- ISIN
- US33848W1062
- CUSIP
- 25754L705
- Inception Date
- May 23, 2013
- Category
- Large Cap Value Equities
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
DFP Performance Chart
Dimensional Financial Leaders Fund (DFP) is up 0.8% since the beginning of the year. DFP is currently trading at $20 per share. Investors who bought $1,000 worth of DFP shares 5 years ago would now be looking at an investment worth $1,003.
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Returns By Period
Dimensional Financial Leaders Fund (DFP) has returned 0.81% so far this year and 7.76% over the past 12 months. Over the last ten years, DFP has returned 5.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Dimensional Financial Leaders Fund
- 1D
- -0.34%
- 1M
- -0.20%
- YTD
- 0.81%
- 6M
- 0.92%
- 1Y
- 7.76%
- 3Y*
- 12.08%
- 5Y*
- 0.06%
- 10Y*
- 5.88%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFP Monthly Returns History
Based on dividend-adjusted daily data since May 24, 2013, DFP's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +20.5%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DFP closed higher 53% of trading days. The best single day was Mar 25, 2020 with a return of +14.2%, while the worst single day was Mar 18, 2020 at -20.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.55% | 2.09% | -7.02% | 6.07% | -1.64% | -1.69% | 0.81% | ||||||
| 2025 | 3.04% | 0.41% | -0.22% | -1.93% | 2.02% | 3.20% | 1.60% | 1.50% | 3.95% | 0.84% | -1.04% | -1.86% | 11.88% |
| 2024 | 6.97% | 0.16% | 2.55% | -5.27% | 3.99% | 3.50% | 4.08% | 3.35% | 5.84% | -4.74% | 1.66% | -2.45% | 20.47% |
| 2023 | 13.85% | -5.00% | -8.63% | -0.70% | -2.66% | 1.14% | 5.48% | -2.82% | -4.35% | -5.33% | 12.86% | 0.92% | 2.12% |
| 2022 | -1.74% | -4.14% | 1.31% | -9.37% | 0.97% | -7.98% | 6.22% | -4.60% | -11.11% | -1.42% | 6.35% | -2.91% | -26.32% |
| 2021 | -1.06% | 0.92% | 5.54% | 1.33% | -2.46% | -0.03% | 2.20% | -1.17% | -0.98% | -0.21% | -2.92% | 1.28% | 2.18% |
Benchmark Metrics
Dimensional Financial Leaders Fund has an annualized alpha of 0.85%, beta of 0.52, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since May 24, 2013.
- This fund participated in 72.48% of S&P 500 Index downside but only 56.20% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.52 may look defensive, but with R2 of 0.26 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 0.26 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.85%
- Beta
- 0.52
- R²
- 0.26
- Upside Capture
- 56.20%
- Downside Capture
- 72.48%
Expense Ratio
DFP has an expense ratio of 0.01%, which is considered low.
Return for Risk
Risk / Return Rank
DFP ranks 11 for risk / return — in the bottom 11% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional Financial Leaders Fund (DFP) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 2.78 | -2.00 |
| Martin ratioReturn relative to average drawdown | 2.53 | 12.44 | -9.90 |
Dividends
Dividend History
Dimensional Financial Leaders Fund provided a 7.45% dividend yield over the last twelve months, with an annual payout of $1.51 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.51 | $1.45 | $1.36 | $1.31 | $1.97 | $1.95 | $1.85 | $1.72 | $1.78 | $1.90 | $1.94 | $1.92 |
Dividend yield | 7.45% | 6.99% | 6.81% | 7.39% | 10.54% | 7.03% | 6.36% | 6.41% | 8.75% | 7.11% | 8.16% | 8.38% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional Financial Leaders Fund. 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 | $0.13 | $0.13 | $0.13 | $0.13 | $0.13 | $0.00 | $0.64 | ||||||
| 2025 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.12 | $0.16 | $1.45 |
| 2024 | $0.10 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.12 | $0.15 | $1.36 |
| 2023 | $0.12 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.11 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $1.31 |
| 2022 | $0.16 | $0.16 | $0.16 | $0.16 | $0.15 | $0.15 | $0.15 | $0.13 | $0.13 | $0.12 | $0.12 | $0.39 | $1.97 |
| 2021 | $0.17 | $0.17 | $0.17 | $0.17 | $0.16 | $0.16 | $0.16 | $0.16 | $0.16 | $0.16 | $0.16 | $0.16 | $1.95 |
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 Dimensional Financial Leaders Fund. 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 Dimensional Financial Leaders Fund was 47.32%, occurring on Mar 23, 2020. Recovery took 123 trading sessions.
The current Dimensional Financial Leaders Fund drawdown is 5.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -47.32%Mar 2020 | 1mo 2d | 5mo 27d | 6mo 29dFeb 2020 - Sep 2020 |
2023 bear market2023 | -40.00%Oct 2023 | 2y 6mo | 2y 4mo | 4y 10moApr 2021 - Feb 2026 |
Rate-hike selloffLate 2018 | -22.68%Dec 2018 | 1y | 3mo 26d | 1y 3moDec 2017 - Apr 2019 |
2013 correction2013 | -19.28%Sep 2013 | 3mo 15d | 9mo 4d | 1y 14dMay 2013 - Jun 2014 |
2016 correction2016 | -12.87%Nov 2016 | 1mo 11d | 2mo 10d | 3mo 21dOct 2016 - Jan 2017 |
Drawdown Indicators
| DFP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.32% | -56.78% | +9.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -9.10% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -14.27% | -18.90% | +4.63% |
Max Drawdown (5Y)Largest decline over 5 years | -38.82% | -25.43% | -13.39% |
Max Drawdown (10Y)Largest decline over 10 years | -47.32% | -33.92% | -13.40% |
Current DrawdownCurrent decline from peak | -5.30% | -1.80% | -3.50% |
Average DrawdownAverage peak-to-trough decline | -9.73% | -10.71% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.03% | +1.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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