- ISIN
- US2332034139
- CUSIP
- 233203413
- Issuer
- Dimensional
- Inception Date
- Sep 15, 2005
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DFEOX Performance Chart
DFA US Core Equity 1 Portfolio I (DFEOX) is up 12.3% since the beginning of the year. DFEOX is currently trading at $56 per share. Investors who bought $1,000 worth of DFEOX shares 5 years ago would now be looking at an investment worth $1,829.
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Returns By Period
DFA US Core Equity 1 Portfolio I (DFEOX) has returned 12.32% so far this year and 28.75% over the past 12 months. Looking at the last ten years, DFEOX has achieved an annualized return of 14.53%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.
DFA US Core Equity 1 Portfolio I
- 1D
- 0.47%
- 1M
- 4.95%
- YTD
- 12.32%
- 6M
- 12.46%
- 1Y
- 28.75%
- 3Y*
- 21.37%
- 5Y*
- 12.84%
- 10Y*
- 14.53%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
DFEOX Monthly Returns History
Based on dividend-adjusted daily data since Sep 16, 2005, DFEOX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +13.6%, while the worst month was Oct 2008 at -18.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFEOX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.54% | 0.63% | -4.75% | 9.34% | 3.82% | 0.67% | 12.32% | ||||||
| 2025 | 3.10% | -1.66% | -5.48% | -1.55% | 6.12% | 4.96% | 2.04% | 2.71% | 2.60% | 1.30% | 1.04% | 0.29% | 16.00% |
| 2024 | 0.89% | 5.42% | 3.89% | -4.56% | 4.85% | 1.90% | 2.75% | 1.71% | 1.68% | -0.82% | 6.74% | -4.27% | 21.35% |
| 2023 | 6.95% | -2.26% | 1.15% | 0.73% | -0.95% | 7.51% | 3.73% | -1.90% | -4.41% | -3.02% | 8.54% | 5.89% | 22.97% |
| 2022 | -5.16% | -1.59% | 2.56% | -7.82% | 1.06% | -8.82% | 9.11% | -3.49% | -9.16% | 9.56% | 5.64% | -5.56% | -14.99% |
| 2021 | -0.17% | 4.62% | 4.48% | 4.55% | 1.07% | 1.24% | 1.39% | 2.55% | -4.16% | 5.99% | -1.32% | 4.79% | 27.51% |
Benchmark Metrics
DFA US Core Equity 1 Portfolio I has an annualized alpha of 1.46%, beta of 1.00, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 19, 2005.
- This fund captured 108.33% of S&P 500 Index gains and 101.83% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.00 and R2 of 0.95, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.46%
- Beta
- 1.00
- R²
- 0.95
- Upside Capture
- 108.33%
- Downside Capture
- 101.83%
Expense Ratio
DFEOX has an expense ratio of 0.14%, which is considered low.
Return for Risk
Risk / Return Rank
DFEOX ranks 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) and compare them to S&P 500 Index.
| DFEOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.93 | +0.71 |
| Martin ratioReturn relative to average drawdown | 16.50 | 13.52 | +2.98 |
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 US Core Equity 1 Portfolio I provided a 0.95% dividend yield over the last twelve months, with an annual payout of $0.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.53 | $0.52 | $0.49 | $0.52 | $1.22 | $1.34 | $0.40 | $0.78 | $0.49 | $0.37 | $0.31 | $0.51 |
Dividend yield | 0.95% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA US Core Equity 1 Portfolio I. 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 | $0.14 | $0.00 | $0.00 | $0.00 | $0.14 | ||||||
| 2025 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.11 | $0.52 |
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.11 | $0.49 |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.52 |
| 2022 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.85 | $1.22 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $1.02 | $1.34 |
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 US Core Equity 1 Portfolio I. 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 US Core Equity 1 Portfolio I was 56.77%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.77%Mar 2009 | 1y 7mo | 2y 1mo | 3y 9moJul 2007 - Apr 2011 |
COVID crash2020 | -36.55%Mar 2020 | 1mo 2d | 5mo 7d | 6mo 9dFeb 2020 - Aug 2020 |
2011 bear market2011 | -23.10%Oct 2011 | 5mo 4d | 5mo 12d | 10mo 16dMay 2011 - Mar 2012 |
Bear market2022 | -22.86%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -21.84%Dec 2018 | 3mo 4d | 6mo 20d | 9mo 24dSep 2018 - Jul 2019 |
Drawdown Indicators
| DFEOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.77% | -56.78% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -9.10% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -19.24% | -18.90% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -22.86% | -25.43% | +2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -33.92% | -2.63% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -10.72% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.97% | -0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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