DFA LTIP Portfolio (DRXIX)

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DFA LTIP Portfolio (DRXIX) is up 0.4% since the beginning of the year. DRXIX is currently trading at $5 per share. Investors who bought $1,000 worth of DRXIX shares 5 years ago would now be looking at an investment worth $634.

DFA LTIP Portfolio (DRXIX) has returned 0.39% so far this year and 5.08% over the past 12 months. Over the last ten years, DRXIX has returned -1.14% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Aug 3, 2012, DRXIX's average daily return is 0.00%, while the average monthly return is -0.04%.

Historically, 50% of months were positive and 50% were negative. The best month was Aug 2019 with a return of +10.0%, while the worst month was Sep 2022 at -18.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, DRXIX closed higher 48% of trading days. The best single day was Mar 20, 2020 with a return of +13.5%, while the worst single day was Mar 10, 2020 at -5.8%.

DFA LTIP Portfolio has an annualized alpha of 0.51%, beta of -0.04, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.

• This fund participated in 59.32% of S&P 500 Index downside but only 19.22% of its upside - more exposed to losses than it benefited from rallies.
• Beta of -0.04 may look defensive, but with R2 of 0.00 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 0.00 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.

DRXIX has an expense ratio of 0.13%, which is considered low.

DRXIX ranks 4 for risk / return — in the bottom 4% 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.

The table below present risk-adjusted performance metrics for DFA LTIP Portfolio (DRXIX) and compare them to S&P 500 Index.

DFA LTIP Portfolio provided a 5.88% dividend yield over the last twelve months, with an annual payout of $0.30 per share.

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

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.

The table below displays the maximum drawdowns of the DFA LTIP 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 LTIP Portfolio was 51.17%, occurring on Oct 6, 2023. The portfolio has not yet recovered.

The current DFA LTIP Portfolio drawdown is 46.37%.

The chart below shows the rolling one-month volatility.