Parkyn-Doyon La Rochelle – Dimensional Global Portfolios – December 31, 2022

This document provides the performance data for Dimensional Global Portfolios for December 31, as compiled by the Parkyn-Doyon La Rochelle.

For illustration purposes only. Actual client portfolios may be different.  


The Dimensional Global Portfolios have relatively short track records in Canada. However, these funds follow rules-based indexes which have longer histories. Where fund return data is not available, we have used index data adjusted for the current management expense ratio of the applicable fund. All returns are in Canadian dollars. The index returns consist of the average return of four quarterly staggered indexes which are reconstituted annually, while the portfolios are rebalanced on a continuous basis. The index returns include the profitability filter since inception, while the portfolios were in transition to applying the profitability filter in 2014. Index returns do not reflect the momentum screen that is used in live trading for the portfolios.

Past performance does not guarantee future results. The historical performance of indexes is illustrative only and is not necessarily a reflection of the future performance of any fund tracking that benchmark.
    • Model Portfolios
      Performance Conservative
      1-Year Total Return -7.11%
      3-Year Annualized Return 1.00%
      5-Year Annualized Return 2.19%
      10-Year Annualized Return 3.84%
      20-Year Annualized Return 4.82%
      Lowest 1-Year Return (03/2008-02/2009) -9.48%
      20-Year Annualized Standard Deviation 3.99%
    • Fund Holdings
      Conservative
      DFA 5 Year Global Fixed Income 21.00%
      DFA Global Targeted Credit Fixed Income 7.00%
      Vanguard Canadian Short Term Bond 24.50%
      Vanguard Canadian Short Term Corp Bond 17.50%
      Vanguard FTSE Canadian Capped REIT 5.00%
      DFA Canadian Core Equity 2.00%
      iShares Core S&P/TSX Capped Composite 3.00%
      DFA US Core Equity 4.00%
      Vanguard Total Market ETF 6.00%
      DFA International Core Equity 4.00%
      Vanguard FTSE Developed Markets ETF 4.50%
      Vanguard FTSE Emerging Market ETF 1.50%
      Weighted Average Management Expense Ratio 0.19%
    • Model Portfolios
      Performance Cautious
      1-Year Total Return -7.51%
      3-Year Annualized Return 1.69%
      5-Year Annualized Return 2.79%
      10-Year Annualized Return 4.80%
      20-Year Annualized Return 5.41%
      Lowest 1-Year Return (03/2008-02/2009) -13.79%
      20-Year Annualized Standard Deviation 4.98%
    • Fund Holdings
      Cautious
      DFA 5 Year Global Fixed Income 18.00%
      DFA Global Targeted Credit Fixed Income 6.00%
      Vanguard Canadian Short Term Bond 21.00%
      Vanguard Canadian Short Term Corp Bond 15.00%
      Vanguard FTSE Canadian Capped REIT 5.00%
      DFA Canadian Core Equity 2.80%
      iShares Core S&P/TSX Capped Composite 4.20%
      DFA US Core Equity 5.60%
      Vanguard Total Market ETF 8.40%
      DFA International Core Equity 5.60%
      Vanguard FTSE Developed Markets ETF 6.30%
      Vanguard FTSE Emerging Market ETF 2.10%
      Weighted Average Management Expense Ratio 0.19%
    • Model Portfolios
      Performance Balanced
      1-Year Total Return -7.90%
      3-Year Annualized Return 2.37%
      5-Year Annualized Return 3.38%
      10-Year Annualized Return 5.75%
      20-Year Annualized Return 5.98%
      Lowest 1-Year Return (03/2008-02/2009) -18.05%
      20-Year Annualized Standard Deviation 6.03%
    • Fund Holdings
      Balanced
      DFA 5 Year Global Fixed Income 15.00%
      DFA Global Targeted Credit Fixed Income 5.00%
      Vanguard Canadian Short Term Bond 17.50%
      Vanguard Canadian Short Term Corp Bond 12.50%
      Vanguard FTSE Canadian Capped REIT 5.00%
      DFA Canadian Core Equity 3.60%
      iShares Core S&P/TSX Capped Composite 5.40%
      DFA US Core Equity 7.20%
      Vanguard Total Market ETF 10.80%
      DFA International Core Equity 7.20%
      Vanguard FTSE Developed Markets ETF 8.10%
      Vanguard FTSE Emerging Market ETF 2.70%
      Weighted Average Management Expense Ratio 0.18%
    • Model Portfolios
      Performance Assertive
      1-Year Total Return -8.29%
      3-Year Annualized Return 3.04%
      5-Year Annualized Return 3.96%
      10-Year Annualized Return 6.69%
      20-Year Annualized Return 6.53%
      Lowest 1-Year Return (03/2008-02/2009) -22.26%
      20-Year Annualized Standard Deviation 7.11%
    • Fund Holdings
      Assertive
      DFA 5 Year Global Fixed Income 12.00%
      DFA Global Targeted Credit Fixed Income 4.00%
      Vanguard Canadian Short Term Bond 14.00%
      Vanguard Canadian Short Term Corp Bond 10.00%
      Vanguard FTSE Canadian Capped REIT 5.00%
      DFA Canadian Core Equity 4.40%
      iShares Core S&P/TSX Capped Composite 6.60%
      DFA US Core Equity 8.80%
      Vanguard Total Market ETF 13.20%
      DFA International Core Equity 8.80%
      Vanguard FTSE Developed Markets ETF 9.90%
      Vanguard FTSE Emerging Market ETF 3.30%
      Weighted Average Management Expense Ratio 0.18%
    • Model Portfolios
      Performance Aggressive
      1-Year Total Return -8.69%
      3-Year Annualized Return 3.70%
      5-Year Annualized Return 4.53%
      10-Year Annualized Return 7.63%
      20-Year Annualized Return 7.07%
      Lowest 1-Year Return (03/2008-02/2009) -26.42%
      20-Year Annualized Standard Deviation 8.22%
    • Fund Holdings
      Aggressive
      DFA 5 Year Global Fixed Income 9.00%
      DFA Global Targeted Credit Fixed Income 3.00%
      Vanguard Canadian Short Term Bond 10.50%
      Vanguard Canadian Short Term Corp Bond 7.50%
      Vanguard FTSE Canadian Capped REIT 5.00%
      DFA Canadian Core Equity 5.20%
      iShares Core S&P/TSX Capped Composite 7.80%
      DFA US Core Equity 10.40%
      Vanguard Total Market ETF 15.60%
      DFA International Core Equity 10.40%
      Vanguard FTSE Developed Markets ETF 11.70%
      Vanguard FTSE Emerging Market ETF 3.90%
      Weighted Average Management Expense Ratio 0.18%