DFA International Core Equity Portfolio I (DFIEX)
Fund Info
| ISIN | US2332033719 |
|---|---|
| CUSIP | 233203371 |
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Sep 15, 2005 |
| Region | Global ex-U.S. (Broad) |
| Category | Foreign Large Cap Equities, Large Cap Blend Equities |
| Home Page | us.dimensional.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
DFIEX has an expense ratio of 0.24%, which is considered low compared to other funds.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: DFIEX vs. DFEOX, DFIEX vs. VXUS, DFIEX vs. VBLAX, DFIEX vs. BCOSX, DFIEX vs. VEIRX, DFIEX vs. VTSAX, DFIEX vs. VTI, DFIEX vs. IEI, DFIEX vs. VT, DFIEX vs. DFEMX
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA International Core Equity 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 International Core Equity Portfolio I had a return of 5.37% year-to-date (YTD) and 16.66% in the last 12 months. Over the past 10 years, DFA International Core Equity Portfolio I had an annualized return of 5.83%, while the S&P 500 had an annualized return of 11.39%, indicating that DFA International Core Equity Portfolio I did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.37% | 25.45% |
| 1 month | -4.59% | 2.91% |
| 6 months | -0.99% | 14.05% |
| 1 year | 16.66% | 35.64% |
| 5 years (annualized) | 6.52% | 14.13% |
| 10 years (annualized) | 5.83% | 11.39% |
Monthly Returns
The table below presents the monthly returns of DFIEX, 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 | -1.37% | 2.32% | 3.72% | -2.69% | 5.26% | -2.83% | 3.75% | 2.64% | 1.24% | -5.17% | 5.37% | ||
| 2023 | 8.59% | -2.79% | 1.85% | 2.34% | -4.65% | 4.62% | 3.84% | -3.37% | -3.29% | -3.70% | 8.35% | 5.73% | 17.50% |
| 2022 | -2.92% | -1.98% | -0.11% | -6.09% | 2.09% | -9.89% | 4.99% | -5.26% | -9.98% | 5.98% | 12.68% | -1.50% | -13.51% |
| 2021 | -0.96% | 3.60% | 3.39% | 3.24% | 3.77% | -1.65% | 1.06% | 1.29% | -3.10% | 2.96% | -4.83% | 4.81% | 13.85% |
| 2020 | -3.62% | -8.26% | -18.15% | 8.93% | 5.99% | 2.82% | 2.64% | 6.22% | -2.04% | -3.21% | 14.40% | 6.03% | 7.73% |
| 2019 | 8.03% | 2.06% | -0.17% | 3.35% | -6.48% | 6.00% | -2.16% | -2.44% | 3.35% | 3.70% | 1.67% | 3.77% | 21.70% |
| 2018 | 5.02% | -4.91% | -0.83% | 1.46% | -1.51% | -1.93% | 2.01% | -2.25% | 0.54% | -9.06% | -0.63% | -6.07% | -17.41% |
| 2017 | 4.03% | 0.91% | 2.43% | 2.64% | 2.80% | 0.82% | 3.57% | 0.44% | 2.79% | 1.57% | 0.84% | 2.21% | 28.04% |
| 2016 | -6.15% | -2.06% | 7.81% | 2.85% | -0.35% | -3.30% | 5.10% | 0.52% | 1.94% | -1.78% | -1.21% | 2.66% | 5.36% |
| 2015 | -0.34% | 6.43% | -1.83% | 4.93% | 0.16% | -2.40% | 0.08% | -6.16% | -4.35% | 7.90% | -0.43% | -1.73% | 1.30% |
| 2014 | -3.36% | 5.90% | -0.22% | 1.15% | 1.06% | 1.54% | -2.70% | 0.39% | -5.01% | -1.46% | -0.25% | -2.81% | -6.05% |
| 2013 | 4.32% | -1.08% | 1.21% | 3.87% | -2.25% | -3.07% | 6.22% | -1.05% | 7.65% | 3.46% | 0.48% | 2.08% | 23.38% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFIEX is 24, indicating that it is in the bottom 24% 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 International Core Equity Portfolio I (DFIEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA International Core Equity Portfolio I provided a 3.42% dividend yield over the last twelve months, with an annual payout of $0.54 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.54 | $0.52 | $0.39 | $0.48 | $0.26 | $0.40 | $0.35 | $0.36 | $0.32 | $0.30 | $0.37 | $0.31 |
Dividend yield | 3.42% | 3.36% | 2.89% | 2.98% | 1.77% | 2.90% | 2.95% | 2.50% | 2.77% | 2.62% | 3.16% | 2.43% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA International Core Equity 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 | $0.03 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.37 | |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.17 | $0.52 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.05 | $0.39 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.19 | $0.48 |
| 2020 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.26 |
| 2019 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.40 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.35 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.36 |
| 2016 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.09 | $0.32 |
| 2015 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.05 | $0.02 | $0.00 | $0.05 | $0.30 |
| 2014 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.37 |
| 2013 | $0.01 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.31 |
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 International Core Equity 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 International Core Equity Portfolio I was 62.26%, occurring on Mar 9, 2009. Recovery took 1164 trading sessions.
The current DFA International Core Equity Portfolio I drawdown is 6.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.26% | Nov 1, 2007 | 338 | Mar 9, 2009 | 1164 | Oct 22, 2013 | 1502 |
| -41.04% | Jan 29, 2018 | 541 | Mar 23, 2020 | 188 | Dec 17, 2020 | 729 |
| -28.66% | Sep 7, 2021 | 267 | Sep 27, 2022 | 352 | Feb 22, 2024 | 619 |
| -22.68% | Jul 7, 2014 | 405 | Feb 11, 2016 | 275 | Mar 16, 2017 | 680 |
| -16.08% | May 10, 2006 | 24 | Jun 13, 2006 | 107 | Nov 14, 2006 | 131 |
Volatility
Volatility Chart
The current DFA International Core Equity Portfolio I volatility is 3.78%, 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.