- ISIN
- US2332037025
- Issuer
- Dimensional
- Inception Date
- Apr 14, 1988
- Category
- Europe Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DFCSX Performance Chart
DFA Continental Small Company Portfolio (DFCSX) is up 6.5% since the beginning of the year. DFCSX is currently trading at $41 per share. Investors who bought $1,000 worth of DFCSX shares 5 years ago would now be looking at an investment worth $1,331.
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Returns By Period
DFA Continental Small Company Portfolio (DFCSX) has returned 6.53% so far this year and 16.09% over the past 12 months. Over the last ten years, DFCSX has returned 9.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.
DFA Continental Small Company Portfolio
- 1D
- 0.74%
- 1M
- -0.80%
- YTD
- 6.53%
- 6M
- 9.94%
- 1Y
- 16.09%
- 3Y*
- 16.77%
- 5Y*
- 5.89%
- 10Y*
- 9.55%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 24.32%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
DFCSX Monthly Returns History
Based on dividend-adjusted daily data since Apr 15, 1988, DFCSX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +18.6%, while the worst month was Oct 2008 at -26.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DFCSX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.52% | 2.11% | -7.80% | 6.39% | 3.45% | -1.66% | 6.53% | ||||||
| 2025 | 4.58% | 2.95% | 2.03% | 7.13% | 6.25% | 4.84% | -1.72% | 2.35% | 0.46% | -0.54% | 0.83% | 3.56% | 37.58% |
| 2024 | -2.55% | 1.43% | 3.52% | -2.17% | 8.15% | -5.39% | 3.72% | 2.67% | 1.25% | -5.15% | -2.78% | -1.60% | 0.20% |
| 2023 | 9.44% | -0.69% | 0.00% | 2.66% | -5.29% | 4.04% | 3.24% | -3.65% | -5.50% | -4.25% | 10.90% | 6.54% | 16.93% |
| 2022 | -5.04% | -4.19% | -0.90% | -5.91% | 1.76% | -11.98% | 4.38% | -6.34% | -11.87% | 8.30% | 12.43% | 0.20% | -20.12% |
| 2021 | -0.27% | 2.80% | 2.82% | 6.14% | 4.24% | -2.47% | 3.44% | 2.08% | -5.67% | 4.38% | -4.73% | 1.77% | 14.66% |
Benchmark Metrics
DFA Continental Small Company Portfolio has an annualized alpha of 5.14%, beta of 0.52, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since April 18, 1988.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.43%) than losses (77.98%) - typical of diversified or defensive assets.
- Beta of 0.52 may look defensive, but with R2 of 0.30 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 0.30 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
- 5.14%
- Beta
- 0.52
- R²
- 0.30
- Upside Capture
- 81.43%
- Downside Capture
- 77.98%
Expense Ratio
DFCSX has an expense ratio of 0.42%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFCSX ranks 18 for risk / return — in the bottom 18% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Continental Small Company Portfolio (DFCSX) and compare them to S&P 500 Index.
| DFCSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.69 | -1.29 |
| Martin ratioReturn relative to average drawdown | 4.73 | 12.34 | -7.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
DFA Continental Small Company Portfolio provided a 2.83% dividend yield over the last twelve months, with an annual payout of $1.16 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.16 | $1.16 | $1.43 | $0.86 | $0.65 | $0.40 | $0.47 | $0.60 | $1.36 | $0.57 | $0.43 | $0.41 |
Dividend yield | 2.83% | 3.02% | 4.94% | 2.84% | 2.45% | 1.19% | 1.55% | 2.24% | 6.28% | 1.98% | 1.97% | 1.97% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Continental Small Company 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.35 | $1.16 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.76 | $1.43 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.86 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.16 | $0.65 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.05 | $0.40 |
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 Continental Small Company 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 Continental Small Company Portfolio was 65.47%, occurring on Mar 9, 2009. Recovery took 1211 trading sessions.
The current DFA Continental Small Company Portfolio drawdown is 1.66%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -65.47%Mar 2009 | 1y 8mo | 4y 9mo | 6y 5moJul 2007 - Dec 2013 |
COVID crash2020 | -43.16%Mar 2020 | 2y 1mo | 8mo 9d | 2y 10moJan 2018 - Nov 2020 |
Bear market2022 | -39.25%Oct 2022 | 1y 1mo | 2y 4mo | 3y 6moSep 2021 - Mar 2025 |
1993 bear market1993 | -38.91%Jan 1993 | 2y 5mo | 4y 10d | 6y 5moAug 1990 - Jan 1997 |
Dot-com crash2000–2002 | -29.67%Sep 2001 | 3y 3mo | 1y 8mo | 5y 10dMay 1998 - Jun 2003 |
Drawdown Indicators
| DFCSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.47% | -56.78% | -8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -9.10% | -2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -18.90% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -39.25% | -25.43% | -13.82% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -33.92% | -9.24% |
Current DrawdownCurrent decline from peak | -1.66% | -2.97% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -13.63% | -10.72% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 1.97% | +1.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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