Dfa Diversified Fixed Fund Key Fundamental Indicators
| DFXIX Fund | USD 9.46 0.02 0.21% |
As of the 24th of February, Dfa Diversified shows the Mean Deviation of 0.1077, coefficient of variation of 575.58, and Downside Deviation of 0.1372. Dfa Diversified Fixed technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices.
Dfa Diversified's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Dfa Diversified's valuation are provided below:Dfa Diversified Fixed does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Dfa |
Dfa Diversified 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Dfa Diversified's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Dfa Diversified.
| 11/26/2025 |
| 02/24/2026 |
If you would invest 0.00 in Dfa Diversified on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Dfa Diversified Fixed or generate 0.0% return on investment in Dfa Diversified over 90 days. Dfa Diversified is related to or competes with Intal High, Dfa International, Dfa Inflation, Dfa International, Dfa International, Dfa Mn, and Dfa Municipal. As a non-fundamental policy, under normal circumstances, the fund will invest directly, or indirectly through its invest... More
Dfa Diversified Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Dfa Diversified's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Dfa Diversified Fixed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1372 | |||
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 0.4287 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2146 |
Dfa Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dfa Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dfa Diversified's standard deviation. In reality, there are many statistical measures that can use Dfa Diversified historical prices to predict the future Dfa Diversified's volatility.| Risk Adjusted Performance | 0.0854 | |||
| Jensen Alpha | 0.0134 | |||
| Total Risk Alpha | 0.002 | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | (1.18) |
Dfa Diversified February 24, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.0854 | |||
| Market Risk Adjusted Performance | (1.17) | |||
| Mean Deviation | 0.1077 | |||
| Downside Deviation | 0.1372 | |||
| Coefficient Of Variation | 575.58 | |||
| Standard Deviation | 0.1305 | |||
| Variance | 0.017 | |||
| Information Ratio | (0.39) | |||
| Jensen Alpha | 0.0134 | |||
| Total Risk Alpha | 0.002 | |||
| Sortino Ratio | (0.37) | |||
| Treynor Ratio | (1.18) | |||
| Maximum Drawdown | 0.4287 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2146 | |||
| Downside Variance | 0.0188 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.15) | |||
| Skewness | 0.2044 | |||
| Kurtosis | (0.56) |
Dfa Diversified Fixed Backtested Returns
At this stage we consider Dfa Mutual Fund to be very steady. Dfa Diversified Fixed secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the fund had a 0.11 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Dfa Diversified Fixed, which you can use to evaluate the volatility of the entity. Please confirm Dfa Diversified's Mean Deviation of 0.1077, coefficient of variation of 575.58, and Downside Deviation of 0.1372 to check if the risk estimate we provide is consistent with the expected return of 0.0142%. The fund shows a Beta (market volatility) of -0.0107, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Dfa Diversified are expected to decrease at a much lower rate. During the bear market, Dfa Diversified is likely to outperform the market.
Auto-correlation | 0.43 |
Average predictability
Dfa Diversified Fixed has average predictability. Overlapping area represents the amount of predictability between Dfa Diversified time series from 26th of November 2025 to 10th of January 2026 and 10th of January 2026 to 24th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dfa Diversified Fixed price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Dfa Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Although Three Year Fund Return indicator can give a sense of overall fund mid-term potential, it is recommended to compare fund performances against other similar funds, ETFs, or market benchmarks for the same 3 year interval.
| Competition |
Based on the latest financial disclosure, Dfa Diversified Fixed has a Three Year Return of 4.8622%. This is much higher than that of the Dimensional Fund Advisors family and significantly higher than that of the Intermediate Core Bond category. The three year return for all United States funds is notably lower than that of the firm.
Dfa Diversified Fixed Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Dfa Diversified's current stock value. Our valuation model uses many indicators to compare Dfa Diversified value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Dfa Diversified competition to find correlations between indicators driving Dfa Diversified's intrinsic value. More Info.Dfa Diversified Fixed is one of the top funds in annual yield among similar funds. It also is one of the top funds in year to date return among similar funds creating about 29.33 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Dfa Diversified's earnings, one of the primary drivers of an investment's value.Dfa Three Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Dfa Diversified's direct or indirect competition against its Three Year Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Dfa Diversified could also be used in its relative valuation, which is a method of valuing Dfa Diversified by comparing valuation metrics of similar companies.Dfa Diversified is currently under evaluation in three year return among similar funds.
Dfa Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Dfa Diversified's current stock value. Our valuation model uses many indicators to compare Dfa Diversified value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Dfa Diversified competition to find correlations between indicators driving Dfa Diversified's intrinsic value. More Info.Dfa Diversified Fixed is one of the top funds in annual yield among similar funds. It also is one of the top funds in year to date return among similar funds creating about 29.33 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Dfa Diversified's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Dfa Diversified
The fund consists of 74.05% investments in fixed income securities, with the rest of funds allocated in cash and various exotic instruments.Asset allocation divides Dfa Diversified's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Dfa Fundamentals
| Total Asset | 2.42 B | ||||
| Annual Yield | 0.04 % | ||||
| Year To Date Return | 1.07 % | ||||
| One Year Return | 6.54 % | ||||
| Three Year Return | 4.86 % | ||||
| Five Year Return | 1.45 % | ||||
| Net Asset | 811.71 M | ||||
| Last Dividend Paid | 0.05 | ||||
| Cash Position Weight | 24.18 % | ||||
| Bond Positions Weight | 74.05 % |
About Dfa Diversified Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Dfa Diversified Fixed's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Dfa Diversified using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Dfa Diversified Fixed based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.As a non-fundamental policy, under normal circumstances, the fund will invest directly, or indirectly through its investment in the underlying funds, at least 80 percent of its net assets in fixed income securities. In addition, the fund and each underlying fund are authorized to invest more than 25 percent of its total assets in U.S. Treasury bonds, bills and notes, and obligations of federal agencies and instrumentalities.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Dfa Mutual Fund
Dfa Diversified financial ratios help investors to determine whether Dfa Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dfa with respect to the benefits of owning Dfa Diversified security.
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