Fact sheet: Dimensional International Value

Fund information

Fund name
Dimensional International Value Acc
Fund company manager
Dimensional Fund Advisors
Fund type
OIC
Fund manager
Garrett Quigley
since 25/02/2004
Fund objective
The investment objective of the International Value Fund is to maximise long-term total return.
Benchmark
MSCI World ex UK Value
Investment style
Value
Investment method
Shares

Performance snapshot

Quick stats

1 Year return

37.93 %

1 Year rank in sector

39/243

Sector

UT Global

Yield

1.57

Fund size

£ 462.4 m

FE Risk score

112

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    50.0923%
  • Japan
    12.0418%
  • France
    4.9706%
  • Germany
    4.8484%
  • Switzerland
    4.7893%
  • Financials
    30.41%
  • Consumer Discretionary
    14.27%
  • Energy
    11.38%
  • Industrials
    10.17%
  • Materials
    8.88%
  • US Equities
    50.0901%
  • Japanese Equities
    12.0418%
  • French Equities
    4.9706%
  • German Equities
    4.8484%
  • Swiss Equities
    4.7893%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.75 %2.4 %37.59 %46.47 %115.33 %
Sector3.32 %9.73 %31.05 %43.05 %87.19 %
Rank within sector172 / 256245 / 24939 / 243106 / 22146 / 197
Quartile th3 rd4 th1 st2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund2.5 %36.79 %0.1 %8.52 %27.94 %
Sector9.06 %20.95 %3.38 %6.68 %19.7 %
Rank within sector243 / 2498 / 237196 / 22791 / 21528 / 203
Quartile th4 th1 st4 th2 nd1 st

Risk statistics

Alpha-0.24
Beta1.08
Sharpe0.85
Volatility11.68
Tracking error4.4
Information ratio0.13
R-Squared0.86

Price movement

52 week high30.43
52 week low21.43
Current bid price0
Current offer price0
Current mid price29.5

Holdings by region

  • 50.0923% USA
  • 12.0418% Japan
  • 4.9706% France
  • 4.8484% Germany
  • 4.7893% Switzerland
  • 4.5971% Canada
  • 3.8155% Australia
  • 2.0704% Ireland
  • 1.8009% Spain
  • 1.377% Netherlands

Holdings by sector

  • 30.41% Financials
  • 14.27% Consumer Discretionary
  • 11.38% Energy
  • 10.17% Industrials
  • 8.88% Materials
  • 8.82% Information Technology
  • 7.36% Consumer Staples
  • 4.25% Health Care
  • 3.57% Telecommunications Utilities
  • 0.89% Utilities

Holdings by asset type

  • 50.0901% US Equities
  • 12.0418% Japanese Equities
  • 4.9706% French Equities
  • 4.8484% German Equities
  • 4.7893% Swiss Equities
  • 4.5971% Canadian Equities
  • 3.8155% Australian Equities
  • 2.0704% Irish Equities
  • 1.8009% Spanish Equities
  • 1.377% Dutch Equities

Individual holdings

  • 2.64% EXXON MOBIL CORP
  • 2.61% JPMORGAN CHASE & CO
  • 1.99% AT&T INC
  • 1.65% COMCAST CORP(NEW)
  • 1.48% INTEL CORP
  • 1.38% CISCO SYSTEMS INC
  • 1.27% TOTAL SA
  • 1.23% WELLS FARGO & CO
  • 1.2% CHEVRON CORP
  • 1.16% NOVARTIS AG