DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX)

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DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) is up 29.9% since the beginning of the year. DFESX is currently trading at $24 per share. Investors who bought $1,000 worth of DFESX shares 5 years ago would now be looking at an investment worth $1,613.

DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) has returned 29.94% so far this year and 53.45% over the past 12 months. Over the last ten years, DFESX has returned 11.16% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Aug 3, 2012, DFESX's average daily return is +0.03%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +15.1%, while the worst month was Mar 2020 at -19.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DFESX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.2%, while the worst single day was Mar 16, 2020 at -10.0%.

DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio has an annualized alpha of -0.33%, beta of 0.65, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.

• This fund participated in 87.02% of S&P 500 Index downside but only 68.59% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.65 may look defensive, but with R2 of 0.48 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 0.48 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

DFESX has an expense ratio of 0.45%, placing it in the medium range.

DFESX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio provided a 2.11% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The fund has been increasing its distributions for 5 consecutive years.

The table displays the monthly dividend distributions for DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity 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 Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio was 41.43%, occurring on Mar 23, 2020. Recovery took 186 trading sessions.

The chart below shows the rolling one-month volatility.