- ISIN
- US2332032158
- Issuer
- Dimensional
- Inception Date
- Mar 12, 2008
- Category
- Large Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DFSIX Performance Chart
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is up 6.0% since the beginning of the year. DFSIX is currently trading at $55 per share. Investors who bought $1,000 worth of DFSIX shares 5 years ago would now be looking at an investment worth $1,725.
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Returns By Period
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has returned 6.03% so far this year and 22.72% over the past 12 months. Looking at the last ten years, DFSIX has achieved an annualized return of 14.87%, outperforming the S&P 500 Index benchmark, which averaged 13.61% per year.
DFA U.S. Sustainability Core 1 Portfolio
- 1D
- 1.82%
- 1M
- 1.26%
- YTD
- 6.03%
- 6M
- 5.75%
- 1Y
- 22.72%
- 3Y*
- 19.35%
- 5Y*
- 11.52%
- 10Y*
- 14.87%
Benchmark (S&P 500 Index)
- 1D
- 0.50%
- 1M
- 0.31%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 24.33%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
DFSIX Monthly Returns History
Based on dividend-adjusted daily data since Mar 13, 2008, DFSIX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.6%, while the worst month was Oct 2008 at -19.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFSIX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.36% | -1.02% | -5.63% | 9.52% | 3.54% | -1.25% | 6.03% | ||||||
| 2025 | 3.51% | -2.50% | -6.20% | -1.14% | 6.18% | 5.14% | 2.11% | 2.95% | 2.97% | 1.58% | 0.56% | 0.35% | 15.92% |
| 2024 | 1.07% | 5.74% | 3.61% | -5.20% | 4.80% | 2.37% | 3.32% | 1.69% | 2.01% | -0.89% | 7.12% | -3.85% | 23.19% |
| 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% |
Benchmark Metrics
DFA U.S. Sustainability Core 1 Portfolio has an annualized alpha of 1.53%, beta of 1.01, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since March 13, 2008.
- This fund captured 110.14% of S&P 500 Index gains and 103.32% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.01 and R2 of 0.95, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.53%
- Beta
- 1.01
- R²
- 0.95
- Upside Capture
- 110.14%
- Downside Capture
- 103.32%
Expense Ratio
DFSIX has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
DFSIX ranks 43 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) 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.
| DFSIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.53 | -0.46 |
| Martin ratioReturn relative to average drawdown | 8.90 | 11.37 | -2.47 |
Dividends
Dividend History
DFA U.S. Sustainability Core 1 Portfolio provided a 0.84% dividend yield over the last twelve months, with an annual payout of $0.47 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.46 | $0.45 | $0.45 | $0.41 | $0.79 | $0.36 | $0.50 | $0.45 | $0.41 | $0.33 | $0.34 |
Dividend yield | 0.84% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.12 | ||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.46 |
| 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 | $0.10 | $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 | $0.52 | $0.79 |
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 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 53.77%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.
The current DFA U.S. Sustainability Core 1 Portfolio drawdown is 1.72%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.77%Mar 2009 | 9mo 23d | 1y 10mo | 2y 7moMay 2008 - Jan 2011 |
COVID crash2020 | -35.68%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 |
Bear market2022 | -25.16%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2011 bear market2011 | -22.84%Oct 2011 | 5mo 4d | 4mo 27d | 10mo 1dMay 2011 - Feb 2012 |
Rate-hike selloffLate 2018 | -22.03%Dec 2018 | 3mo 4d | 6mo 9d | 9mo 13dSep 2018 - Jul 2019 |
Drawdown Indicators
| DFSIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -56.78% | +3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -9.10% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -18.90% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -25.43% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -33.92% | -1.76% |
Current DrawdownCurrent decline from peak | -1.72% | -2.34% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -10.72% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.02% | +0.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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