DFA Investment Dimensions Group (DFAC) Performance
DFAC total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.8% since Dec 31, 2025
- 1 year
- +16.5% total return
- 5 years
- +11.1% a year
- Since first price
- +11.5% a year since 2021
DFAC trailing returns vs SPY, QQQ, AGG
| Period | DFAC total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.4% | −0.4% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.7% | +1.5% | +3.2% | +1.9% | −0.4% |
| 6 months | +7.0% | +6.5% | +7.8% | +8.4% | −1.5% |
| YTD | +13.8% | +13.0% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.5% | +15.4% | +14.4% | +15.9% | −1.1% |
| 3 years | +81.6%+22.0%/yr | +75.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +69.4%+11.1%/yr | +59.5% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionJun 14, 2021 | +78.9%+11.5%/yr | +67.6% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DFAC vs SPY
From Jun 14, 2021: DFAC grew to $17,891, SPY to $19,231.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DFAC returns by calendar year
3 of 4 full years positive. Best 2023 (+22.0%), worst 2022 (−14.9%). 2026 is year to date.
DFAC annual returns table
| Year | DFAC | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.8% | −8.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +15.7% | −19.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +19.6% | −8.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.0% | −11.4% | +26.2% | +54.9% | +5.7% |
| 2022 | −14.9% | −23.1% | −18.2% | −32.6% | −13.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DFAC largest drawdowns
Now 3.0% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 4, 2022 | −23.1% | Sep 30, 2022 | Dec 13, 2023 | 9 months | 1.9 years |
| Dec 4, 2024 | −20.0% | Apr 8, 2025 | Jul 3, 2025 | 4 months | 7 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DFAC risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +20.5% | +12.2% | +11.3% |
| Volatility (annualized) | 12.9% | 15.9% | 15.7% |
| Sharpe ratio | 1.18 | 0.58 | 0.55 |
| Sortino ratio | 2.19 | 0.93 | 0.87 |
| Best month | +9.1% | +9.8% | +9.8% |
| Worst month | −5.5% | −9.0% | −9.0% |
| Best 12 months | +35.8% | +35.8% | +35.8% |
| Worst 12 months | +4.4% | −15.1% | −15.1% |
| Positive months | 75% | 65% | 65% |
| Beta vs S&P 500 | 0.99 | 0.98 | — |
| Correlation with S&P 500 | 0.95 | 0.97 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DFAC rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 53 | −15.1% | +15.3% | +35.8% | 81% |
| 3-year (a year) | 29 | +7.5% | +16.7% | +22.2% | 100% |
| 5-year (a year) | 5 | +11.0% | +11.8% | +12.2% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
DFAC performance overview
DFA Investment Dimensions Group (DFAC) returned +16.5% over the past year and +11.1% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +11.5% a year, turning $10,000 into about $17,891. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −23.1%, from Jan 4, 2022 to Sep 30, 2022, and it took 1.2 years to get back to the old high. DFAC finished 3 of its 4 full calendar years with a gain; the best year was 2023 (+22.0%) and the worst 2022 (−14.9%). Volatility has been 15.7% a year.
Related: DFAC chart, DFAC holdings, DFAC dividends, DFAC valuation. See the DFAC overview for the latest quote and fund facts.
DFAC performance FAQ
What is the DFAC return over the past year?
DFAC returned +16.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 15.4%.
What is the average annual return of DFAC?
DFAC has returned +11.1% a year over 5 years, +11.5% a year since June 14, 2021 (total return, distributions reinvested).
How much would $10,000 invested in DFAC be worth?
$10,000 invested in DFAC at its first recorded close on June 14, 2021 would be worth about $17,891 on October 23, 2026 with distributions reinvested.
What was the worst year for DFAC?
The worst calendar year was 2022, with a total return of −14.9%. The best was 2023 at +22.0%.
What is the biggest drawdown of DFAC?
The largest peak-to-trough decline was −23.1% between January 4, 2022 and September 30, 2022. It recovered to the old high on December 13, 2023, 1.2 years after the bottom.
How volatile is DFAC?
Over the past 3 years DFAC had an annualized volatility of 12.9% and a Sharpe ratio of 1.18 (excess return over 1–3 month T-bills per unit of risk).