DFA Global Equity Portfolio Institutional Class (DGEIX)
DFA Global Equity Portfolio (DGEIX) invests in a variety of underlying funds that hold domestic and international equity securities. To diversify its portfolio, it allocates assets to underlying funds that focus on different types of stocks such as large-cap, small-cap, and emerging markets stocks and real estate securities. This allows the fund to gain exposure to various markets and sectors.
Fund Info
US25434D6748
25434D674
Dec 24, 2003
$0
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Global Equity Portfolio Institutional Class, 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 Global Equity Portfolio Institutional Class had a return of 17.63% year-to-date (YTD) and 26.11% in the last 12 months. Over the past 10 years, DFA Global Equity Portfolio Institutional Class had an annualized return of 9.67%, while the S&P 500 had an annualized return of 11.10%, indicating that DFA Global Equity Portfolio Institutional Class did not perform as well as the benchmark.
DGEIX
17.63%
-0.81%
7.28%
26.11%
12.05%
9.67%
^GSPC (Benchmark)
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Monthly Returns
The table below presents the monthly returns of DGEIX, 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 | -0.23% | 4.47% | 3.74% | -3.89% | 4.75% | 0.80% | 3.10% | 1.78% | 1.86% | -1.95% | 17.63% | ||
| 2023 | 7.44% | -2.65% | 1.05% | 0.97% | -2.10% | 6.66% | 3.92% | -2.58% | -4.04% | -3.34% | 8.50% | 6.01% | 20.35% |
| 2022 | -4.44% | -1.62% | 1.61% | -7.02% | 1.11% | -8.88% | 7.37% | -3.65% | -9.54% | 7.97% | 7.84% | -4.38% | -14.72% |
| 2021 | 0.04% | 4.55% | 4.03% | 4.06% | 1.84% | 0.43% | 0.73% | 2.17% | -3.88% | 4.85% | -2.24% | 4.98% | 23.25% |
| 2020 | -2.41% | -8.53% | -16.97% | 12.32% | 5.19% | 2.61% | 4.74% | 5.82% | -2.99% | -1.31% | 12.95% | 5.40% | 13.52% |
| 2019 | 8.86% | 3.02% | 0.29% | 3.77% | -7.01% | 6.92% | 0.35% | -2.98% | 2.75% | 2.52% | 2.88% | 3.46% | 26.68% |
| 2018 | 4.73% | -4.31% | -1.10% | 0.35% | 1.26% | -0.56% | 2.90% | 1.55% | -0.40% | -8.14% | 1.45% | -8.87% | -11.48% |
| 2017 | 2.41% | 2.51% | 0.67% | 1.27% | 0.82% | 1.22% | 2.32% | -0.09% | 2.61% | 2.32% | 2.57% | 1.60% | 22.16% |
| 2016 | -5.91% | -0.12% | 7.86% | 1.30% | 0.72% | -0.57% | 4.42% | 0.64% | 0.63% | -2.07% | 3.90% | 2.08% | 12.94% |
| 2015 | -2.12% | 5.93% | -0.93% | 1.75% | 0.63% | -1.77% | -0.32% | -5.95% | -3.46% | 6.88% | 0.22% | -2.86% | -2.71% |
| 2014 | -3.68% | 4.97% | 0.94% | 0.16% | 1.75% | 2.58% | -2.37% | 3.02% | -3.96% | 1.37% | 1.03% | -0.88% | 4.62% |
| 2013 | 5.23% | 0.47% | 2.85% | 1.76% | 1.34% | -2.07% | 5.58% | -2.52% | 5.40% | 3.90% | 2.02% | 2.28% | 29.15% |
Expense Ratio
DGEIX has an expense ratio of 0.25%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DGEIX is 75, 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 Global Equity Portfolio Institutional Class (DGEIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Global Equity Portfolio Institutional Class provided a 1.69% dividend yield over the last twelve months, with an annual payout of $0.60 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.60 | $0.60 | $0.50 | $0.54 | $0.40 | $0.43 | $0.40 | $0.43 | $0.37 | $0.35 | $0.35 | $0.31 |
Dividend yield | 1.69% | 1.97% | 1.89% | 1.67% | 1.44% | 1.73% | 1.99% | 1.83% | 1.91% | 1.99% | 1.88% | 1.70% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Global Equity Portfolio Institutional Class. 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 | $0.08 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.40 | |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.60 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.11 | $0.50 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.19 | $0.54 |
| 2020 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.40 |
| 2019 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.43 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.40 |
| 2017 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.43 |
| 2016 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.37 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.35 |
| 2014 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.35 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.31 |
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 Global Equity Portfolio Institutional Class. 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 Global Equity Portfolio Institutional Class was 59.77%, occurring on Mar 9, 2009. Recovery took 963 trading sessions.
The current DFA Global Equity Portfolio Institutional Class drawdown is 2.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.77% | Jul 16, 2007 | 415 | Mar 9, 2009 | 963 | Jan 4, 2013 | 1378 |
| -37% | Jan 21, 2020 | 44 | Mar 23, 2020 | 141 | Oct 12, 2020 | 185 |
| -24% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -21.38% | Jan 29, 2018 | 229 | Dec 24, 2018 | 217 | Nov 4, 2019 | 446 |
| -19.53% | May 22, 2015 | 183 | Feb 11, 2016 | 144 | Sep 7, 2016 | 327 |
Volatility
Volatility Chart
The current DFA Global Equity Portfolio Institutional Class volatility is 3.55%, 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.