DFA US Core Equity 1 Portfolio I (DFEOX)
Fund Info
| ISIN | US2332034139 |
|---|---|
| CUSIP | 233203413 |
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Sep 15, 2005 |
| Region | North America (U.S.) |
| Category | Large Cap Blend Equities |
| Home Page | us.dimensional.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
DFEOX has an expense ratio of 0.14%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DFEOX vs. DFQTX, DFEOX vs. DFIEX, DFEOX vs. DFAC, DFEOX vs. VOO, DFEOX vs. FXAIX, DFEOX vs. VTCLX, DFEOX vs. DFUSX, DFEOX vs. VTI, DFEOX vs. SPY, DFEOX vs. QQQM
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA US Core Equity 1 Portfolio I, 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 US Core Equity 1 Portfolio I had a return of 25.11% year-to-date (YTD) and 34.41% in the last 12 months. Over the past 10 years, DFA US Core Equity 1 Portfolio I had an annualized return of 12.45%, outperforming the S&P 500 benchmark which had an annualized return of 11.39%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 25.11% | 25.48% |
| 1 month | 2.50% | 2.14% |
| 6 months | 12.41% | 12.76% |
| 1 year | 34.41% | 33.14% |
| 5 years (annualized) | 15.09% | 13.96% |
| 10 years (annualized) | 12.45% | 11.39% |
Monthly Returns
The table below presents the monthly returns of DFEOX, 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 | 0.89% | 5.41% | 3.89% | -4.56% | 4.85% | 1.90% | 2.75% | 1.71% | 1.68% | -0.82% | 25.11% | ||
| 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% |
| 2020 | -1.47% | -8.88% | -15.73% | 13.58% | 5.32% | 2.12% | 5.18% | 6.65% | -3.59% | -1.29% | 12.60% | 4.79% | 16.44% |
| 2019 | 8.95% | 3.80% | 0.62% | 4.33% | -7.45% | 7.59% | 1.41% | -2.99% | 2.49% | 2.07% | 3.76% | 3.12% | 30.20% |
| 2018 | 5.00% | -3.72% | -1.67% | 0.18% | 2.96% | 0.42% | 3.22% | 3.45% | -0.22% | -8.00% | 1.67% | -10.16% | -7.81% |
| 2017 | 1.76% | 3.26% | 0.07% | 0.89% | 0.54% | 1.13% | 1.70% | -0.19% | 3.28% | 2.18% | 3.41% | 1.17% | 20.89% |
| 2016 | -5.88% | 0.62% | 7.20% | 0.69% | 1.55% | -0.28% | 4.09% | 0.60% | 0.20% | -2.23% | 6.11% | 1.88% | 14.79% |
| 2015 | -3.12% | 6.22% | -0.65% | 0.27% | 1.31% | -1.46% | 0.66% | -5.62% | -3.29% | 7.44% | 0.67% | -2.99% | -1.34% |
| 2014 | -3.45% | 4.82% | 0.80% | -0.24% | 1.97% | 2.89% | -2.56% | 4.27% | -2.74% | 2.49% | 2.09% | 0.11% | 10.51% |
| 2013 | 6.07% | 1.22% | 4.10% | 1.09% | 3.30% | -1.01% | 5.78% | -2.80% | 4.12% | 4.10% | 3.24% | 2.74% | 36.59% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DFEOX is 85, placing it in the top 15% 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 US Core Equity 1 Portfolio I (DFEOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA US Core Equity 1 Portfolio I provided a 1.18% dividend yield over the last twelve months, with an annual payout of $0.53 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.53 | $0.52 | $0.47 | $0.41 | $0.40 | $0.37 | $0.34 | $0.36 | $0.33 | $0.30 | $0.27 | $0.23 |
Dividend yield | 1.18% | 1.43% | 1.57% | 1.12% | 1.36% | 1.41% | 1.67% | 1.58% | 1.72% | 1.74% | 1.48% | 1.38% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.38 | |
| 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 | $0.11 | $0.47 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.41 |
| 2020 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.40 |
| 2019 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.37 |
| 2018 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.34 |
| 2017 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.36 |
| 2016 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.33 |
| 2015 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.30 |
| 2014 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.27 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.23 |
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 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 56.78%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.
The current DFA US Core Equity 1 Portfolio I drawdown is 0.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.78% | Jul 16, 2007 | 415 | Mar 9, 2009 | 539 | Apr 27, 2011 | 954 |
| -36.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 110 | Aug 27, 2020 | 133 |
| -23.1% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -22.86% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -21.84% | Sep 21, 2018 | 65 | Dec 24, 2018 | 137 | Jul 12, 2019 | 202 |
Volatility
Volatility Chart
The current DFA US Core Equity 1 Portfolio I volatility is 4.18%, 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.