DFA Investment Dimensions Group (DFAT) Performance
DFAT total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +17.3% since Dec 31, 2025
- 1 year
- +20.8% total return
- 5 years
- +9.7% a year
- Since first price
- +9.6% a year since 2021
DFAT trailing returns vs SPY, QQQ, AGG
| Period | DFAT total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +1.8% | +1.8% | −1.0% | −5.0% | +0.9% |
| 3 months | −0.8% | −1.2% | +3.2% | +1.9% | −0.4% |
| 6 months | +4.5% | +3.8% | +7.8% | +8.4% | −1.5% |
| YTD | +17.3% | +16.1% | +12.3% | +15.1% | −1.0% |
| 1 year | +20.8% | +19.1% | +14.4% | +15.9% | −1.1% |
| 3 years | +67.3%+18.7%/yr | +60.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +58.6%+9.7%/yr | +47.0% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionJun 14, 2021 | +63.7%+9.6%/yr | +51.0% | — | — | — |
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: DFAT vs SPY
From Jun 14, 2021: DFAT grew to $16,371, SPY to $19,231.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DFAT returns by calendar year
3 of 4 full years positive. Best 2023 (+20.9%), worst 2022 (−6.2%). 2026 is year to date.
DFAT annual returns table
| Year | DFAT | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +17.3% | −9.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +8.7% | −22.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +7.8% | −9.8% | +24.9% | +25.6% | +1.3% |
| 2023 | +20.9% | −16.5% | +26.2% | +54.9% | +5.7% |
| 2022 | −6.2% | −19.4% | −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.
DFAT largest drawdowns
Now 4.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 25, 2024 | −26.1% | Apr 8, 2025 | Dec 10, 2025 | 4 months | 1.0 years |
| Nov 16, 2021 | −20.0% | Sep 26, 2022 | Feb 1, 2023 | 10 months | 1.2 years |
| Feb 2, 2023 | −16.5% | May 4, 2023 | Jul 31, 2023 | 3 months | 6 months |
| Jul 31, 2023 | −13.8% | Oct 27, 2023 | Dec 13, 2023 | 3 months | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DFAT risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +15.0% | +10.0% | +9.4% |
| Volatility (annualized) | 18.4% | 20.3% | 19.9% |
| Sharpe ratio | 0.61 | 0.39 | 0.38 |
| Sortino ratio | 1.07 | 0.65 | 0.63 |
| Best month | +11.8% | +13.9% | +13.9% |
| Worst month | −7.9% | −10.8% | −10.8% |
| Best 12 months | +39.2% | +39.2% | +39.2% |
| Worst 12 months | −4.0% | −10.8% | −10.8% |
| Positive months | 61% | 53% | 52% |
| Beta vs S&P 500 | 0.98 | 0.99 | — |
| Correlation with S&P 500 | 0.66 | 0.76 | — |
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.
DFAT rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 53 | −10.8% | +8.7% | +39.2% | 75% |
| 3-year (a year) | 29 | +4.9% | +11.2% | +18.7% | 100% |
| 5-year (a year) | 5 | +9.9% | +10.9% | +11.5% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
DFAT performance overview
DFA Investment Dimensions Group (DFAT) returned +20.8% over the past year and +9.7% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +9.6% a year, turning $10,000 into about $16,371. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −26.1%, from Nov 25, 2024 to Apr 8, 2025, and it took 8 months to get back to the old high. DFAT finished 3 of its 4 full calendar years with a gain; the best year was 2023 (+20.9%) and the worst 2022 (−6.2%). Volatility has been 19.9% a year.
Related: DFAT chart, DFAT holdings, DFAT dividends, DFAT valuation. See the DFAT overview for the latest quote and fund facts.
DFAT performance FAQ
What is the DFAT return over the past year?
DFAT returned +20.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 19.1%.
What is the average annual return of DFAT?
DFAT has returned +9.7% a year over 5 years, +9.6% a year since June 14, 2021 (total return, distributions reinvested).
How much would $10,000 invested in DFAT be worth?
$10,000 invested in DFAT at its first recorded close on June 14, 2021 would be worth about $16,371 on October 23, 2026 with distributions reinvested.
What was the worst year for DFAT?
The worst calendar year was 2022, with a total return of −6.2%. The best was 2023 at +20.9%.
What is the biggest drawdown of DFAT?
The largest peak-to-trough decline was −26.1% between November 25, 2024 and April 8, 2025. It recovered to the old high on December 10, 2025, 8 months after the bottom.
How volatile is DFAT?
Over the past 3 years DFAT had an annualized volatility of 18.4% and a Sharpe ratio of 0.61 (excess return over 1–3 month T-bills per unit of risk).