DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX)
The fund will invest at least 80% of its net assets in emerging markets equity securities that are defined in the prospectus as Approved Markets securities. It may gain exposure to companies in Approved Markets by purchasing equity securities in the form of depositary receipts, which may be listed or traded outside the issuer's domicile country.
Fund Info
| ISIN | US2332033636 |
|---|---|
| Issuer | T. Rowe Price |
| Inception Date | Aug 30, 2006 |
| Category | Emerging Markets Diversified |
| Min. Investment | $0 |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
DFESX features an expense ratio of 0.45%, falling within the medium range.
Share Price Chart
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Popular comparisons: DFESX vs. DEMSX
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio, 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 Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio had a return of 7.93% year-to-date (YTD) and 14.47% in the last 12 months. Over the past 10 years, DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio had an annualized return of 4.20%, while the S&P 500 had an annualized return of 11.39%, indicating that DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.93% | 25.48% |
| 1 month | -5.54% | 2.14% |
| 6 months | 0.46% | 12.76% |
| 1 year | 14.47% | 33.14% |
| 5 years (annualized) | 4.70% | 13.96% |
| 10 years (annualized) | 4.20% | 11.39% |
Monthly Returns
The table below presents the monthly returns of DFESX, 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 | -3.72% | 4.31% | 1.70% | 0.84% | 2.02% | 2.53% | 0.40% | 0.80% | 5.46% | -4.11% | 7.93% | ||
| 2023 | 8.48% | -5.19% | 2.94% | -0.45% | -0.83% | 4.17% | 5.00% | -5.25% | -2.06% | -3.58% | 7.91% | 3.81% | 14.58% |
| 2022 | -0.69% | -2.46% | -1.99% | -5.87% | 0.77% | -7.02% | -0.15% | -0.68% | -11.35% | -1.30% | 15.05% | -2.49% | -18.49% |
| 2021 | 1.66% | 3.07% | 0.74% | 2.60% | 1.65% | 1.05% | -5.01% | 1.70% | -3.90% | 0.75% | -3.05% | 3.27% | 4.16% |
| 2020 | -6.06% | -5.11% | -19.55% | 10.54% | 1.51% | 6.77% | 7.95% | 1.30% | -0.86% | 1.54% | 11.15% | 7.47% | 12.99% |
| 2019 | 8.46% | -0.45% | 0.90% | 1.33% | -5.69% | 5.88% | -2.43% | -4.30% | 2.67% | 3.96% | -0.60% | 7.24% | 17.12% |
| 2018 | 7.24% | -4.50% | -0.59% | -1.38% | -3.47% | -5.05% | 3.00% | -2.49% | -1.55% | -8.38% | 4.49% | -2.27% | -14.87% |
| 2017 | 6.22% | 3.73% | 3.39% | 1.82% | 2.18% | 0.98% | 5.15% | 2.38% | -0.71% | 3.08% | 0.62% | 3.49% | 37.30% |
| 2016 | -4.79% | -0.11% | 13.14% | 1.12% | -4.24% | 5.50% | 5.78% | 0.96% | 1.42% | 0.25% | -5.44% | 0.29% | 13.19% |
| 2015 | 0.74% | 2.96% | -2.15% | 6.68% | -3.67% | -2.83% | -6.64% | -8.88% | -2.20% | 5.98% | -3.20% | -2.30% | -15.48% |
| 2014 | -6.57% | 3.60% | 3.56% | 0.72% | 3.25% | 2.56% | 0.90% | 2.84% | -6.80% | 0.47% | -0.86% | -4.13% | -1.26% |
| 2013 | 0.84% | -0.68% | -1.25% | 0.92% | -2.90% | -7.45% | 1.45% | -2.36% | 7.28% | 4.53% | -1.78% | -1.05% | -3.15% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFESX is 20, indicating that it is in the bottom 20% 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 Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio (DFESX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio provided a 2.88% dividend yield over the last twelve months, with an annual payout of $0.43 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.43 | $0.45 | $0.40 | $0.38 | $0.26 | $0.33 | $0.29 | $0.30 | $0.23 | $0.22 | $0.25 | $0.25 |
Dividend yield | 2.88% | 3.23% | 3.17% | 2.37% | 1.64% | 2.33% | 2.37% | 2.03% | 2.05% | 2.18% | 2.05% | 2.00% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.26 | |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.45 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.13 | $0.40 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.12 | $0.38 |
| 2020 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.04 | $0.26 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.08 | $0.33 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.10 | $0.29 |
| 2017 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.09 | $0.30 |
| 2016 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.05 | $0.23 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.05 | $0.22 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.07 | $0.25 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.25 |
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 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 65.90%, occurring on Nov 20, 2008. Recovery took 492 trading sessions.
The current DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio drawdown is 7.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.9% | Nov 1, 2007 | 266 | Nov 20, 2008 | 492 | Nov 4, 2010 | 758 |
| -41.43% | Jan 29, 2018 | 541 | Mar 23, 2020 | 186 | Dec 15, 2020 | 727 |
| -35.3% | Apr 28, 2011 | 1190 | Jan 21, 2016 | 371 | Jul 12, 2017 | 1561 |
| -32.64% | Jun 7, 2021 | 350 | Oct 24, 2022 | 484 | Sep 27, 2024 | 834 |
| -18.84% | Jul 24, 2007 | 18 | Aug 16, 2007 | 31 | Oct 1, 2007 | 49 |
Volatility
Volatility Chart
The current DFA Investment Dimensions Group Inc - Emerging Markets Social Core Equity Portfolio volatility is 3.83%, 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.