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DFA U.S. Sustainability Core 1 Portfolio (DFSIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US2332032158

Inception Date

Mar 12, 2008

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DFSIX has an expense ratio of 0.18%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DFA U.S. Sustainability Core 1 Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%December2025FebruaryMarchAprilMay
439.68%
324.65%
DFSIX (DFA U.S. Sustainability Core 1 Portfolio)
Benchmark (^GSPC)

Returns By Period

DFA U.S. Sustainability Core 1 Portfolio (DFSIX) returned -4.53% year-to-date (YTD) and 7.89% over the past 12 months. Over the past 10 years, DFSIX delivered an annualized return of 11.25%, outperforming the S&P 500 benchmark at 10.45%.


DFSIX

YTD

-4.53%

1M

3.97%

6M

-7.13%

1Y

7.89%

5Y*

15.84%

10Y*

11.25%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of DFSIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.51%-2.50%-6.20%-1.14%2.02%-4.53%
20241.07%5.74%3.60%-5.20%4.80%2.37%3.32%1.69%2.01%-0.89%7.12%-3.85%23.18%
20237.39%-1.88%0.93%0.66%-0.37%7.73%4.01%-1.98%-4.56%-3.23%9.19%6.42%25.71%
2022-6.26%-2.58%2.01%-8.21%0.06%-7.99%8.89%-3.72%-8.81%9.19%5.84%-5.55%-17.85%
2021-0.37%3.93%4.36%5.16%0.74%1.63%2.00%2.78%-4.71%6.13%-1.29%3.37%25.85%
2020-0.84%-8.35%-14.65%13.57%6.07%2.19%5.53%6.80%-3.38%-1.24%12.83%4.65%21.25%
20199.24%3.71%0.77%4.88%-7.04%7.44%1.79%-3.00%2.35%2.60%4.06%1.86%31.41%
20185.50%-3.50%-1.97%0.43%2.60%0.84%3.26%4.14%-0.27%-8.29%1.64%-10.86%-7.60%
20171.80%3.47%0.16%1.07%0.47%1.20%1.93%-0.20%2.94%2.20%3.61%-0.01%20.20%
2016-5.86%0.66%7.16%-0.00%1.85%-0.82%4.41%0.70%0.25%-2.33%6.03%0.92%12.99%
2015-3.24%6.27%-0.76%0.35%1.24%-1.28%0.71%-5.57%-3.30%7.35%0.72%-3.95%-2.26%
2014-3.48%4.74%0.74%-0.25%2.04%2.97%-2.49%4.30%-2.78%2.53%1.86%-1.24%8.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DFSIX is 53, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DFSIX is 5353
Overall Rank
The Sharpe Ratio Rank of DFSIX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of DFSIX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of DFSIX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of DFSIX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of DFSIX is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

DFA U.S. Sustainability Core 1 Portfolio Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.40
  • 5-Year: 0.86
  • 10-Year: 0.62
  • All Time: 0.50

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of DFA U.S. Sustainability Core 1 Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.40
0.44
DFSIX (DFA U.S. Sustainability Core 1 Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

DFA U.S. Sustainability Core 1 Portfolio provided a 1.03% dividend yield over the last twelve months, with an annual payout of $0.45 per share.


1.00%1.10%1.20%1.30%1.40%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.45$0.45$0.45$0.41$0.35$0.36$0.30$0.26$0.30$0.27$0.25$0.23

Dividend yield

1.03%0.99%1.21%1.35%0.95%1.19%1.18%1.34%1.43%1.49%1.55%1.36%

Monthly Dividends

The table displays the monthly dividend distributions for DFA U.S. Sustainability Core 1 Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.12$0.00$0.00$0.12
2024$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.10$0.45
2023$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.13$0.45
2022$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.12$0.41
2021$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.08$0.35
2020$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.12$0.36
2019$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.07$0.30
2018$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.07$0.26
2017$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.10$0.30
2016$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.08$0.27
2015$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.08$0.25
2014$0.04$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.08$0.23

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.01%
-7.88%
DFSIX (DFA U.S. Sustainability Core 1 Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the DFA U.S. Sustainability Core 1 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 U.S. Sustainability Core 1 Portfolio was 53.65%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.

The current DFA U.S. Sustainability Core 1 Portfolio drawdown is 9.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.65%May 20, 2008201Mar 9, 2009467Jan 12, 2011668
-35.68%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.51%Nov 17, 2021219Sep 30, 2022302Dec 13, 2023521
-22.84%May 2, 2011108Oct 3, 2011100Feb 27, 2012208
-22.77%Sep 21, 201865Dec 24, 2018131Jul 3, 2019196

Volatility

Volatility Chart

The current DFA U.S. Sustainability Core 1 Portfolio volatility is 6.88%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.88%
6.82%
DFSIX (DFA U.S. Sustainability Core 1 Portfolio)
Benchmark (^GSPC)