DFA Investment Dimensions Group (DFAR) Performance
DFAR total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +11.8% since Dec 31, 2025
- 1 year
- +8.3% total return
- 3 years
- +13.8% a year
- Since first price
- +2.7% a year since 2022
DFAR trailing returns vs SPY, QQQ, AGG
| Period | DFAR total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +2.1% | +2.1% | −1.0% | −5.0% | +0.9% |
| 3 months | −5.3% | −6.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +0.2% | −1.5% | +7.8% | +8.4% | −1.5% |
| YTD | +11.8% | +9.6% | +12.3% | +15.1% | −1.0% |
| 1 year | +8.3% | +4.5% | +14.4% | +15.9% | −1.1% |
| 3 years | +47.6%+13.8%/yr | +35.0% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionFeb 24, 2022 | +13.4%+2.7%/yr | +0.1% | — | — | — |
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: DFAR vs SPY
From Feb 24, 2022: DFAR grew to $11,344, SPY to $18,905.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DFAR returns by calendar year
3 of 3 full years positive. Best 2023 (+11.0%), worst 2025 (+1.3%). 2026 is year to date.
DFAR annual returns table
| Year | DFAR | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +11.8% | −11.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +1.3% | −14.3% | +17.7% | +20.8% | +7.2% |
| 2024 | +5.2% | −11.0% | +24.9% | +25.6% | +1.3% |
| 2023 | +11.0% | −21.3% | +26.2% | +54.9% | +5.7% |
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.
DFAR largest drawdowns
Now 7.2% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Apr 20, 2022 | −32.3% | Oct 25, 2023 | Apr 16, 2026 | 1.5 years | 4.0 years |
| Jul 24, 2026 | −11.5% | Oct 7, 2026 | not yet | 2 months | 3 months so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DFAR risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +10.6% | +1.8% |
| Volatility (annualized) | 16.4% | 18.5% |
| Sharpe ratio | 0.43 | -0.03 |
| Sortino ratio | 0.69 | -0.04 |
| Best month | +11.7% | +11.7% |
| Worst month | −7.9% | −12.6% |
| Best 12 months | +34.8% | +34.8% |
| Worst 12 months | −4.6% | −19.3% |
| Positive months | 61% | 55% |
| Beta vs S&P 500 | 0.83 | — |
| Correlation with S&P 500 | 0.63 | — |
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.
DFAR rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 45 | −19.3% | +5.2% | +34.8% | 64% |
| 3-year (a year) | 21 | −1.8% | +6.1% | +13.1% | 90% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
DFAR performance overview
DFA Investment Dimensions Group (DFAR) returned +8.3% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +2.7% a year, turning $10,000 into about $11,344. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −32.3%, from Apr 20, 2022 to Oct 25, 2023, and it took 2.5 years to get back to the old high. DFAR finished 3 of its 3 full calendar years with a gain; the best year was 2023 (+11.0%) and the worst 2025 (+1.3%). Volatility has been 18.5% a year.
Related: DFAR chart, DFAR holdings, DFAR dividends, DFAR valuation. See the DFAR overview for the latest quote and fund facts.
DFAR performance FAQ
What is the DFAR return over the past year?
DFAR returned +8.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 4.5%.
How much would $10,000 invested in DFAR be worth?
$10,000 invested in DFAR at its first recorded close on February 24, 2022 would be worth about $11,344 on October 23, 2026 with distributions reinvested.
What was the worst year for DFAR?
The worst calendar year was 2025, with a total return of +1.3%. The best was 2023 at +11.0%.
What is the biggest drawdown of DFAR?
The largest peak-to-trough decline was −32.3% between April 20, 2022 and October 25, 2023. It recovered to the old high on April 16, 2026, 2.5 years after the bottom.
How volatile is DFAR?
Over the past 3 years DFAR had an annualized volatility of 16.4% and a Sharpe ratio of 0.43 (excess return over 1–3 month T-bills per unit of risk).