C000146454 Performance — AZL DFA U.S. Small Cap Fund
Data updated: 2024-05-30
C000146454 returned +17.69% over one year to Mar 2024. The annualised 3-year return is +4.24%. The fund beat its US Small Blend category average: $100 invested three years ago grew to $113, against $107 for the category, and to $118 over one year, against $117. Volatility over the past three years was 19.77% a year. In the 12 months to Mar 2024 the fund took in a net $36.3M, and assets reached $221.93M.
C000146454 Growth of $100
What $100 invested in AZL DFA U.S. Small Cap Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000146454 | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $118 | $117 |
| 3 years (Apr 2021 – Mar 2024) | $113 | $107 |
| Since data start (Jul 2019 – Mar 2024) | $163 | $151 |
C000146454 Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +17.69% |
| 3 years (annualised) | +4.24% |
C000146454 Annual Returns
Calendar-year total returns of AZL DFA U.S. Small Cap Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | +4.30% |
| 2023 | +14.86% |
| 2022 | −12.90% |
| 2021 | +29.02% |
| 2020 | +13.97% |
| 2019 (Jul–Dec) | +6.11% |
C000146454 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −3.2% | +3.9% | +3.7% | — | — | — | — | — | — | — | — | — |
| 2023 | +8.9% | −0.8% | −5.8% | −2.2% | −2.4% | +8.8% | +5.1% | −3.5% | −5.0% | −5.9% | +8.2% | +10.7% |
| 2022 | −6.8% | +1.5% | +0.6% | −7.5% | +1.6% | −8.4% | +9.3% | −2.9% | −9.2% | +12.2% | +4.3% | −5.7% |
| 2021 | +4.2% | +9.5% | +4.2% | +2.6% | +2.2% | −0.4% | −1.9% | +2.2% | −2.1% | +4.1% | −2.5% | +4.5% |
| 2020 | −4.3% | −9.6% | −20.8% | +14.3% | +5.6% | +2.6% | +4.1% | +3.9% | −4.0% | +3.6% | +15.5% | +8.1% |
| 2019 | — | — | — | — | — | — | +0.7% | −5.7% | +3.6% | +2.0% | +2.8% | +2.9% |
C000146454 Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 19.77%
- 3-year Sharpe ratio: -0.01 (vs 4.5% risk-free rate)
- Best month: +12.24% (Oct 2022)
- Worst month: −9.18% (Sep 2022)
C000146454 Fund Flows
Monthly money in and out of AZL DFA U.S. Small Cap Fund, from SEC Form N-PORT.
- 12-month net flow: $36.3M
- 12-month gross sales (incl. reinvestments): $11.5M
- Sales ÷ redemptions: -0.47×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $0 | $1.5M | −$1.5M |
| Feb 2024 | $0 | $70K | −$70K |
| Jan 2024 | $0 | $544K | −$544K |
| Dec 2023 | $0 | −$12.8M | $12.8M |
| Nov 2023 | $0 | $0 | $0 |
| Oct 2023 | $11.5M | −$730K | $12.2M |
| Sep 2023 | $0 | −$1.8M | $1.8M |
| Aug 2023 | $1K | −$8.8M | $8.8M |
| Jul 2023 | $0 | −$2.4M | $2.4M |
| Jun 2023 | $0 | −$213K | $213K |
| May 2023 | $15K | $0 | $15K |
| Apr 2023 | $0 | $0 | $0 |
C000146454 Assets Under Management
Net assets of AZL DFA U.S. Small Cap Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $221.93M |
| 2023-12-31 | $214.83M |
| 2023-09-30 | $202.76M |
| 2023-06-30 | $223.48M |
| 2023-03-31 | $215.50M |
| 2022-12-31 | $116.89M |
| 2022-09-30 | $111.17M |
| 2022-06-30 | $118.23M |
| 2022-03-31 | $142.89M |
| 2021-12-31 | $155.08M |
| 2021-09-30 | $156.09M |
| 2021-06-30 | $165.64M |
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.