- ISIN
- US25239Y8738
- Issuer
- Dimensional
- Inception Date
- Mar 6, 2012
- Category
- Inflation-Protected Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
DRXIX Performance Chart
DFA LTIP Portfolio (DRXIX) is down 4.9% 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 $548.
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Returns By Period
DFA LTIP Portfolio (DRXIX) has returned -4.85% so far this year and -3.45% over the past 12 months. Over the last ten years, DRXIX has returned -2.26% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
DFA LTIP Portfolio
- 1D
- -0.21%
- 1M
- -4.43%
- 6M
- -4.29%
- YTD
- -4.85%
- 1Y
- -3.45%
- 3Y*
- -5.24%
- 5Y*
- -11.34%
- 10Y*
- -2.26%
- ALL TIME*
- -1.93%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DRXIX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, DRXIX's average daily return is 0.00%, while the average monthly return is -0.07%.
Historically, 49% of months were positive and 51% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.58% | 4.69% | -5.60% | 0.59% | 1.57% | -0.23% | -5.00% | -4.85% | |||||
| 2025 | 1.66% | 5.82% | -2.92% | -3.89% | -2.39% | 1.99% | -1.51% | 0.00% | 4.10% | 1.87% | -0.92% | -2.51% | 0.80% |
| 2024 | -0.97% | -2.78% | 0.67% | -7.02% | 4.32% | 1.34% | 4.17% | 1.67% | 3.16% | -5.63% | 0.68% | -7.34% | -8.37% |
| 2023 | 6.51% | -3.12% | 4.27% | -0.85% | -2.56% | 0.88% | -2.50% | -5.27% | -8.51% | -5.14% | 9.91% | 7.16% | -1.00% |
| 2022 | -7.58% | -0.18% | -3.87% | -9.37% | -6.83% | -8.06% | 9.10% | -5.03% | -18.63% | 1.23% | 7.62% | -5.45% | -40.20% |
| 2021 | -1.68% | -6.91% | -2.24% | 2.54% | 2.47% | 5.08% | 4.93% | -0.33% | -2.57% | 3.38% | 5.36% | -0.45% | 9.16% |
Benchmark Metrics
DFA LTIP Portfolio has an annualized alpha of 0.09%, beta of -0.04, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.
- This fund participated in 61.40% of S&P 500 Index downside but only 19.09% 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.
- Alpha
- 0.09%
- Beta
- -0.04
- R²
- 0.00
- Upside Capture
- 19.09%
- Downside Capture
- 61.40%
Expense Ratio
DRXIX has an expense ratio of 0.13%, which is considered low.
Return for Risk
Risk / Return Rank
DRXIX ranks 2 for risk / return — above 2% of mutual funds peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for DFA LTIP Portfolio (DRXIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRXIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.25 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.00 | -2.28 |
| Martin ratioReturn relative to average drawdown | -0.56 | 8.49 | -9.05 |
Dividends
Dividend History
DFA LTIP Portfolio provided a 7.57% dividend yield over the last twelve months, with an annual payout of $0.36 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.36 | $0.30 | $0.26 | $0.36 | $0.73 | $0.84 | $0.82 | $0.22 | $0.28 | $0.29 | $0.16 | $0.06 |
Dividend yield | 7.57% | 5.90% | 4.87% | 5.88% | 11.00% | 6.89% | 6.86% | 2.21% | 3.27% | 3.01% | 1.74% | 0.76% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.16 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.30 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.26 |
| 2023 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.36 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.07 | $0.73 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.38 | $0.84 |
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 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 49.17%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-51.17%Oct 2023 | 1y 10mo | — | 4y 8moDec 2021 - now | — |
-28.92%Sep 2013 | 8mo 28d | 5y 11mo | 6y 7moDec 2012 - Aug 2019 | — |
-22.63%Mar 2020 | 9d | 1mo 7d | 1mo 16dMar 2020 - Apr 2020 | COVID crash2020 |
-14.02%Mar 2021 | 7mo 15d | 3mo 20d | 11mo 5dAug 2020 - Jul 2021 | — |
-8.67%Jun 2020 | 1mo 7d | 1mo 16d | 2mo 23dApr 2020 - Jul 2020 | — |
Drawdown Indicators
| DRXIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.17% | -56.78% | +5.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.39% | -9.10% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -19.13% | -18.90% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -51.17% | -25.43% | -25.74% |
Max Drawdown (10Y)Largest decline over 10 years | -51.17% | -33.92% | -17.25% |
Current DrawdownCurrent decline from peak | -49.17% | -1.58% | -47.59% |
Average DrawdownAverage peak-to-trough decline | -20.72% | -10.70% | -10.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 2.14% | +3.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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