DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX)
Under normal circumstances, the Portfolio will invest at least 80% of its net assets in emerging markets equity investments that are defined in the Prospectus as Approved Markets securities. It may gain exposure to companies associated with Approved Markets by purchasing equity securities in the form of depositary receipts, which may be listed or traded outside the issuer's domicile country.
Fund Info
US25239Y3788
Mar 26, 2018
$0
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Emerging Markets Sustainability Core 1 Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
DFA Emerging Markets Sustainability Core 1 Portfolio had a return of 7.42% year-to-date (YTD) and 12.60% in the last 12 months.
DESIX
7.42%
-4.86%
-0.84%
12.60%
4.15%
N/A
^GSPC (Benchmark)
23.56%
0.49%
11.03%
30.56%
13.70%
11.10%
Monthly Returns
The table below presents the monthly returns of DESIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.41% | 4.73% | 1.70% | 0.43% | 2.05% | 2.14% | 0.83% | 0.72% | 5.54% | -4.02% | 7.42% | ||
| 2023 | 8.19% | -5.20% | 3.06% | -0.35% | -1.16% | 4.26% | 5.68% | -5.38% | -2.36% | -4.00% | 8.32% | 3.65% | 14.23% |
| 2022 | -1.37% | -2.38% | -1.66% | -5.69% | 0.66% | -6.12% | -0.35% | -0.58% | -11.17% | -2.01% | 14.93% | -2.05% | -18.07% |
| 2021 | 1.90% | 2.14% | 0.48% | 2.00% | 1.69% | 1.09% | -5.31% | 1.19% | -3.96% | 0.29% | -3.23% | 2.91% | 0.79% |
| 2020 | -5.43% | -4.62% | -18.72% | 10.34% | 1.72% | 7.20% | 7.65% | 1.35% | -0.63% | 1.58% | 9.57% | 7.15% | 14.05% |
| 2019 | 8.27% | -0.34% | 0.79% | 1.57% | -5.74% | 5.53% | -2.34% | -3.88% | 2.33% | 3.87% | -0.45% | 6.91% | 16.69% |
| 2018 | 0.40% | -1.79% | -4.06% | -4.63% | 2.33% | -2.71% | -1.87% | -8.25% | 4.99% | -2.08% | -16.86% |
Expense Ratio
DESIX features an expense ratio of 0.46%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DESIX is 18, indicating that it is in the bottom 18% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Emerging Markets Sustainability Core 1 Portfolio provided a 2.66% dividend yield over the last twelve months, with an annual payout of $0.26 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.26 | $0.26 | $0.21 | $0.20 | $0.15 | $0.19 | $0.10 |
Dividend yield | 2.66% | 2.84% | 2.52% | 1.99% | 1.39% | 1.99% | 1.20% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Emerging Markets Sustainability Core 1 Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.16 | |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.26 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.04 | $0.21 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.05 | $0.20 |
| 2020 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.02 | $0.15 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.03 | $0.19 |
| 2018 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.10 |
Drawdowns
Drawdowns Chart
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Emerging Markets Sustainability Core 1 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 Emerging Markets Sustainability Core 1 Portfolio was 36.73%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current DFA Emerging Markets Sustainability Core 1 Portfolio drawdown is 8.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.73% | Apr 13, 2018 | 489 | Mar 23, 2020 | 161 | Nov 9, 2020 | 650 |
| -33.71% | Feb 18, 2021 | 425 | Oct 24, 2022 | — | — | — |
| -5.3% | Jan 26, 2021 | 4 | Jan 29, 2021 | 7 | Feb 9, 2021 | 11 |
| -1.84% | Dec 18, 2020 | 3 | Dec 22, 2020 | 4 | Dec 29, 2020 | 7 |
| -1.79% | Nov 30, 2020 | 1 | Nov 30, 2020 | 2 | Dec 2, 2020 | 3 |
Volatility
Volatility Chart
The current DFA Emerging Markets Sustainability Core 1 Portfolio volatility is 3.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.