C000102640 Performance — Dfa Ltip Portfolio, Institutional Class Shares
Data updated: 2026-09-24
C000102640 returned −5.26% year to date and −2.99% over one year to Jul 2026. Annualised returns are −5.15% over 3 years and −11.26% over 5 years. The fund trailed its Long-Term Government Bond category average: $100 invested three years ago grew to $85, against $102 for the category, and to $97 over one year, against $102. Volatility over the past three years was 14.92% a year. In the 12 months to Jul 2026 the fund took in a net $55.7M, and assets reached $415.92M.
C000102640 Growth of $100
What $100 invested in Dfa Ltip Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Term Government Bond category average over the same months.
| Period | C000102640 | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $97 | $102 |
| 3 years (Aug 2023 – Jul 2026) | $85 | $102 |
| 5 years (Aug 2021 – Jul 2026) | $55 | $78 |
| Since data start (Aug 2019 – Jul 2026) | $76 | $94 |
C000102640 Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −5.26% |
| 1 year | −2.99% |
| 3 years (annualised) | −5.15% |
| 5 years (annualised) | −11.26% |
C000102640 Annual Returns
Calendar-year total returns of Dfa Ltip Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | −5.26% |
| 2025 | +1.54% |
| 2024 | −8.39% |
| 2023 | −0.98% |
| 2022 | −40.09% |
| 2021 | +9.13% |
| 2020 | +26.81% |
| 2019 (Aug–Dec) | +4.74% |
C000102640 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 | −0.6% | +4.7% | −5.6% | +0.6% | +1.6% | −0.2% | −5.4% | — | — | — | — | — |
| 2025 | +1.7% | +5.8% | −2.2% | −3.9% | −2.4% | +2.0% | −1.5% | 0.0% | +4.1% | +1.9% | −0.9% | −2.5% |
| 2024 | −1.0% | −2.8% | +0.7% | −7.0% | +4.3% | +1.3% | +4.2% | +1.7% | +3.1% | −5.6% | +0.7% | −7.3% |
| 2023 | +6.5% | −3.1% | +4.3% | −0.9% | −2.6% | +0.9% | −2.5% | −5.3% | −8.5% | −5.1% | +9.9% | +7.2% |
| 2022 | −7.6% | −0.2% | −3.9% | −9.4% | −6.8% | −8.0% | +9.1% | −5.0% | −18.5% | +1.2% | +7.6% | −5.5% |
| 2021 | −1.7% | −6.9% | −2.2% | +2.5% | +2.5% | +5.1% | +4.9% | −0.3% | −2.6% | +3.4% | +5.4% | −0.5% |
| 2020 | +8.2% | +3.1% | −0.2% | +6.5% | −1.2% | +1.3% | +7.3% | −1.6% | −0.5% | −2.2% | +3.5% | +0.5% |
| 2019 | — | — | — | — | — | — | — | +10.0% | −3.6% | −1.1% | +1.5% | −1.6% |
C000102640 Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 14.92%
- 3-year Sharpe ratio: -0.65 (vs 4.5% risk-free rate)
- Best month: +9.91% (Nov 2023)
- Worst month: −8.54% (Sep 2023)
C000102640 Fund Flows
Monthly money in and out of Dfa Ltip Portfolio, from SEC Form N-PORT.
- 12-month net flow: $55.7M
- 12-month gross sales (incl. reinvestments): $130.4M
- Sales ÷ redemptions: 1.74×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $28.6M | $6.4M | $22.1M |
| Jun 2026 | $19.3M | $5.1M | $14.2M |
| May 2026 | $10.0M | $3.5M | $6.5M |
| Apr 2026 | $7.2M | $3.2M | $4.0M |
| Mar 2026 | $4.8M | $5.6M | −$771K |
| Feb 2026 | $3.8M | $4.9M | −$1.1M |
| Jan 2026 | $11.2M | $2.8M | $8.4M |
| Dec 2025 | $22.3M | $11.9M | $10.5M |
| Nov 2025 | $3.1M | $5.8M | −$2.7M |
| Oct 2025 | $4.0M | $8.1M | −$4.1M |
| Sep 2025 | $11.3M | $11.3M | $66K |
| Aug 2025 | $4.8M | $6.2M | −$1.4M |
C000102640 Assets Under Management
Net assets of Dfa Ltip Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $415.92M |
| 2026-04-30 | $404.10M |
| 2026-01-31 | $404.09M |
| 2025-10-31 | $412.77M |
| 2025-07-31 | $400.69M |
| 2025-04-30 | $356.46M |
| 2025-01-31 | $368.72M |
| 2024-10-31 | $367.85M |
| 2024-07-31 | $383.10M |
| 2024-04-30 | $340.42M |
| 2024-01-31 | $356.81M |
| 2023-10-31 | $304.48M |
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.