DFA US Social Core Equity 2 Portfolio (DFUEX)

16.69 +0.51  +3.15% Jun 5 USD
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Key Stats

Net Asset Value 16.69
Turnover Ratio 18.00%
1 Year Fund Level Flows 30.58M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 13.38% 10.09% 6
3M -1.25% -1.10% 48
6M -4.08% -1.35% 78
YTD -7.91% -4.76% 81
1Y 5.98% 9.28% 74
3Y 6.59% 8.30% 77
5Y 7.09% 8.23% 75
10Y 11.60% 11.97% 68
15Y -- 7.88% --
20Y -- 5.55% --
As of June 5, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.17% 1.17% 0.00%
Stock 98.82% 98.82% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of March 31, 2020

Region Exposure

Americas 98.87%
North America 98.75%
Latin America 0.13%
Greater Europe 0.76%
United Kingdom 0.41%
Europe Developed 0.30%
Europe Emerging 0.02%
Africa/Middle East 0.03%
Greater Asia 0.37%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.19%
Asia Emerging 0.18%
Market Classification
% Developed Markets 99.77%
% Emerging Markets 0.23%
As of March 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 3.61%
Communication Services 8.94%
Consumer Cyclical 12.25%
Consumer Defensive 6.22%
Energy 3.23%
Financial Services 17.96%
Healthcare 7.75%
Industrials 13.72%
Real Estate 0.32%
Technology 23.31%
Utilities 2.68%
As of March 31, 2020

Stock Market Capitalization

Giant 31.01%
Large 22.73%
Medium 28.24%
Small 15.37%
Micro 2.64%
As of March 31, 2020

Stock Style Exposure

Large Cap Value 20.44%
Large Cap Blend 17.84%
Large Cap Growth 15.85%
Mid Cap Value 10.41%
Mid Cap Blend 9.54%
Mid Cap Growth 8.10%
Small Cap Value 6.40%
Small Cap Blend 6.83%
Small Cap Growth 4.60%
As of March 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
AAPL Apple Inc 4.32% 331.50 +2.85%
MSFT Microsoft Corp 4.29% 187.20 +2.34%
AMZN Amazon.com Inc 2.59% 2483.00 +0.91%
INTC Intel Corp 1.29% 64.34 +2.18%
VZ Verizon Communications Inc 1.28% 57.74 +0.91%
JPM JPMorgan Chase & Co 1.12% 111.23 +4.50%
FB Facebook Inc A 1.04% 230.77 +1.98%
V Visa Inc Class A 1.04% 199.61 +3.08%
BRK.B Berkshire Hathaway Inc B 0.99% 200.66 +4.48%
T AT&T Inc 0.99% 32.77 +3.05%
As of March 31, 2020
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Basic Info

Investment Strategy
The investment seeks long-term capital appreciation. The Portfolio purchases a broad and diverse group of securities of U.S. companies with greater emphasis on small capitalization, value, and/or high profitability companies as compared to their representation in the U.S. Universe, while excluding companies based on its social issue screens. It will invest at least 80% of its net assets in equity securities of U.S. companies. The Portfolio 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 Portfolio.
General
Security Type Mutual Fund
Oldest Share Symbol DFUEX
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth
Fund Owner Firm Name Dimensional Fund Advisors
Benchmark Index
Russell 3000 TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Jed Fogdall 8.18 yrs
Joel Schneider 1.17 yrs
Lukas Smart 3.17 yrs

Net Fund Flows

1M -19.81M
3M 11.21M
6M 11.10M
YTD 7.456M
1Y 30.58M
3Y 212.67M
5Y 393.89M
10Y 662.78M
As of May 31, 2020

Risk Info

Beta (5Y) 1.147
Historical Sharpe Ratio (10Y) 0.6757
Historical Sortino (All) 0.3601
Daily Value at Risk (VaR) 1% (All) 4.42%
Monthly Value at Risk (VaR) 1% (All) 21.77%

Fundamentals

Dividend Yield TTM (6-4-20) 1.49%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 13.97
Weighted Average Price to Sales Ratio 1.056
Weighted Average Price to Book Ratio 1.895
Weighted Median ROE 23.73%
Weighted Median ROA 7.92%
Forecasted Dividend Yield 2.51%
Forecasted PE Ratio 13.30
Forecasted Price to Sales Ratio 0.9909
Forecasted Price to Book Ratio 1.738
Number of Holdings 2303
As of March 31, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.61%
Forecasted Book Value Growth -28.77%
Forecasted Cash Flow Growth 7.05%
Forecasted Earnings Growth 8.93%
Forecasted Revenue Growth -11.38%
As of March 31, 2020

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 0.23%
Administration Fee --
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 10/1/2007
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2020
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 Yes
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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