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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional Managed Account Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dimensional Managed Account Fund (DMA) has returned -5.96% so far this year and 8.74% over the past 12 months.
Dimensional Managed Account Fund
- 1D
- 0.00%
- 1M
- -3.49%
- YTD
- -5.96%
- 6M
- 0.97%
- 1Y
- 8.74%
- 3Y*
- 18.18%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 13, 2022, DMA's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.
Historically, 57% of months were positive and 43% were negative. The best month was Aug 2023 with a return of +20.4%, while the worst month was Jun 2022 at -14.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DMA closed higher 47% of trading days. The best single day was Jan 21, 2022 with a return of +15.0%, while the worst single day was Jan 20, 2022 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.14% | -3.66% | -3.49% | -5.96% | |||||||||
| 2025 | 2.36% | 1.62% | -2.81% | -0.04% | 5.39% | 0.62% | 0.84% | 0.50% | 0.25% | 0.96% | 1.88% | 4.39% | 16.89% |
| 2024 | 17.66% | 7.78% | -1.01% | -8.06% | 4.59% | 7.31% | 3.97% | -0.24% | 3.58% | 0.23% | 2.99% | -1.81% | 41.06% |
| 2023 | -0.22% | 0.82% | -10.17% | -1.29% | -4.90% | -8.82% | -0.20% | 20.40% | -0.66% | 1.84% | -0.49% | 2.81% | -3.81% |
| 2022 | -6.62% | -4.51% | 14.46% | -5.63% | -2.42% | -14.58% | 4.35% | 6.05% | -12.17% | 0.54% | 6.44% | 0.72% | -15.90% |
Benchmark Metrics
Dimensional Managed Account Fund has an annualized alpha of 4.56%, beta of 0.40, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since January 14, 2022.
- This fund participated in 48.14% of S&P 500 Index downside but only 44.46% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.40 may look defensive, but with R² of 0.09 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 0.09 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.
- Alpha
- 4.56%
- Beta
- 0.40
- R²
- 0.09
- Upside Capture
- 44.46%
- Downside Capture
- 48.14%
Expense Ratio
DMA has an expense ratio of 0.03%, which is considered low.
Return for Risk
Risk / Return Rank
DMA ranks 20 for risk / return — in the bottom 20% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional Managed Account Fund (DMA) and compare them to a chosen benchmark (S&P 500 Index).
| DMA | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.90 | -0.40 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.39 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.40 | -0.79 |
Martin ratioReturn relative to average drawdown | 2.39 | 6.61 | -4.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DMA risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Dimensional Managed Account Fund provided a 13.69% dividend yield over the last twelve months, with an annual payout of $1.11 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $1.11 | $0.85 | $0.32 | $0.33 | $0.69 |
Dividend yield | 13.69% | 9.42% | 3.83% | 5.22% | 10.14% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional Managed Account Fund. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.11 | $0.11 | $0.11 | $0.34 | |||||||||
| 2025 | $0.00 | $0.00 | $0.07 | $0.07 | $0.07 | $0.08 | $0.08 | $0.08 | $0.08 | $0.09 | $0.09 | $0.11 | $0.85 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2023 | $0.05 | $0.06 | $0.05 | $0.05 | $0.05 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 |
| 2022 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.05 | $0.06 | $0.06 | $0.69 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dimensional Managed Account 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 Dimensional Managed Account Fund was 38.85%, occurring on Jul 24, 2023. Recovery took 233 trading sessions.
The current Dimensional Managed Account Fund drawdown is 7.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.85% | Apr 4, 2022 | 327 | Jul 24, 2023 | 233 | Jun 26, 2024 | 560 |
| -18.52% | Jan 14, 2022 | 4 | Jan 20, 2022 | 3 | Jan 25, 2022 | 7 |
| -16.26% | Jan 27, 2022 | 20 | Feb 24, 2022 | 24 | Mar 30, 2022 | 44 |
| -15.86% | Mar 6, 2025 | 24 | Apr 8, 2025 | 27 | May 16, 2025 | 51 |
| -9.13% | Jan 20, 2026 | 34 | Mar 9, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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