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DFA Global 80EQ-20FI Portfolio Class A

Global Equity Balanced

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
(01-17-2025)
$21.51
Change
$0.15 (0.72%)

As at December 31, 2024

As at June 30, 2024

As at December 31, 2024

Period

Chart

Combination chart with 2 data series.
The chart has 2 X axes displaying Time and navigator-x-axis.
The chart has 2 Y axes displaying values and navigator-y-axis.
End of interactive chart.

Legend

DFA Global 80EQ-20FI Portfolio Class A

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Fund Returns

Inception Return (September 11, 2012): 7.49%

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 -2.28% 1.22% 6.99% 14.76% 14.76% 13.08% 5.44% 8.22% 7.45% 8.80% 6.13% 6.61% 7.15% 6.50%
Benchmark 0.16% 4.17% 9.89% 21.57% 21.57% 18.27% 7.16% 8.19% 8.97% 10.16% 8.76% 9.16% 8.53% 9.36%
Category Average -1.09% 1.96% 7.42% 15.98% 15.98% 13.68% 4.44% 6.38% 6.72% 8.07% 6.02% 6.43% 6.26% 6.12%
Category Rank 1,296 / 1,348 1,085 / 1,335 979 / 1,334 963 / 1,324 963 / 1,324 815 / 1,241 433 / 1,190 248 / 1,076 420 / 1,027 380 / 944 478 / 850 421 / 777 262 / 683 321 / 593
Quartile Ranking 4 4 3 3 3 3 2 1 2 2 3 3 2 3

Monthly Return

Chart

Bar chart with 2 data series.
The chart has 1 X axis displaying categories.
The chart has 1 Y axis displaying values. Data ranges from -2.2817 to 4.2306.
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Monthly Return
Return % Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Fund 0.14% 2.92% 3.36% -1.91% 2.79% -0.14% 3.57% 0.17% 1.90% -0.27% 3.86% -2.28%
Benchmark 1.06% 4.23% 2.30% -1.69% 2.36% 2.01% 3.06% -0.02% 2.38% 0.42% 3.57% 0.16%

Best Monthly Return Since Inception

9.52% (April 2020)

Worst Monthly Return Since Inception

-14.64% (March 2020)

Calendar Return (%)

Chart

Bar chart with 2 data series.
The chart has 1 X axis displaying categories.
The chart has 1 Y axis displaying values. Data ranges from -12.030598 to 21.571641.
End of interactive chart.
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund 0.86% 11.56% 10.07% -8.58% 15.80% 4.40% 17.04% -8.34% 11.44% 14.76%
Benchmark 17.03% 3.66% 11.99% 0.72% 16.29% 12.17% 11.33% -12.03% 15.07% 21.57%
Category Average 4.87% 4.92% 9.31% -5.49% 15.12% 8.09% 12.42% -11.85% 11.42% 15.98%
Quartile Ranking 4 1 2 4 2 4 1 1 2 3
Category Rank 535/ 593 27/ 683 351/ 777 819/ 850 436/ 944 847/ 1,027 91/ 1,076 201/ 1,190 609/ 1,241 963/ 1,324

Best Calendar Return (Last 10 years)

17.04% (2021)

Worst Calendar Return (Last 10 years)

-8.58% (2018)

Asset Allocation

Asset Allocation
Name Percent
US Equity 34.48
Canadian Equity 24.73
International Equity 19.62
Cash and Equivalents 8.49
Foreign Corporate Bonds 8.17
Other 4.51

Sector Allocation

Sector Allocation
Name Percent
Financial Services 15.96
Technology 11.90
Fixed Income 11.79
Energy 9.04
Cash and Cash Equivalent 8.49
Other 42.82

Geographic Allocation

Geographic Allocation
Name Percent
North America 73.97
Europe 13.22
Asia 10.96
Latin America 0.74
Africa and Middle East 0.62
Other 0.49

Top Holdings

Top Holdings
Name Percent
DFA Canadian Core Equity Fund Class I 17.90
DFA U.S. Core Equity Fund Class I (H) 11.65
DFA U.S. Core Equity Fund - Class I 11.62
DFA Global Investment Grade Fixed Income Fund Cl I 8.91
DFA Canadian Vector Equity Fund Class I 7.65
DFA International Core Equity Fund - Class I(H) 6.33
DFA International Core Equity Fund - Class I 6.30
DFA Five-Year Global Fixed Income Fund Class I 5.98
DFA U.S. Vector Equity Fund - Class I 5.96
DFA Global Targeted Credit Fund Class I 4.98

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Average Duration: S. Average Credit Quality: M.
Period: 

Risk vs Return (3 Yr)

Chart

Scatter chart with 3 data series.
The chart has 1 X axis displaying Risk (Annualized Standard Deviation). Data ranges from 5.32 to 20.6539.
The chart has 1 Y axis displaying Return. Data ranges from -10.670004 to 11.523495.
End of interactive chart.

DFA Global 80EQ-20FI Portfolio Class A

Median

Other - Global Equity Balanced

3 Yr Annualized

Standard Deviation 11.32% 13.35% 10.83%
Beta 0.98% 1.16% 0.95%
Alpha -0.01% -0.02% -0.02%
Rsquared 0.84% 0.79% 0.67%
Sharpe 0.20% 0.43% 0.49%
Sortino 0.39% 0.54% 0.51%
Treynor 0.02% 0.05% 0.06%
Tax Efficiency 90.19% 93.62% 93.35%
Volatility Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10

Risk Rating

Rating 5 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 7.48% 11.32% 13.35% 10.83%
Beta 1.10% 0.98% 1.16% 0.95%
Alpha -0.08% -0.01% -0.02% -0.02%
Rsquared 0.76% 0.84% 0.79% 0.67%
Sharpe 1.30% 0.20% 0.43% 0.49%
Sortino 3.27% 0.39% 0.54% 0.51%
Treynor 0.09% 0.02% 0.05% 0.06%
Tax Efficiency 95.78% 90.19% 93.62% 93.35%

Fundata ESG Metrics

Fundata ESG Score

Chart

Bar chart with 2 data series.
The chart has 1 X axis displaying values. Data ranges from -0.5 to 0.5.
The chart has 1 Y axis displaying values. Data ranges from 38.257339 to 47.705787.
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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

Chart

Bar chart with 2 data series.
The chart has 1 X axis displaying values. Data ranges from -0.5 to 0.5.
The chart has 1 Y axis displaying values. Data ranges from 34.291068 to 49.053119.
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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

Chart

Bar chart with 2 data series.
The chart has 1 X axis displaying values. Data ranges from -0.5 to 0.5.
The chart has 1 Y axis displaying values. Data ranges from 37.726421 to 46.812338.
End of interactive chart.

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

Chart

Bar chart with 2 data series.
The chart has 1 X axis displaying values. Data ranges from -0.5 to 0.5.
The chart has 1 Y axis displaying values. Data ranges from 48.270299 to 50.03123.
End of interactive chart.

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 September 11, 2012
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
DFA697

Investment Objectives

The fundamental investment objective of the fund is to seek total return consisting of long-term capital appreciation and income at levels consistent with the fund’s asset allocation strategy. The fund will generally invest its assets to achieve a target asset allocation of approximately 80% in equity securities and 20% in fixed income securities. The asset allocation may be achieved through investments in other mutual funds or directly in individual securities.

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
Dimensional Fund Advisors LP 09-11-2012
07-13-2020

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 1.42%
Management Fee 1.23%
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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