• Model Portfolio Performance
      Model Portfolio Performance as at August 31, 2019 40% Bonds - 60% Stocks
      YTD Return 8.00%
      1-Year Total Return 3.71%
      3-Year Annualized Return 3.89%
      5-Year Annualized Return 4.36%
      10-Year Annualized Return 5.53%
      20-Year Annualized Return 5.46%
      Lowest 1-Year Return (03/2008-02/2009) -16.06%
      20-Year Annualized Standard Deviation 4.73%
    • Fund Holdings
      40% Bonds - 60% Stocks
      DFA Five-Year Global Fixed Income 29.90%
      DFA Global Targeted Credit Fixed Income 14.90%
      DFA Global Investment Grade Fixed Income 15.00%
      DFA Canadian Core Equity 8.80%
      DFA Canadian Vector Equity 3.70%
      DFA U.S. Core Equity 5.10%
      DFA U.S. Core Equity (Hedged) 5.10%
      DFA U.S. Vector Equity 4.30%
      DFA U.S. Vector Equity (Hedged) 0.00%
      DFA International Core Equity 4.00%
      DFA International Core Equity (Hedged) 4.00%
      DFA International Vector Equity 3.40%
      DFA International Vector Equity (Hedged) 0.00%
      DFA Global Real Estate Securities 1.70%
      Management Expense Ratio 0.42%
    • Model Portfolio Performance
      Model Portfolio Performance as at August 31, 2019 50% Bonds - 50% Stocks
      YTD Return 9.03%
      1-Year Total Return 3.32%
      3-Year Annualized Return 4.42%
      5-Year Annualized Return 4.73%
      10-Year Annualized Return 6.12%
      20-Year Annualized Return 5.78%
      Lowest 1-Year Return (03/2008-02/2009) -20.58%
      20-Year Annualized Standard Deviation 5.90%
    • Fund Holdings
      50% Bonds - 50% Stocks
      DFA Five-Year Global Fixed Income 22.50%
      DFA Global Targeted Credit Fixed Income 12.50%
      DFA Global Investment Grade Fixed Income 15.10%
      DFA Canadian Core Equity 11.00%
      DFA Canadian Vector Equity 4.70%
      DFA U.S. Core Equity 6.30%
      DFA U.S. Core Equity (Hedged) 6.30%
      DFA U.S. Vector Equity 4.90%
      DFA U.S. Vector Equity (Hedged) 0.50%
      DFA International Core Equity 4.90%
      DFA International Core Equity (Hedged) 4.90%
      DFA International Vector Equity 3.80%
      DFA International Vector Equity (Hedged) 0.40%
      DFA Global Real Estate Securities 2.00%
      Management Expense Ratio 0.42%
    • Model Portfolio Performance
      Model Portfolio Performance as at August 31, 2019 60% Bonds - 40% Stocks
      YTD Return 9.71%
      1-Year Total Return 2.69%
      3-Year Annualized Return 4.92%
      5-Year Annualized Return 5.17%
      10-Year Annualized Return 6.69%
      20-Year Annualized Return 6.09%
      Lowest 1-Year Return (03/2008-02/2009) -24.93%
      20-Year Annualized Standard Deviation 7.10%
    • Fund Holdings
      60% Bonds - 40% Stocks
      DFA Five-Year Global Fixed Income 16.00%
      DFA Global Targeted Credit Fixed Income 10.00%
      DFA Global Investment Grade Fixed Income 14.10%
      DFA Canadian Core Equity 13.20%
      DFA Canadian Vector Equity 5.60%
      DFA U.S. Core Equity 7.60%
      DFA U.S. Core Equity (Hedged) 7.60%
      DFA U.S. Vector Equity 5.20%
      DFA U.S. Vector Equity (Hedged) 1.30%
      DFA International Core Equity 5.90%
      DFA International Core Equity (Hedged) 5.90%
      DFA International Vector Equity 4.00%
      DFA International Vector Equity (Hedged) 1.00%
      DFA Global Real Estate Securities 2.50%
      Management Expense Ratio 0.40%
    • Model Portfolio Performance
      Model Portfolio Performance as at August 31, 2019 70% Bonds - 30% Stocks
      YTD Return 10.55%
      1-Year Total Return 2.07%
      3-Year Annualized Return 5.39%
      5-Year Annualized Return 5.75%
      10-Year Annualized Return 7.35%
      20-Year Annualized Return 6.43%
      Lowest 1-Year Return (03/2008-02/2009) -29.17%
      20-Year Annualized Standard Deviation 8.35%
    • Fund Holdings
      70% Bonds - 30% Stocks
      DFA Five-Year Global Fixed Income 10.60%
      DFA Global Targeted Credit Fixed Income 7.50%
      DFA Global Investment Grade Fixed Income 12.10%
      DFA Canadian Core Equity 15.40%
      DFA Canadian Vector Equity 6.60%
      DFA U.S. Core Equity 8.80%
      DFA U.S. Core Equity (Hedged) 8.80%
      DFA U.S. Vector Equity 5.30%
      DFA U.S. Vector Equity (Hedged) 2.20%
      DFA International Core Equity 6.90%
      DFA International Core Equity (Hedged) 6.90%
      DFA International Vector Equity 4.10%
      DFA International Vector Equity (Hedged) 1.80%
      DFA Global Real Estate Securities 2.90%
      Management Expense Ratio 0.41%
    • Model Portfolio Performance
      Model Portfolio Performance as at August 31, 2019 80% Bonds - 20% Stocks
      YTD Return 11.33%
      1-Year Total Return 1.36%
      3-Year Annualized Return 5.88%
      5-Year Annualized Return 5.83%
      10-Year Annualized Return 7.62%
      20-Year Annualized Return 6.55%
      Lowest 1-Year Return (03/2008-02/2009) -33.28%
      20-Year Annualized Standard Deviation 9.60%
    • Fund Holdings
      80% Bonds - 20% Stocks
      DFA Five-Year Global Fixed Income 6.00%
      DFA Global Targeted Credit Fixed Income 5.00%
      DFA Global Investment Grade Fixed Income 9.10%
      DFA Canadian Core Equity 17.60%
      DFA Canadian Vector Equity 7.50%
      DFA U.S. Core Equity 10.10%
      DFA U.S. Core Equity (Hedged) 10.10%
      DFA U.S. Vector Equity 5.20%
      DFA U.S. Vector Equity (Hedged) 3.40%
      DFA International Core Equity 7.90%
      DFA International Core Equity (Hedged) 7.90%
      DFA International Vector Equity 4.00%
      DFA International Vector Equity (Hedged) 2.70%
      DFA Global Real Estate Securities 3.30%
      Management Expense Ratio 0.43%
    • Model Portfolio Performance
      Model Portfolio Performance as at August 31, 2019 100% Bonds - 0% Stocks
      YTD Return 12.61%
      1-Year Total Return -0.26%
      3-Year Annualized Return 6.72%
      5-Year Annualized Return 6.38%
      10-Year Annualized Return 8.63%
      20-Year Annualized Return 7.03%
      Lowest 1-Year Return (03/2008-02/2009) -40.79%
      20-Year Annualized Standard Deviation 12.16%
    • Fund Holdings
      100% Bonds - 0% Stocks
      DFA Five-Year Global Fixed Income 0.00%
      DFA Global Targeted Credit Fixed Income 0.00%
      DFA Global Investment Grade Fixed Income 0.00%
      DFA Canadian Core Equity 22.10%
      DFA Canadian Vector Equity 9.40%
      DFA U.S. Core Equity 12.70%
      DFA U.S. Core Equity (Hedged) 12.70%
      DFA U.S. Vector Equity 5.40%
      DFA U.S. Vector Equity (Hedged) 5.40%
      DFA International Core Equity 9.90%
      DFA International Core Equity (Hedged) 9.90%
      DFA International Vector Equity 4.20%
      DFA International Vector Equity (Hedged) 4.30%
      DFA Global Real Estate Securities 4.00%
      Management Expense Ratio 0.43%

This document provides the performance data for Dimensional Global Portfolios for September 2019, as compiled by the Passmore & Felix team.


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.

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