What is DFAI?

DFAI is an actively-managed fund that seeks a broad exposure to relatively low-priced and profitable stocks in developed countries outside the US.

PERFORMANCE [as of 03/27/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DFAI -1.35% 4.33% 4.83% -4.81% -- -- --
DFAI (NAV) -1.61% 3.88% 4.16% -4.75% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI World ex USA IMI -1.48% 3.83% 4.15% -5.98% 12.73% 2.78% 4.68%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DFAI Factset Analytics Insight

DFAI’s adviser curates a portfolio of non-US stocks, drawn from a market-cap-weighted selection universe comprised of developed markets. The fund aims to invest in companies of all capitalizations, with an emphasis on small-caps. DFAI targets stocks, that in comparison to their peers, are relatively lower-priced and more profitable. These are screened using various financial factors, such as price-to-book ratio, which is the main criterion for relative price. Additionally, a company’s price momentum and investment characteristics may also be considered for the portfolio’s selection. The adviser further takes into account the sizes of eligible securities to set country weights. Overall, the adviser integrates research with portfolio design and management, and implements a flexible trading approach in order to reduce trading costs.

DFAI Summary Data

Dimensional
11/17/20
0.18%
$3.16B
No Underlying Index
MSCI World ex USA IMI
Open-Ended Fund

Peers

MSCI World ex USA IMI

Fund Flows

+$0.01B 5 Days
+$0.19B 30 Days
+$0.57B 90 Days

DFAI Portfolio Data

$65.43B
13.12
1.65
2.69%
09/20/22
3,406

DFAI Index Data

No Underlying Index
Proprietary
Proprietary
MSCI World ex USA IMI

DFAI Portfolio Management

0.18%
--
--
--

DFAI Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DFAI Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

Factset Analytics Block Liquidity

As of 03/28/23

This measurement shows how easy it is to trade a $1 million USD block of DFAI. DFAI is rated a 5 out of 5.

DFAI Tradability

820,449
$21.75M
722,294
$18.86M
0.04%
$0.01
0.10%
2.01% / -1.42%
None
31.00%
100,000
7.22
0.20%
0.01%
0
$26.02
5

DFAI Sector/Industry Breakdown

DFAI Segment
Benchmark
19.13% --
9.86% --
9.46% --
8.08% --
6.26% --
5.71% --
5.19% --
5.17% --
4.07% --
3.94% --

DFAI Top 10 Holdings

1.52%
1.28%
1.17%
1.10%
1.00%
0.93%
0.87%
0.72%
10.32%

DFAI Performance Statistics

0.99
0.96
0.97
0.95
0.11%
MSCI World ex USA IMI

DFAI Countries

DFAI Segment
Benchmark
21.47% 20.44%
13.08% 13.75%
10.90% 10.39%
9.43% 9.66%
8.31% 8.22%
7.36% 7.51%
7.24% 7.05%
3.60% 3.74%
2.87% 3.23%
2.40% 2.43%

DFAI Regions

DFAI Segment
Benchmark
55.02% 55.93%
32.54% 32.15%
11.86% 11.27%
0.58% 0.65%

DFAI Economic Development

DFAI Segment
Benchmark
99.99% 99.99%
0.01% 0.01%

DFAI Benchmark Comparison Holdings

3,406
3382
2,488
76.99%

DFAI Benchmark Comparison Summary

DFAI Segment
Benchmark
3,406 3382
$65.43B $69.82B
13.12 14.47
1.65 1.73
2.87% 2.77%
Low Low

DFAI Benchmark Comparison Market Cap Size

DFAI Segment
Benchmark
69.53% 73.07%
20.83% 18.83%
7.96% 7.39%
1.24% 0.63%