DFA US Micro Cap I (DFSCX)

21.34 -0.32  -1.48% Jan 24 USD
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Key Stats

Net Asset Value 21.34
Turnover Ratio 15.00%
1 Year Fund Level Flows -52.79M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -2.02% -0.66% 88
3M 5.81% 6.19% 59
6M 4.80% 5.07% 61
YTD -1.61% -0.40% 86
1Y 9.64% 13.78% 86
3Y 5.55% 6.41% 67
5Y 7.68% 7.40% 47
10Y 12.32% 11.23% 21
15Y 8.12% 8.03% 60
20Y 8.69% 8.48% 50
As of Jan. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.93% 0.94% 0.01%
Stock 99.06% 99.06% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.01% 0.01% 0.00%
Other 0.00% 0.00% 0.00%
As of Nov. 30, 2019

Region Exposure

Americas 98.68%
North America 97.99%
Latin America 0.70%
Greater Europe 0.72%
United Kingdom 0.37%
Europe Developed 0.21%
Europe Emerging 0.01%
Africa/Middle East 0.14%
Greater Asia 0.59%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.19%
Asia Emerging 0.40%
Market Classification
% Developed Markets 99.46%
% Emerging Markets 0.54%
As of Nov. 30, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 5.06%
Communication Services 2.82%
Consumer Cyclical 13.79%
Consumer Defensive 4.03%
Energy 5.24%
Financial Services 22.64%
Healthcare 10.63%
Industrials 19.69%
Real Estate 0.72%
Technology 13.23%
Utilities 2.15%
As of Nov. 30, 2019

Stock Market Capitalization

Giant 0.48%
Large 0.30%
Medium 1.14%
Small 77.57%
Micro 20.51%
As of Nov. 30, 2019

Stock Style Exposure

Large Cap Value 0.26%
Large Cap Blend 0.30%
Large Cap Growth 0.25%
Mid Cap Value 0.19%
Mid Cap Blend 0.37%
Mid Cap Growth 0.60%
Small Cap Value 28.00%
Small Cap Blend 37.06%
Small Cap Growth 32.98%
As of Nov. 30, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- E-mini S&P 500 Futures Dec19 0.86% -- --
CNMD Conmed Corp 0.40% 107.83 -0.16%
NMIH NMI Holdings Inc A 0.39% 32.29 -1.13%
IOSP Innospec Inc 0.37% 104.90 -1.46%
FN Fabrinet 0.36% 65.69 -2.06%
ELY Callaway Golf Co 0.35% 21.04 -1.27%
WD Walker & Dunlop Inc 0.34% 66.41 -0.66%
FSS Federal Signal Corp 0.33% 34.08 -2.13%
CWST Casella Waste Systems Inc Class A 0.33% 50.34 +1.15%
OSIS OSI Systems Inc 0.33% 94.83 -1.92%
As of Nov. 30, 2019
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Basic Info

Investment Strategy
The investment seeks long-term capital appreciation. The fund, using a market capitalization weighted approach, purchases a broad and diverse group of the securities of U.S. micro cap companies. It may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to adjust market exposure based on actual or expected cash inflows to or outflows from the fund.
General
Security Type Mutual Fund
Oldest Share Symbol DFSCX
Equity Style Small Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Small Blend
Prospectus Objective Small Company
Fund Owner Firm Name Dimensional Fund Advisors
Benchmark Index
Russell 2000 TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Jed Fogdall 7.84 yrs
Joel Schneider 4.45 yrs

Net Fund Flows

1M -32.95M
3M -87.47M
6M -112.60M
YTD -52.79M
1Y -52.79M
3Y -55.40M
5Y -373.04M
10Y -1.408B
As of Dec. 31, 2019

Risk Info

Beta (5Y) 1.106
Historical Sharpe Ratio (10Y) 0.7843
Historical Sortino (All) 0.7648
Daily Value at Risk (VaR) 1% (All) 3.11%
Monthly Value at Risk (VaR) 1% (All) 16.30%

Fundamentals

Dividend Yield TTM (1-24-20) 0.82%
30-Day SEC Yield --
7-Day SEC Yield (3-1-13) 0.00%
Weighted Average PE Ratio 16.58
Weighted Average Price to Sales Ratio 0.8157
Weighted Average Price to Book Ratio 1.649
Weighted Median ROE 8.79%
Weighted Median ROA 3.18%
Forecasted Dividend Yield 1.29%
Forecasted PE Ratio 15.61
Forecasted Price to Sales Ratio 0.7817
Forecasted Price to Book Ratio 1.556
Number of Holdings 1717
As of Nov. 30, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 13.49%
Forecasted Book Value Growth -19.70%
Forecasted Cash Flow Growth 4.12%
Forecasted Earnings Growth 12.96%
Forecasted Revenue Growth -1.68%
As of Nov. 30, 2019

Comparables

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Attributes

Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment 0.00 USD
Minimum Subsequent Investment 0.00 USD
Fees
Actual 12B-1 Fee --
Actual Management Fee 0.50%
Administration Fee 0.47%
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 12/23/1981
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2019
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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