- ISIN
- US2332032232
- Issuer
- Dimensional
- Inception Date
- Jan 8, 2008
- Category
- Global Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
DFSHX Performance Chart
DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) is up 1.4% since the beginning of the year. DFSHX is currently trading at $9 per share. Investors who bought $1,000 worth of DFSHX shares 5 years ago would now be looking at an investment worth $1,101.
Loading charts...
Returns By Period
DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) has returned 1.41% so far this year and 3.83% over the past 12 months. Over the last ten years, DFSHX has returned 2.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
DFA Selectively Hedged Global Fixed Income Portfolio
- 1D
- 0.00%
- 1M
- 0.11%
- YTD
- 1.41%
- 6M
- 1.52%
- 1Y
- 3.83%
- 3Y*
- 5.06%
- 5Y*
- 1.95%
- 10Y*
- 2.02%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
DFSHX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, DFSHX's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Mar 2016 with a return of +2.7%, while the worst month was Jun 2013 at -2.4%. The longest winning streak lasted 32 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFSHX closed higher 32% of trading days. The best single day was Dec 10, 2024 with a return of +4.4%, while the worst single day was Dec 11, 2024 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.65% | 0.54% | -1.07% | 0.86% | 0.75% | -0.32% | 1.41% | ||||||
| 2025 | 0.44% | 0.43% | 0.32% | 0.32% | 0.54% | 0.43% | 0.53% | 0.42% | 0.42% | 0.52% | 0.21% | 0.15% | 4.84% |
| 2024 | 0.55% | 0.33% | 0.44% | 0.43% | 0.54% | 0.43% | 0.54% | 0.53% | 0.53% | 0.42% | 0.42% | 0.36% | 5.66% |
| 2023 | 1.12% | -0.66% | 1.11% | 0.55% | 0.11% | 0.00% | 0.66% | 0.43% | 0.22% | 0.43% | 0.75% | 0.71% | 5.55% |
| 2022 | -1.36% | -0.42% | -1.71% | -1.84% | 0.66% | -1.54% | 1.23% | -1.10% | -1.67% | -0.11% | 1.59% | -0.07% | -6.24% |
| 2021 | 0.00% | -0.31% | -0.00% | 0.31% | 0.20% | -0.10% | 0.41% | -0.00% | -0.41% | -0.51% | -0.61% | 0.20% | -0.82% |
Benchmark Metrics
DFA Selectively Hedged Global Fixed Income Portfolio has an annualized alpha of 1.27%, beta of 0.02, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.
- This fund participated in 11.71% of S&P 500 Index downside but only 8.99% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.02 may look defensive, but with R2 of 0.01 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 0.01 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
- 1.27%
- Beta
- 0.02
- R²
- 0.01
- Upside Capture
- 8.99%
- Downside Capture
- 11.71%
Expense Ratio
DFSHX has an expense ratio of 0.16%, which is considered low.
Return for Risk
Risk / Return Rank
DFSHX ranks 78 for risk / return — better than 78% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Selectively Hedged Global Fixed Income Portfolio (DFSHX) 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.
| DFSHX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.32 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.46 | +0.55 |
| Martin ratioReturn relative to average drawdown | 12.34 | 10.92 | +1.42 |
Dividends
Dividend History
DFA Selectively Hedged Global Fixed Income Portfolio provided a 4.20% dividend yield over the last twelve months, with an annual payout of $0.39 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.39 | $0.39 | $0.41 | $0.35 | $0.00 | $0.17 | $0.00 | $0.24 | $0.30 | $0.17 | $0.15 | $0.10 |
Dividend yield | 4.20% | 4.26% | 4.50% | 3.90% | 0.04% | 1.77% | 0.03% | 2.52% | 3.23% | 1.75% | 1.63% | 1.11% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Selectively Hedged Global Fixed Income 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Selectively Hedged Global Fixed Income 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 Selectively Hedged Global Fixed Income Portfolio was 9.58%, occurring on Oct 20, 2022. Recovery took 412 trading sessions.
The current DFA Selectively Hedged Global Fixed Income Portfolio drawdown is 0.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -9.58%Oct 2022 | 1y 2mo | 1y 7mo | 2y 10moAug 2021 - Jun 2024 |
2015 pullback2015 | -8.21%Sep 2015 | 1y 2mo | 3y 3mo | 4y 6moJul 2014 - Dec 2018 |
2013 pullback2013 | -5.22%Jul 2013 | 2mo 21d | 9mo 8d | 11mo 29dApr 2013 - Apr 2014 |
2024 pullback2024 | -4.18%Dec 2024 | 0s | 10mo 1d | 10mo 1dDec 2024 - Oct 2025 |
COVID crash2020 | -3.11%Mar 2020 | 18d | 2mo 16d | 3mo 4dMar 2020 - Jun 2020 |
Drawdown Indicators
| DFSHX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.58% | -56.78% | +47.20% |
Max Drawdown (1Y)Largest decline over 1 year | -1.28% | -9.10% | +7.82% |
Max Drawdown (3Y)Largest decline over 3 years | -4.18% | -18.90% | +14.72% |
Max Drawdown (5Y)Largest decline over 5 years | -9.58% | -25.43% | +15.85% |
Max Drawdown (10Y)Largest decline over 10 years | -9.58% | -33.92% | +24.34% |
Current DrawdownCurrent decline from peak | -0.32% | -3.21% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -10.71% | +8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 2.04% | -1.73% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DFSHX
Add DFA Selectively Hedged Global Fixed Income Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with DFSHX