C000093002 Performance — DFA Commodity Strategy Portfolio, Portfolio Shares
Data updated: 2026-09-24
C000093002 returned +26.50% year to date and +38.35% over one year to Jul 2026. Annualised returns are +13.08% over 3 years and +9.91% over 5 years. Against its Commodities category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $145, against $164 for the category, and to $138 over one year, against $134. Volatility over the past three years was 13.37% a year. In the 12 months to Jul 2026 the fund took in a net $5.6M, and assets reached $1.33B.
C000093002 Growth of $100
What $100 invested in DFA Commodity Strategy Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000093002 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $138 | $134 |
| 3 years (Aug 2023 – Jul 2026) | $145 | $164 |
| 5 years (Aug 2021 – Jul 2026) | $160 | $174 |
| Since data start (Aug 2019 – Jul 2026) | $204 | $216 |
C000093002 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +26.50% |
| 1 year | +38.35% |
| 3 years (annualised) | +13.08% |
| 5 years (annualised) | +9.91% |
C000093002 Annual Returns
Calendar-year total returns of DFA Commodity Strategy Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +26.50% |
| 2025 | +15.16% |
| 2024 | +5.92% |
| 2023 | −9.15% |
| 2022 | +11.41% |
| 2021 | +28.46% |
| 2020 | −1.78% |
| 2019 (Aug–Dec) | +3.46% |
C000093002 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 | +12.3% | +2.3% | +9.1% | +5.7% | −2.8% | −8.3% | +7.2% | — | — | — | — | — |
| 2025 | +4.2% | +0.4% | +3.8% | −5.2% | −0.2% | +2.6% | −0.2% | +1.9% | +2.1% | +2.9% | +2.4% | −0.3% |
| 2024 | +0.7% | −1.4% | +3.8% | +2.5% | +1.5% | −1.6% | −3.5% | 0.0% | +4.3% | −1.5% | +0.4% | +0.9% |
| 2023 | −0.4% | −4.5% | −0.2% | −1.3% | −6.1% | +3.7% | +6.2% | −0.8% | −0.9% | +0.2% | −2.1% | −2.8% |
| 2022 | +8.0% | +5.3% | +7.8% | +4.7% | +2.0% | −11.1% | +3.8% | 0.0% | −9.4% | +1.4% | +3.6% | −3.1% |
| 2021 | +2.2% | +6.5% | −1.9% | +8.6% | +3.2% | +2.3% | +2.1% | −0.1% | +5.2% | +2.0% | −7.3% | +3.5% |
| 2020 | −7.0% | −5.2% | −12.0% | 0.0% | +3.0% | +2.5% | +6.2% | +6.0% | −2.8% | +0.8% | +3.6% | +5.0% |
| 2019 | — | — | — | — | — | — | — | −2.2% | +0.9% | +2.2% | −2.4% | +5.0% |
C000093002 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 13.37%
- 3-year Sharpe ratio: 0.64 (vs 4.5% risk-free rate)
- Best month: +12.26% (Jan 2026)
- Worst month: −8.35% (Jun 2026)
C000093002 Fund Flows
Monthly money in and out of DFA Commodity Strategy Portfolio, from SEC Form N-PORT.
- 12-month net flow: $5.6M
- 12-month gross sales (incl. reinvestments): $387.9M
- Sales ÷ redemptions: 1.01×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $21.1M | $24.3M | −$3.3M |
| Jun 2026 | $31.9M | $36.2M | −$4.3M |
| May 2026 | $28.2M | $35.0M | −$6.8M |
| Apr 2026 | $40.5M | $36.6M | $3.9M |
| Mar 2026 | $27.9M | $33.2M | −$5.3M |
| Feb 2026 | $20.1M | $24.5M | −$4.5M |
| Jan 2026 | $20.3M | $23.0M | −$2.7M |
| Dec 2025 | $130.4M | $94.1M | $36.2M |
| Nov 2025 | $10.1M | $17.3M | −$7.2M |
| Oct 2025 | $14.6M | $23.3M | −$8.7M |
| Sep 2025 | $25.3M | $19.5M | $5.7M |
| Aug 2025 | $17.7M | $15.2M | $2.5M |
C000093002 Assets Under Management
Net assets of DFA Commodity Strategy Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $1.33B |
| 2026-04-30 | $1.41B |
| 2026-01-31 | $1.21B |
| 2025-10-31 | $1.11B |
| 2025-07-31 | $1.04B |
| 2025-04-30 | $1.05B |
| 2025-01-31 | $1.07B |
| 2024-10-31 | $1.07B |
| 2024-07-31 | $1.05B |
| 2024-04-30 | $1.12B |
| 2024-01-31 | $1.15B |
| 2023-10-31 | $1.31B |
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.