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U.S. Equity
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|
NAVPS (09-06-2024) |
$41.07 |
|---|---|
| Change |
-$0.48
(-1.16%)
|
As at July 31, 2024
As at June 30, 2024
As at July 31, 2024
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Inception Return (October 29, 2003): 7.74%
| 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 | 6.23% | 7.74% | 14.88% | 16.02% | 20.52% | 16.49% | 9.94% | 16.29% | 10.86% | 8.58% | 9.73% | 9.95% | 8.71% | 10.08% |
| Benchmark | 2.12% | 10.55% | 18.30% | 21.84% | 28.01% | 21.92% | 13.41% | 16.63% | 16.13% | 14.92% | 15.80% | 15.21% | 14.12% | 15.86% |
| Category Average | 1.79% | 14.31% | 14.31% | 17.38% | 22.65% | 17.16% | 8.69% | 13.13% | 12.11% | 11.10% | 11.80% | 11.53% | 10.27% | 11.48% |
| Category Rank | 38 / 1,327 | 925 / 1,319 | 701 / 1,311 | 874 / 1,302 | 867 / 1,275 | 801 / 1,201 | 516 / 1,125 | 164 / 1,057 | 735 / 1,004 | 766 / 907 | 707 / 853 | 601 / 764 | 546 / 662 | 501 / 622 |
| Quartile Ranking | 1 | 3 | 3 | 3 | 3 | 3 | 2 | 1 | 3 | 4 | 4 | 4 | 4 | 4 |
| Return % | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.38% | -3.32% | -2.64% | 5.49% | 5.02% | 0.99% | 5.62% | 4.85% | -3.72% | 2.24% | -0.79% | 6.23% |
| Benchmark | 1.05% | -4.85% | 0.44% | 6.86% | 1.80% | 3.00% | 6.70% | 3.07% | -2.70% | 4.13% | 3.97% | 2.12% |
12.94% (April 2009)
-17.16% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 14.81% | 12.20% | 14.46% | 6.43% | -7.01% | 17.92% | 2.16% | 25.48% | -4.67% | 12.42% |
| Benchmark | 24.19% | 20.77% | 8.65% | 13.80% | 3.98% | 25.18% | 16.07% | 28.16% | -12.52% | 23.32% |
| Category Average | 16.59% | 10.40% | 6.16% | 13.43% | -2.19% | 22.72% | 13.97% | 23.22% | -14.41% | 18.85% |
| Quartile Ranking | 4 | 3 | 1 | 4 | 4 | 4 | 4 | 2 | 1 | 4 |
| Category Rank | 419/ 548 | 436/ 640 | 32/ 688 | 741/ 777 | 727/ 865 | 847/ 940 | 935/ 1,018 | 370/ 1,083 | 147/ 1,140 | 999/ 1,204 |
25.48% (2021)
-7.01% (2018)
| Name | Percent |
|---|---|
| US Equity | 94.70 |
| International Equity | 4.77 |
| Cash and Equivalents | 0.32 |
| Canadian Equity | 0.14 |
| Income Trust Units | 0.06 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Financial Services | 22.22 |
| Technology | 13.57 |
| Healthcare | 11.65 |
| Energy | 10.34 |
| Industrial Goods | 7.98 |
| Other | 34.24 |
| Name | Percent |
|---|---|
| North America | 95.23 |
| Europe | 3.48 |
| Latin America | 1.16 |
| Asia | 0.11 |
| Africa and Middle East | 0.02 |
| Name | Percent |
|---|---|
| Berkshire Hathaway Inc Cl B | 2.37 |
| JPMorgan Chase & Co | 2.36 |
| Exxon Mobil Corp | 2.24 |
| Amazon.com Inc | 1.25 |
| UnitedHealth Group Inc | 1.12 |
| Chevron Corp | 1.10 |
| Johnson & Johnson | 1.02 |
| Verizon Communications Inc | 0.96 |
| Bank of America Corp | 0.93 |
| Meta Platforms Inc Cl A | 0.92 |
DFA U.S. Vector Equity Fund Class A
Median
Other - U.S. Equity
| Standard Deviation | 14.48% | 17.04% | 14.93% |
|---|---|---|---|
| Beta | 0.83% | 1.00% | 1.00% |
| Alpha | -0.01% | -0.04% | -0.05% |
| Rsquared | 0.70% | 0.69% | 0.74% |
| Sharpe | 0.51% | 0.57% | 0.62% |
| Sortino | 0.86% | 0.78% | 0.78% |
| Treynor | 0.09% | 0.10% | 0.09% |
| Tax Efficiency | 98.59% | 98.80% | 98.78% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 13.04% | 14.48% | 17.04% | 14.93% |
| Beta | 0.81% | 0.83% | 1.00% | 1.00% |
| Alpha | -0.01% | -0.01% | -0.04% | -0.05% |
| Rsquared | 0.54% | 0.70% | 0.69% | 0.74% |
| Sharpe | 1.13% | 0.51% | 0.57% | 0.62% |
| Sortino | 2.68% | 0.86% | 0.78% | 0.78% |
| Treynor | 0.18% | 0.09% | 0.10% | 0.09% |
| Tax Efficiency | 99.41% | 98.59% | 98.80% | 98.78% |
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.
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.
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.
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.
| Start Date | October 29, 2003 |
|---|---|
| Instrument Type | Mutual Fund |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Quarterly |
| Assets ($mil) | - |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| DFA222 |
The fundamental investment objective of the fund is to achieve long-term capital appreciation by investing primarily in common stocks of U.S. 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.
Information regarding the general investment approach and strategies followed in the management of the Dimensional Funds is set out in the section above called “Investment approach”. 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.
| Name | Start Date |
|---|---|
| Dimensional Fund Advisors Canada ULC | 10-27-2003 |
| Stephen A. Clark | 10-29-2003 |
| 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 |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 2,500 |
| PAC Subsequent | 50 |
| SWP Allowed | Yes |
| SWP Min Balance | - |
| SWP Min Withdrawal | 50 |
| MER | 1.45% |
|---|---|
| Management Fee | 1.25% |
| 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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