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DFA Canadian Vector Equity Fund Class A

Canadian Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeC Click for more information on Fundata’s ESG Grade

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

NAVPS
(04-18-2024)
$13.99
Change
$0.03 (0.22%)

As at March 31, 2024

As at December 31, 2023

As at February 29, 2024

Period
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Legend

DFA Canadian Vector Equity Fund Class A

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Fund Returns

Inception Return (July 11, 2011): 4.55%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 5.95% 7.56% 12.48% 7.56% 13.40% 4.12% 11.43% 23.31% 10.75% 8.32% 7.08% 8.66% 6.88% 5.22%
Benchmark 4.14% 6.62% 15.26% 6.62% 13.96% 3.95% 9.11% 16.99% 9.96% 9.65% 8.48% 9.70% 7.76% 7.67%
Category Average 2.98% 13.93% 13.93% 6.16% 12.04% 3.60% 8.38% 15.41% 8.69% 8.07% 6.99% 7.91% 6.36% 6.41%
Category Rank 7 / 725 98 / 724 632 / 714 98 / 724 312 / 701 288 / 671 65 / 598 11 / 557 86 / 539 276 / 474 279 / 448 182 / 399 190 / 365 299 / 332
Quartile Ranking 1 1 4 1 2 2 1 1 1 3 3 2 3 4

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 2.84% -5.88% 3.57% 4.93% -1.62% -2.59% -3.50% 4.89% 3.32% -0.39% 1.92% 5.95%
Benchmark 2.90% -4.95% 3.36% 2.58% -1.37% -3.33% -3.21% 7.48% 3.91% 0.55% 1.82% 4.14%

Best Monthly Return Since Inception

15.83% (April 2020)

Worst Monthly Return Since Inception

-24.53% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund -1.94% -13.71% 29.62% 5.44% -15.70% 16.72% 0.70% 29.89% 2.12% 8.70%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average 9.54% -6.15% 16.46% 6.89% -9.47% 19.21% 3.42% 23.26% -4.82% 9.85%
Quartile Ranking 4 4 1 3 4 4 3 1 1 3
Category Rank 329/ 330 360/ 362 5/ 389 326/ 445 462/ 471 472/ 518 365/ 554 58/ 589 29/ 656 510/ 694

Best Calendar Return (Last 10 years)

29.89% (2021)

Worst Calendar Return (Last 10 years)

-15.70% (2018)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 98.49
International Equity 0.57
US Equity 0.51
Cash and Equivalents 0.37
Income Trust Units 0.07
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 35.64
Energy 20.48
Basic Materials 19.94
Consumer Goods 5.35
Consumer Services 4.64
Other 13.95

Geographic Allocation

Geographic Allocation
Name Percent
North America 99.43
Europe 0.53
Latin America 0.04

Top Holdings

Top Holdings
Name Percent
Bank of Montreal 4.41
Royal Bank of Canada 4.17
Toronto-Dominion Bank 3.89
Suncor Energy Inc 3.10
Manulife Financial Corp 2.87
Fairfax Financial Holdings Ltd 2.71
Canadian Imperial Bank of Commerce 2.66
National Bank of Canada 2.62
Teck Resources Ltd Cl B 2.50
Nutrien Ltd 2.44

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

DFA Canadian Vector Equity Fund Class A

Median

Other - Canadian Equity

3 Yr Annualized

Standard Deviation 13.85% 19.59% 16.23%
Beta 0.98% 1.19% 1.19%
Alpha 0.02% -0.01% -0.03%
Rsquared 0.88% 0.90% 0.87%
Sharpe 0.66% 0.53% 0.31%
Sortino 0.96% 0.65% 0.29%
Treynor 0.09% 0.09% 0.04%
Tax Efficiency 88.39% 89.78% 86.60%
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 10 on a scale of 1 to 10 Volatility rating is 9 on a scale of 1 to 10

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 13.23% 13.85% 19.59% 16.23%
Beta 0.97% 0.98% 1.19% 1.19%
Alpha 0.00% 0.02% -0.01% -0.03%
Rsquared 0.89% 0.88% 0.90% 0.87%
Sharpe 0.66% 0.66% 0.53% 0.31%
Sortino 1.31% 0.96% 0.65% 0.29%
Treynor 0.09% 0.09% 0.09% 0.04%
Tax Efficiency 91.76% 88.39% 89.78% 86.60%

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

Fund Details

Start Date July 11, 2011
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) -

Fund Codes

FundServ Code Load Code Sales Status
DFA599

Investment Objectives

The fundamental investment objective of the fund is to seek long-term capital appreciation by investing primarily in equity securities of Canadian companies. Fundamental investment objectives may only be changed with the approval of a majority of unitholders at a meeting called for that purpose. However, we may change the fund’s investment strategies described below, at our discretion.

Investment Strategy

To achieve the fund’s investment objectives, the Sub-Advisor implements an integrated investment approach that combines research, portfolio design, portfolio management, and trading functions. The fund’s design emphasizes long-term drivers of expected returns identified by the Sub-Advisor’s research, while balancing risk through broad diversification across companies and sectors.

Portfolio Manager(s)

Name Start Date
07-13-2020
Dimensional Fund Advisors LP 12-03-2020

Management and Organization

Fund Manager Dimensional Fund Advisors Canada ULC
Advisor Dimensional Fund Advisors Canada ULC
Custodian RBC Investor Services Trust (Canada)
Registrar RBC Investor Services Trust (Canada)
Distributor -
Auditor PriceWaterhouseCoopers LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 2,500
PAC Subsequent 50
SWP Allowed Yes
SWP Min Balance -
SWP Min Withdrawal 50

Fees

MER 1.48%
Management Fee 1.28%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) 1.00%
Trailer Fee Max (LL) -

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