Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 06/16/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DFTPX (DFA U.S. Target Value Ptf Class R2) | NA | 14.18% | 21.95% | 6.19% | 8.69% | NA | NA | 9.31% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFTPX (DFA U.S. Target Value Ptf Class R2) | 09/08/2008 | 06/16/2023 |
The return data shown below all have the same latest date: 06/16/2023.
AR inception is since 09/08/2008.
AR inception is since 09/08/2008.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.18 | 21.95 | 6.19 | 8.69 | NA | NA | 9.31 | 3.23 | -4.88 | 28.37 | 3.52 | 21.18 | -15.98 | 9.32 | 26.25 | -5.96 | 2.75 | 42.68 | 18.83 | -6.48 | 28.52 | 32.13 | -32.53 |
| Sharpe Ratio | NA | 0.47 | 0.85 | 0.18 | 0.35 | NA | NA | 0.31 | 0.12 | -0.25 | 1.21 | 0.07 | 1.12 | -0.98 | 0.68 | 1.39 | -0.36 | 0.18 | 2.94 | 1.13 | -0.20 | 1.09 | 0.81 | -1.00 |
| Standard Deviation(%) | NA | 23.11 | 24.34 | 28.79 | 23.18 | NA | NA | 26.94 | 22.06 | 24.99 | 23.50 | 47.84 | 17.61 | 17.74 | 12.81 | 18.62 | 16.44 | 15.10 | 14.48 | 16.78 | 32.81 | 26.13 | 39.62 | 71.56 |
| Draw Down(%) | NA | 16.55 | 18.45 | 50.92 | 50.92 | NA | NA | 57.94 | 16.55 | 18.26 | 15.57 | 48.17 | 13.96 | 27.09 | 8.55 | 13.24 | 15.28 | 14.23 | 6.18 | 13.63 | 31.33 | 23.37 | 37.95 | 50.80 |
| Yield(%) | 0.00 | 5.41 | 7.59 | 4.60 | 5.98 | 8.51 | 6.39 | 9.12 | 0.32 | 4.44 | 10.23 | 1.33 | 4.15 | 4.45 | 5.55 | 5.02 | 5.05 | 5.20 | 8.17 | 7.60 | 1.27 | 1.06 | 1.65 | 1.20 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTPX (DFA U.S. Target Value Ptf Class R2) |
-12.26%
Mar 2017 - Mar 2020 |
-4.97%
Mar 2015 - Mar 2020 |
4.19%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFTPX (DFA U.S. Target Value Ptf Class R2) |
32.59%
Feb 2009 - Feb 2012 |
29.22%
Feb 2009 - Feb 2014 |
16.70%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart