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DFA Inflation-Protected Securities Portfolio (DIPS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS2332033552
IssuerDimensional Fund Advisors LP
Inception DateSep 17, 2006
CategoryInflation-Protected Bonds
Min. Investment$0
Asset ClassBond

Expense Ratio

DIPSX has an expense ratio of 0.11%, which is considered low compared to other funds.


Expense ratio chart for DIPSX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: DIPSX vs. FEPIX, DIPSX vs. DFIGX, DIPSX vs. GTRAX, DIPSX vs. FXAIX, DIPSX vs. VOO, DIPSX vs. FXNAX, DIPSX vs. FZROX, DIPSX vs. VTIP, DIPSX vs. PIMIX, DIPSX vs. VSCSX

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.41%
12.99%
DIPSX (DFA Inflation-Protected Securities Portfolio)
Benchmark (^GSPC)

Returns By Period

DFA Inflation-Protected Securities Portfolio had a return of 2.50% year-to-date (YTD) and 5.78% in the last 12 months. Over the past 10 years, DFA Inflation-Protected Securities Portfolio had an annualized return of 2.12%, while the S&P 500 had an annualized return of 11.39%, indicating that DFA Inflation-Protected Securities Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.50%25.48%
1 month-1.81%2.14%
6 months2.22%12.76%
1 year5.78%33.14%
5 years (annualized)2.06%13.96%
10 years (annualized)2.12%11.39%

Monthly Returns

The table below presents the monthly returns of DIPSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.46%-1.10%0.65%-1.57%1.78%0.83%1.95%0.73%1.55%-1.97%2.50%
20232.31%-1.72%3.22%0.27%-1.42%-0.57%0.37%-0.92%-2.02%-0.76%2.79%2.52%3.94%
2022-2.10%0.92%-1.87%-2.43%-0.96%-3.27%5.16%-2.86%-7.07%1.12%2.04%-1.16%-12.26%
20210.60%-1.95%-0.33%1.69%1.14%0.32%3.18%-0.22%-0.89%0.91%0.83%0.18%5.51%
20202.32%0.89%-1.52%2.54%0.80%1.19%2.27%1.45%-0.44%-0.69%1.00%1.03%11.31%
20191.67%-0.17%2.09%0.34%1.61%1.11%0.25%2.00%-1.26%0.00%0.08%0.40%8.37%
2018-1.19%-0.95%1.04%-0.26%0.43%0.58%-0.60%0.78%-1.08%-1.23%0.62%0.59%-1.29%
20171.11%0.42%-0.04%0.76%-0.00%-1.10%0.77%1.10%-1.00%0.25%-0.00%0.97%3.27%
20161.93%1.21%1.79%0.25%-0.83%2.33%0.58%-0.58%0.98%-0.49%-2.40%-0.36%4.40%
20153.62%-1.41%-0.34%0.76%-0.92%-0.93%0.51%-0.94%-0.36%0.17%-0.17%-1.22%-1.32%
20142.36%0.34%-0.76%1.46%2.19%0.29%-0.08%0.50%-2.67%0.86%0.43%-1.70%3.13%
2013-0.70%0.16%0.31%0.78%-4.43%-4.43%1.11%-1.86%2.07%0.51%-1.10%-1.87%-9.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DIPSX is 17, indicating that it is in the bottom 17% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DIPSX is 1717
Combined Rank
The Sharpe Ratio Rank of DIPSX is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of DIPSX is 1919Sortino Ratio Rank
The Omega Ratio Rank of DIPSX is 1616Omega Ratio Rank
The Calmar Ratio Rank of DIPSX is 1313Calmar Ratio Rank
The Martin Ratio Rank of DIPSX is 1818Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DFA Inflation-Protected Securities Portfolio (DIPSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DIPSX
Sharpe ratio
The chart of Sharpe ratio for DIPSX, currently valued at 1.31, compared to the broader market0.002.004.001.31
Sortino ratio
The chart of Sortino ratio for DIPSX, currently valued at 1.96, compared to the broader market0.005.0010.001.96
Omega ratio
The chart of Omega ratio for DIPSX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for DIPSX, currently valued at 0.54, compared to the broader market0.005.0010.0015.0020.0025.000.54
Martin ratio
The chart of Martin ratio for DIPSX, currently valued at 5.86, compared to the broader market0.0020.0040.0060.0080.00100.005.86
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market0.005.0010.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.0020.0025.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.0018.80

Sharpe Ratio

The current DFA Inflation-Protected Securities Portfolio Sharpe ratio is 1.31. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DFA Inflation-Protected Securities Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.31
2.91
DIPSX (DFA Inflation-Protected Securities Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

DFA Inflation-Protected Securities Portfolio provided a 3.20% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.35$0.41$0.88$0.64$0.17$0.24$0.26$0.31$0.20$0.07$0.22$0.16

Dividend yield

3.20%3.74%8.15%4.82%1.28%1.97%2.28%2.64%1.75%0.60%1.91%1.37%

Monthly Dividends

The table displays the monthly dividend distributions for DFA Inflation-Protected Securities Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.08$0.00$0.00$0.23
2023$0.00$0.00$0.01$0.00$0.00$0.15$0.00$0.00$0.13$0.00$0.00$0.12$0.41
2022$0.00$0.00$0.12$0.00$0.00$0.32$0.00$0.00$0.37$0.00$0.00$0.07$0.88
2021$0.00$0.00$0.03$0.00$0.00$0.21$0.00$0.00$0.26$0.00$0.00$0.14$0.64
2020$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.08$0.17
2019$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.04$0.24
2018$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.05$0.26
2017$0.00$0.00$0.04$0.00$0.00$0.09$0.00$0.00$0.03$0.00$0.00$0.15$0.31
2016$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.08$0.20
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.07
2014$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.10$0.00$0.00$0.00$0.22
2013$0.09$0.00$0.00$0.04$0.00$0.00$0.03$0.16

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.18%
-0.27%
DIPSX (DFA Inflation-Protected Securities Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the DFA Inflation-Protected Securities 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 Inflation-Protected Securities Portfolio was 15.57%, occurring on Nov 24, 2008. Recovery took 218 trading sessions.

The current DFA Inflation-Protected Securities Portfolio drawdown is 7.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.57%Mar 13, 2008178Nov 24, 2008218Oct 7, 2009396
-14.65%Nov 10, 2021238Oct 20, 2022
-12.2%Dec 11, 2012185Sep 5, 20131417Apr 24, 20191602
-9.78%Mar 9, 20209Mar 19, 202050Jun 1, 202059
-6.17%Oct 26, 201075Feb 10, 201154Apr 29, 2011129

Volatility

Volatility Chart

The current DFA Inflation-Protected Securities Portfolio volatility is 1.36%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.36%
3.75%
DIPSX (DFA Inflation-Protected Securities Portfolio)
Benchmark (^GSPC)