C000036041 Performance — DFA Inflation-Protected Securities Portfolio, Institutional Class Shares
Data updated: 2026-09-24
C000036041 returned +0.48% year to date and +2.36% over one year to Jul 2026. Annualised returns are +3.66% over 3 years and +0.19% over 5 years. The fund trailed its Intermediate Government Bond category average: $100 invested three years ago grew to $111, against $111 for the category, and to $102 over one year, against $103. Volatility over the past three years was 4.39% a year. In the 12 months to Jul 2026 the fund took in a net $14.6M, and assets reached $5.01B.
C000036041 Growth of $100
What $100 invested in DFA Inflation-Protected Securities Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Government Bond category average over the same months.
| Period | C000036041 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $102 | $103 |
| 3 years (Aug 2023 – Jul 2026) | $111 | $111 |
| 5 years (Aug 2021 – Jul 2026) | $101 | $101 |
| Since data start (Aug 2019 – Jul 2026) | $120 | $112 |
C000036041 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +0.48% |
| 1 year | +2.36% |
| 3 years (annualised) | +3.66% |
| 5 years (annualised) | +0.19% |
C000036041 Annual Returns
Calendar-year total returns of DFA Inflation-Protected Securities Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +0.48% |
| 2025 | +7.05% |
| 2024 | +2.01% |
| 2023 | +3.93% |
| 2022 | −12.21% |
| 2021 | +5.55% |
| 2020 | +11.66% |
| 2019 (Aug–Dec) | +1.29% |
C000036041 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.5% | +1.2% | −1.4% | +1.2% | +0.3% | −0.6% | −0.7% | — | — | — | — | — |
| 2025 | +1.4% | +2.1% | +0.8% | +0.2% | −0.6% | +1.0% | +0.1% | +1.7% | +0.3% | +0.3% | +0.2% | −0.6% |
| 2024 | +0.5% | −1.1% | +0.7% | −1.6% | +1.8% | +0.8% | +1.9% | +0.7% | +1.5% | −2.0% | +0.5% | −1.7% |
| 2023 | +2.3% | −1.7% | +3.2% | +0.3% | −1.4% | −0.6% | +0.4% | −0.9% | −2.0% | −0.8% | +2.8% | +2.5% |
| 2022 | −2.1% | +0.9% | −1.9% | −2.4% | −1.0% | −3.3% | +5.2% | −2.9% | −7.0% | +1.1% | +2.0% | −1.2% |
| 2021 | +0.6% | −1.9% | −0.3% | +1.7% | +1.1% | +0.3% | +3.2% | −0.2% | −0.9% | +0.9% | +0.8% | +0.2% |
| 2020 | +2.3% | +0.9% | −1.5% | +2.5% | +0.8% | +1.2% | +2.3% | +1.5% | −0.4% | −0.7% | +1.0% | +1.4% |
| 2019 | — | — | — | — | — | — | — | +2.0% | −1.2% | 0.0% | +0.1% | +0.5% |
C000036041 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 4.39%
- 3-year Sharpe ratio: -0.19 (vs 4.5% risk-free rate)
- Best month: +2.79% (Nov 2023)
- Worst month: −2.03% (Sep 2023)
C000036041 Fund Flows
Monthly money in and out of DFA Inflation-Protected Securities Portfolio, from SEC Form N-PORT.
- 12-month net flow: $14.6M
- 12-month gross sales (incl. reinvestments): $1.3B
- Sales ÷ redemptions: 1.01×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $77.1M | $109.5M | −$32.4M |
| Jun 2026 | $172.4M | $111.3M | $61.1M |
| May 2026 | $74.0M | $82.0M | −$7.9M |
| Apr 2026 | $82.2M | $87.4M | −$5.2M |
| Mar 2026 | $100.5M | $109.6M | −$9.1M |
| Feb 2026 | $69.9M | $67.7M | $2.2M |
| Jan 2026 | $123.6M | $107.6M | $16.1M |
| Dec 2025 | $173.9M | $122.7M | $51.2M |
| Nov 2025 | $87.4M | $162.5M | −$75.1M |
| Oct 2025 | $116.0M | $129.9M | −$13.9M |
| Sep 2025 | $142.3M | $124.9M | $17.5M |
| Aug 2025 | $87.5M | $77.3M | $10.2M |
C000036041 Assets Under Management
Net assets of DFA Inflation-Protected Securities Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $5.01B |
| 2026-04-30 | $5.14B |
| 2026-01-31 | $5.10B |
| 2025-10-31 | $5.16B |
| 2025-07-31 | $5.08B |
| 2025-04-30 | $5.09B |
| 2025-01-31 | $5.07B |
| 2024-10-31 | $5.06B |
| 2024-07-31 | $5.16B |
| 2024-04-30 | $5.06B |
| 2024-01-31 | $5.26B |
| 2023-10-31 | $5.11B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.