DFA Diversified Fixed Income Portfolio drawdown is 4.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.55% | Aug 5, 2021 | 306 | Oct 20, 2022 | — | — | — |
| -3.31% | Sep 30, 2016 | 54 | Dec 15, 2016 | 180 | Sep 5, 2017 | 234 |
| -2.75% | Sep 11, 2017 | 172 | May 16, 2018 | 158 | Jan 2, 2019 | 330 |
| -2.71% | Mar 10, 2020 | 7 | Mar 18, 2020 | 19 | Apr 15, 2020 | 26 |
| -2.64% | Aug 5, 2020 | 157 | Mar 19, 2021 | 93 | Aug 2, 2021 | 250 |
Volatility
Volatility Chart
The current DFA Diversified Fixed Income Portfolio volatility is 0.86%, 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.