DFA Inflation-Protected Securities Portfolio (DIPSX)
As a non-fundamental policy, under normal circumstances, the Portfolio will invest at least 80% of its net assets in inflation-protected securities. Inflation-protected securities (also known as inflation-indexed securities) are securities whose principal and/or interest payments are adjusted for inflation, unlike conventional debt securities that make fixed principal and interest payments.
Fund Info
ISIN | US2332033552 |
---|---|
Issuer | Dimensional Fund Advisors LP |
Inception Date | Sep 17, 2006 |
Category | Inflation-Protected Bonds |
Min. Investment | $0 |
Asset Class | Bond |
Expense Ratio
DIPSX features an expense ratio of 0.11%, 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 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.
Returns By Period
DFA Inflation-Protected Securities Portfolio had a return of -1.57% year-to-date (YTD) and -0.91% in the last 12 months. Over the past 10 years, DFA Inflation-Protected Securities Portfolio had an annualized return of 1.86%, while the S&P 500 had an annualized return of 10.37%, indicating that DFA Inflation-Protected Securities Portfolio did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -1.57% | 5.57% |
1 month | -1.57% | -4.16% |
6 months | 3.73% | 20.07% |
1 year | -0.91% | 20.82% |
5 years (annualized) | 2.15% | 11.56% |
10 years (annualized) | 1.86% | 10.37% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.46% | -1.10% | 0.65% | |||||||||
2023 | -0.76% | 2.79% | 2.52% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DIPSX is 3, indicating that it is in the bottom 3% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
DFA Inflation-Protected Securities Portfolio(DIPSX)
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.
Dividends
Dividend History
DFA Inflation-Protected Securities Portfolio granted a 3.70% dividend yield in the last twelve months. The annual payout for that period amounted to $0.39 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.39 | $0.40 | $0.88 | $0.65 | $0.21 | $0.25 | $0.26 | $0.31 | $0.23 | $0.08 | $0.25 | $0.16 |
Dividend yield | 3.70% | 3.73% | 8.14% | 4.86% | 1.58% | 2.05% | 2.28% | 2.64% | 1.99% | 0.69% | 2.14% | 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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.00 | |||||||||
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 |
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 |
2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.15 |
2020 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.05 |
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 |
2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 |
2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.01 |
2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.03 |
2013 | $0.09 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 |
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 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 15.58%, occurring on Nov 24, 2008. Recovery took 218 trading sessions.
The current DFA Inflation-Protected Securities Portfolio drawdown is 10.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-15.58% | Mar 13, 2008 | 178 | Nov 24, 2008 | 218 | Oct 7, 2009 | 396 |
-14.63% | Mar 9, 2022 | 398 | Oct 6, 2023 | — | — | — |
-11.69% | Dec 11, 2012 | 185 | Sep 5, 2013 | 1390 | Mar 15, 2019 | 1575 |
-9.78% | Mar 9, 2020 | 9 | Mar 19, 2020 | 50 | Jun 1, 2020 | 59 |
-5.67% | Oct 26, 2010 | 75 | Feb 10, 2011 | 47 | Apr 19, 2011 | 122 |
Volatility
Volatility Chart
The current DFA Inflation-Protected Securities Portfolio volatility is 1.62%, 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.