DFA Commodity Strategy Portfolio (DCMSX)

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DFA Commodity Strategy Portfolio (DCMSX) is up 18.0% since the beginning of the year. DCMSX is currently trading at $5 per share. Investors who bought $1,000 worth of DCMSX shares 5 years ago would now be looking at an investment worth $1,624.

DFA Commodity Strategy Portfolio (DCMSX) has returned 17.99% so far this year and 27.93% over the past 12 months. Over the last ten years, DCMSX has returned 6.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.47% annually.

Based on dividend-adjusted daily data since Nov 9, 2010, DCMSX's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, an investment would double in approximately 34.0 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jan 2026 with a return of +12.3%, while the worst month was Sep 2011 at -15.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, DCMSX closed higher 48% of trading days. The best single day was Mar 1, 2022 with a return of +4.3%, while the worst single day was Mar 9, 2022 at -5.2%.

DFA Commodity Strategy Portfolio has an annualized alpha of -0.99%, beta of 0.23, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since November 09, 2010.

• This fund participated in 65.88% of S&P 500 Index downside but only 32.83% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.23 may look defensive, but with R2 of 0.07 this fund 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 fund's risk.
• R2 of 0.07 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

DCMSX has an expense ratio of 0.31%, placing it in the medium range.

DCMSX ranks 46 for risk / return — on par with similar mutual funds. 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.

DFA Commodity Strategy Portfolio provided a 8.21% dividend yield over the last twelve months, with an annual payout of $0.45 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for DFA Commodity Strategy Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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 DFA Commodity Strategy Portfolio. 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 DFA Commodity Strategy Portfolio was 60.94%, occurring on Mar 18, 2020. Recovery took 1495 trading sessions.

The current DFA Commodity Strategy Portfolio drawdown is 13.17%.

The chart below shows the rolling one-month volatility.