DFA U.S. Sustainability Core 1 Portfolio (DFSIX)
The Portfolio purchases a broad and diverse group of securities of U.S. companies. It invests in companies of all sizes, with increased exposure to smaller capitalization, lower relative price, and higher profitability companies as compared to their representation in the U.S. Universe, while adjusting the composition of the Portfolio based on sustainability impact considerations.
Fund Info
| ISIN | US2332032158 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Mar 12, 2008 |
| Category | Large Cap Blend Equities |
| 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 compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DFSIX vs. SPY, DFSIX vs. DUSLX, DFSIX vs. VOO, DFSIX vs. SPFFX, DFSIX vs. DFAC, DFSIX vs. VRTTX, DFSIX vs. QQQ, DFSIX vs. FITLX, DFSIX vs. VTSAX, DFSIX vs. VFFSX
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.
Returns By Period
DFA U.S. Sustainability Core 1 Portfolio had a return of 26.69% year-to-date (YTD) and 40.27% in the last 12 months. Over the past 10 years, DFA U.S. Sustainability Core 1 Portfolio had an annualized return of 13.21%, outperforming the S&P 500 benchmark which had an annualized return of 11.39%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 26.69% | 25.45% |
| 1 month | 3.84% | 2.91% |
| 6 months | 15.49% | 14.05% |
| 1 year | 40.27% | 35.64% |
| 5 years (annualized) | 16.14% | 14.13% |
| 10 years (annualized) | 13.21% | 11.39% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.07% | 5.74% | 3.61% | -5.20% | 4.80% | 2.37% | 3.32% | 1.69% | 2.01% | -0.89% | 26.69% | ||
| 2023 | 7.39% | -1.88% | 0.93% | 0.66% | -0.37% | 7.73% | 4.01% | -1.98% | -4.56% | -3.23% | 9.19% | 6.42% | 25.70% |
| 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% | 4.63% | 27.38% |
| 2020 | -0.84% | -8.35% | -14.65% | 13.57% | 6.06% | 2.19% | 5.53% | 6.80% | -3.38% | -1.24% | 12.83% | 4.65% | 21.25% |
| 2019 | 9.24% | 3.71% | 0.77% | 4.88% | -7.04% | 7.44% | 1.79% | -3.00% | 2.35% | 2.60% | 4.06% | 2.72% | 32.52% |
| 2018 | 5.49% | -3.50% | -1.97% | 0.43% | 2.60% | 0.84% | 3.26% | 4.14% | -0.27% | -8.29% | 1.64% | -10.01% | -6.72% |
| 2017 | 1.79% | 3.47% | 0.16% | 1.07% | 0.48% | 1.20% | 1.93% | -0.20% | 2.94% | 2.20% | 3.62% | 0.97% | 21.37% |
| 2016 | -5.86% | 0.66% | 7.15% | -0.00% | 1.85% | -0.83% | 4.41% | 0.70% | 0.24% | -2.33% | 6.03% | 1.76% | 13.93% |
| 2015 | -3.24% | 6.27% | -0.76% | 0.35% | 1.24% | -1.28% | 0.71% | -5.57% | -3.30% | 7.35% | 0.72% | -2.92% | -1.22% |
| 2014 | -3.48% | 4.74% | 0.74% | -0.25% | 2.04% | 2.97% | -2.49% | 4.30% | -2.78% | 2.53% | 1.86% | 0.14% | 10.37% |
| 2013 | 6.13% | 1.22% | 4.17% | 1.00% | 3.37% | -1.14% | 6.01% | -2.83% | 4.11% | 4.15% | 3.17% | 2.71% | 36.69% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DFSIX is 83, placing it in the top 17% 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 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.
Dividends
Dividend History
DFA U.S. Sustainability Core 1 Portfolio provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.48 | $0.45 | $0.41 | $0.35 | $0.36 | $0.30 | $0.26 | $0.30 | $0.27 | $0.25 | $0.23 | $0.19 |
Dividend yield | 1.02% | 1.21% | 1.35% | 0.95% | 1.19% | 1.18% | 1.34% | 1.43% | 1.49% | 1.55% | 1.36% | 1.23% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.35 | |
| 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 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.23 |
| 2013 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.19 |
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 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 0.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.65% | May 20, 2008 | 201 | Mar 9, 2009 | 467 | Jan 12, 2011 | 668 |
| -35.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -25.16% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -22.84% | May 2, 2011 | 108 | Oct 3, 2011 | 100 | Feb 27, 2012 | 208 |
| -22.03% | Sep 21, 2018 | 65 | Dec 24, 2018 | 129 | Jul 1, 2019 | 194 |
Volatility
Volatility Chart
The current DFA U.S. Sustainability Core 1 Portfolio volatility is 4.40%, 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.