- ISIN
- US2332038684
- Issuer
- Dimensional
- Inception Date
- Jul 17, 1991
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
DFALX Performance Chart
DFA Large Cap International Portfolio (DFALX) is up 10.9% since the beginning of the year. DFALX is currently trading at $38 per share. Investors who bought $1,000 worth of DFALX shares 5 years ago would now be looking at an investment worth $1,630.
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Returns By Period
DFA Large Cap International Portfolio (DFALX) has returned 10.89% so far this year and 27.82% over the past 12 months. Over the last ten years, DFALX has returned 10.17% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA Large Cap International Portfolio
- 1D
- 0.52%
- 1M
- 1.03%
- YTD
- 10.89%
- 6M
- 11.18%
- 1Y
- 27.82%
- 3Y*
- 17.55%
- 5Y*
- 10.27%
- 10Y*
- 10.17%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFALX Monthly Returns History
Based on dividend-adjusted daily data since Jul 17, 1991, DFALX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +14.4%, while the worst month was Oct 2008 at -21.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DFALX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +13.5%, while the worst single day was Mar 16, 2020 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.88% | 5.73% | -7.45% | 5.72% | 2.00% | 0.21% | 10.89% | ||||||
| 2025 | 4.30% | 2.80% | -0.07% | 3.84% | 4.77% | 2.85% | -1.77% | 4.98% | 2.52% | 0.75% | 1.76% | 2.79% | 33.60% |
| 2024 | -0.72% | 2.75% | 3.64% | -2.99% | 5.01% | -2.30% | 3.26% | 3.22% | 0.92% | -5.14% | 0.54% | -3.15% | 4.55% |
| 2023 | 8.47% | -2.95% | 2.53% | 2.65% | -4.26% | 4.81% | 3.12% | -3.64% | -3.26% | -3.39% | 8.48% | 5.24% | 17.88% |
| 2022 | -3.10% | -2.34% | 0.46% | -6.20% | 2.01% | -9.31% | 4.99% | -5.39% | -9.45% | 6.15% | 12.73% | -2.05% | -13.04% |
| 2021 | -1.24% | 2.67% | 3.16% | 3.03% | 3.94% | -1.44% | 0.81% | 1.31% | -3.17% | 3.17% | -4.49% | 4.83% | 12.79% |
Benchmark Metrics
DFA Large Cap International Portfolio has an annualized alpha of 1.01%, beta of 0.68, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since July 17, 1991.
- This fund participated in 92.16% of S&P 500 Index downside but only 82.38% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 may look defensive, but with R2 of 0.49 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 0.49 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.01%
- Beta
- 0.68
- R²
- 0.49
- Upside Capture
- 82.38%
- Downside Capture
- 92.16%
Expense Ratio
DFALX has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
DFALX ranks 47 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFALX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.78 | -0.25 |
| Martin ratioReturn relative to average drawdown | 9.86 | 12.44 | -2.58 |
Dividends
Dividend History
DFA Large Cap International Portfolio provided a 2.73% dividend yield over the last twelve months, with an annual payout of $1.05 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.05 | $1.00 | $0.85 | $0.85 | $0.66 | $0.82 | $0.47 | $0.68 | $0.61 | $0.61 | $0.57 | $0.58 |
Dividend yield | 2.73% | 2.89% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Large Cap International 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.05 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.39 | $1.00 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.24 | $0.85 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.28 | $0.85 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.13 | $0.66 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.27 | $0.82 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Large Cap International 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 Large Cap International Portfolio was 59.76%, occurring on Mar 9, 2009. Recovery took 1295 trading sessions.
The current DFA Large Cap International Portfolio drawdown is 0.31%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.76%Mar 2009 | 1y 4mo | 5y 1mo | 6y 6moNov 2007 - Apr 2014 |
2003 bear market2003 | -49.92%Mar 2003 | 3y 2mo | 2y 5mo | 5y 8moJan 2000 - Sep 2005 |
COVID crash2020 | -35.58%Mar 2020 | 2y 1mo | 7mo 28d | 2y 9moJan 2018 - Nov 2020 |
Bear market2022 | -27.52%Sep 2022 | 1y 20d | 1y 3mo | 2y 3moSep 2021 - Dec 2023 |
2016 bear market2016 | -24.46%Feb 2016 | 1y 7mo | 1y 3mo | 2y 10moJul 2014 - May 2017 |
Drawdown Indicators
| DFALX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -56.78% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -9.10% | -1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -18.90% | +5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -25.43% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -33.92% | -1.66% |
Current DrawdownCurrent decline from peak | -0.31% | -1.80% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -11.99% | -10.71% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.03% | +0.71% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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