Performance Monitoring Report Second Quarter 2018 Sample Client PMR An Index Fund Advisors, Inc. Quarterly Fiduciary Report on the Performance of Peer Groups and Their Comprised Funds.
Summary # Fund Name Peer Group Score PCTL Expense PB Turnover Sharpe (3 yr) Sharpe (5 yr) Sharpe (10 yr) 1 DFA Emerging Markets (DFEMX) US Fund Diversified Emerging Mkts 91.00 99.77 % 0.48% 1.7 4% 0.38 0.36 0.23 2 DFA Emerging Markets Small Cap (DEMSX) US Fund Diversified Emerging Mkts 85.60 99.65 % 0.73% 1.33 11% 0.4 0.47 0.36 3 DFA Emerging Markets Value (DFEVX) US Fund Diversified Emerging Mkts 83.40 98.96 % 0.57% 0.96 22.4% 0.38 0.32 0.2 4 DFA Global Real Estate Securities I (DFGEX) US Fund Global Real Estate 68.70 91.19 % 0.24% 1.68 2% 0.58 0.63 0.4 5 DFA International Small Cap Value (DISVX) US Fund Foreign Small/Mid Value 87.50 98.25 % 0.68% 0.91 21% 0.58 0.8 0.38 6 DFA International Small Company (DFISX) US Fund Foreign Small/Mid Blend 92.20 99.01 % 0.53% 1.48 N/A 0.8 0.89 0.4 7 DFA International Value (DFIVX) US Fund Foreign Large Value 86.80 99.43 % 0.43% 1.01 15% 0.34 0.52 0.22 8 DFA Tax-Managed International Value (DTMIX) US Fund Foreign Large Value 86.50 99.14 % 0.53% 1.03 16% 0.34 0.5 0.22 9 DFA Tax-Managed US Eq (DTMEX) US Fund Large Blend 94.50 99.94 % 0.22% 3.04 8% 1.04 1.25 0.7 10 DFA Tax-Managed US Marketwide Value (DTMMX) US Fund Large Value 71.10 95.23 % 0.37% 1.86 5% 0.73 1.01 0.58 11 DFA Tax-Managed US Small Cap (DFTSX) US Fund Small Blend 86.30 97.55 % 0.52% 2.07 11% 0.76 0.9 0.59 12 DFA Tax-Managed US Targeted Value (DTMVX) US Fund Small Value 80.10 97.74 % 0.44% 1.55 14% 0.68 0.86 0.57 13 DFA U.S. Large Cap Value (DFLVX) US Fund Large Value 72.80 97.24 % 0.27% 1.82 15% 0.79 1.01 0.57 14 DFA U.S. Micro Cap (DFSCX) US Fund Small Blend 74.50 90.21 % 0.52% 1.98 15% 0.8 0.9 0.64 15 DFA U.S. Small Cap (DFSTX) US Fund Small Blend 87.50 98.32 % 0.37% 2.07 14% 0.75 0.89 0.65 16 DFA U.S. Small Cap Value (DFSVX) US Fund Small Value 76.80 97.52 % 0.52% 1.33 24% 0.61 0.74 0.56 17 DFA U.S. Targeted Value (DFFVX) US Fund Small Value 80.80 98.65 % 0.37% 1.45 23% 0.64 0.8 0.58 18 Dimensional 2005 Target Dt Rtr Inc Instl (DRIMX) US Fund Target-Date 2000-2010 70.50 82.76 % 0.19% 2.18 N/A N/A N/A N/A 19 Dimensional 2010 Target Dt Rtr Inc Instl (DRIBX) US Fund Target-Date 2000-2010 70.50 82.76 % 0.2% 2.18 N/A N/A N/A N/A 20 Dimensional 2015 Target Dt Rtr Inc Instl (DRIQX) US Fund Target-Date 2015 72.00 89.53 % 0.2% 2.18 N/A N/A N/A N/A 21 Dimensional 2020 Target Dt Rtr Inc Instl (DRIRX) US Fund Target-Date 2020 66.00 64.68 % 0.22% 2.18 N/A N/A N/A N/A 22 Dimensional 2025 Target Dt Rtr Inc Instl (DRIUX) US Fund Target-Date 2025 66.00 68.90 % 0.23% 2.18 N/A N/A N/A N/A 23 Dimensional 2030 Target Dt Rtr Inc Instl (DRIWX) US Fund Target-Date 2030 69.00 75.10 % 0.25% 2.18 N/A N/A N/A N/A 24 Dimensional 2035 Target Dt Rtr Inc Instl (DRIGX) US Fund Target-Date 2035 66.00 70.94 % 0.26% 2.18 N/A N/A N/A N/A 25 Dimensional 2040 Target Dt Rtr Inc Instl (DRIHX) US Fund Target-Date 2040 66.00 70.61 % 0.27% 2.18 N/A N/A N/A N/A 26 Dimensional 2045 Target Dt Rtr Inc Instl (DRIIX) US Fund Target-Date 2045 69.00 79.31 % 0.26% 2.18 N/A N/A N/A N/A 27 Dimensional 2050 Target Dt Rtr Inc Instl (DRIJX) US Fund Target-Date 2050 66.00 71.18 % 0.27% 2.17 N/A N/A N/A N/A 28 Dimensional 2055 Target Dt Rtr Inc Instl (DRIKX) US Fund Target-Date 2055 69.00 81.25 % 0.27% 2.18 N/A N/A N/A N/A 29 Dimensional 2060 Target Dt Rtr Inc Instl (DRILX) US Fund Target-Date 2060+ 69.00 80.66 % 0.27% 2.18 N/A N/A N/A N/A 30 ishares MSCI EAFE Value (EFV) US Fund Foreign Large Value 52.20 60.00 % 0.39% 1.13 28% 0.24 0.43 0.18 31 Schwab International Small-Cap Eq ETF (SCHC) US Fund Foreign Small/Mid Blend 62.90 77.78 % 0.12% 1.60 12% 0.62 0.73 N/A 32 Vanguard 500 ETF (VOO) US Fund Large Blend 78.30 96.50 % 0.04% 3.15 3% 1.09 2 0.71
33 Vanguard FTSE Developed Markets ETF (VEA) US Fund Foreign Large Blend 88.10 98.57 % 0.07% 1.58 3% 0.48 3 0.25 34 Vanguard FTSE Emerging Markets ETF (VWO) US Fund Diversified Emerging Mkts 84.30 98.70 % 0.14% 1.74 6% 0.25 5 0.18 35 Vanguard REIT ETF (VNQ) US Fund Real Estate 88.40 96.55 % 0.12% 2.27 6% 0.55 9 0.43 36 Vanguard Small Cap Index Inv (VSCIX) US Fund Small Blend 75.80 90.85 % 0.17% 2.36 15% 0.81 0.98 0.63 37 Vanguard Small-Cap Value ETF (VBR) US Fund Small Value 71.90 78.26 % 0.07% 1.86 19% 0.79 2 0.64 38 Vanguard Value Index Inv (VIVAX) US Fund Large Value 82.30 99.78 % 0.17% 2.26 9% 0.95 1.12 0.63 39 Schwab S&P 500 Index (SWPPX) US Fund Large Blend 84.50 96.81 % 0.03% 3.16 2% 1.09 1.29 0.71 *Note: N/A values indicate insufficient data
Summary # Fund Name Peer Group Score Percentile Expense Credit Rating Avg. Credit Duration Standard Deviation (3 yr) Standard Deviation (5 yr) Standard Deviation (10 yr) 1 DFA Five Year Global Fixed Income (DFGBX) US Fund World Bond 72.00 96.29 % 0.27% AA 3.79 yrs. 1.78% 1.96% 2.31% 2 DFA One Yr Fixed Income (DFIHX) US Fund Ultrashort Bond 91.50 99.47 % 0.17% AA 0.94 yrs. 0.37% 0.33% 0.6% 3 DFA Short-Term Government (DFFGX) US Fund Short Government 59.00 89.44 % 0.19% AAA 2.79 yrs. 1.4% 1.34% 1.97% 4 DFA Two Year Global Fixed Income (DFGFX) US Fund World Bond 64.00 91.34 % 0.17% AA 1.58 yrs. 0.47% 0.43% 0.61% 5 ishares 1-3 Year Treasury Bond (SHY) US Fund Short Government 53.00 72.73 % 0.15% AAA 1.94 yrs. 0.75% 0.7% 0.95% 6 Schwab Short-Term US Treasury ETF (SCHO) US Fund Short Government 64.00 90.91 % 0.06% AAA 1.95 yrs. 0.76% 0.69% N/A 7 SPDR Portfolio Short Term Treasury ETF (SPTS) US Fund Short Government 56.00 81.82 % 0.06% AAA 1.95 yrs. 1.34% 1.29% N/A 8 Vanguard Short-Term Bond Index Inv (VBISX) US Fund Short-Term Bond 79.50 99.84 % 0.15% AA 2.71 yrs. 1.29% 1.27% 1.67%
Introduction Monitoring vs Selection Scoring System
Equity Scoring Table Factor Weight 1 2 3 4 5 6 7 8 9 10 Prospectus Net Expense P/B Turnover Average Market Cap # of Holdings % of Assets in Top 10 Holdings Sharpe 10 Years Sharpe 5 Years Sharpe 3 Years Fixed Income Scoring Table Factor Weight 1 2 3 4 5 6 7 8 9 10 Avg. Effective Duration Prospectus Net Expense 3 Year Annualized St. Dev. 5 Year Annualized St. Dev. 10 Year Annualized St. Dev. Summary
Sharpe : Prospectus Net Expense : P/B : Turnover : Average Market Cap: # of Holdings: % Asset in Top 10 Holdings: Average Effective Duration: Standard Deviation: