DFIVX_DFISX

The chart shows the growth of an initial investment of $10,000 in DFIVX_DFISX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 13, 2026, the DFIVX_DFISX returned 10.34% Year-To-Date and 10.65% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 30, 1996, DFIVX_DFISX's average daily return is +0.03%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +16.6%, while the worst month was Oct 2008 at -24.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DFIVX_DFISX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -10.9%.

DFIVX_DFISX has an annualized alpha of 2.56%, beta of 0.63, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since September 30, 1996.

• This portfolio participated in 88.17% of S&P 500 Index downside but only 84.56% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.63 may look defensive, but with R2 of 0.48 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.48 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

DFIVX_DFISX has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DFIVX_DFISX ranks 50 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current DFIVX_DFISX Sharpe ratio is 2.02 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of DFIVX_DFISX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

DFIVX_DFISX provided a 3.33% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the DFIVX_DFISX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DFIVX_DFISX was 63.53%, occurring on Mar 9, 2009. Recovery took 1165 trading sessions.

The current DFIVX_DFISX drawdown is 1.90%.

The chart below shows the rolling one-month volatility.