DFA International Sustainability Core 1 Portfolio (DFSPX)
The Advisor intends to purchase securities of companies associated with developed market countries that the Advisor has designated as approved markets. As a non-fundamental policy, under normal circumstances, the fund will invest at least 80% of its net assets in equity securities. It may gain exposure to companies associated with approved markets by purchasing equity securities in the form of depositary receipts, which may be listed or traded outside the issuer's domicile country.
Fund Info
US2332031994
Mar 12, 2008
$0
Expense Ratio
DFSPX has an expense ratio of 0.24%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA International 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 International Sustainability Core 1 Portfolio had a return of 7.05% year-to-date (YTD) and 11.58% in the last 12 months. Over the past 10 years, DFA International Sustainability Core 1 Portfolio had an annualized return of 5.91%, while the S&P 500 had an annualized return of 11.31%, indicating that DFA International Sustainability Core 1 Portfolio did not perform as well as the benchmark.
DFSPX
7.05%
6.12%
1.77%
11.58%
6.87%
5.91%
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of DFSPX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.25% | 7.05% | |||||||||||
| 2024 | -0.82% | 2.80% | 3.28% | -3.65% | 5.24% | -2.15% | 3.72% | 3.51% | 1.28% | -5.42% | 0.70% | -2.96% | 5.00% |
| 2023 | 8.84% | -2.94% | 2.58% | 2.70% | -3.98% | 4.07% | 2.83% | -3.76% | -4.28% | -3.55% | 9.63% | 6.27% | 18.38% |
| 2022 | -4.99% | -3.03% | -0.51% | -6.61% | 0.80% | -8.98% | 5.86% | -6.46% | -9.83% | 5.61% | 12.81% | -1.49% | -17.70% |
| 2021 | -1.40% | 2.51% | 2.96% | 3.74% | 3.68% | -1.46% | 1.36% | 1.64% | -3.82% | 3.07% | -4.62% | 4.34% | 12.12% |
| 2020 | -2.63% | -7.73% | -16.55% | 8.72% | 6.35% | 2.97% | 2.87% | 5.97% | -1.34% | -3.54% | 14.17% | 5.61% | 11.65% |
| 2019 | 7.46% | 2.55% | 0.27% | 3.58% | -5.57% | 5.97% | -2.04% | -1.69% | 2.98% | 3.94% | 1.80% | 3.35% | 24.21% |
| 2018 | 4.98% | -4.57% | -0.72% | 1.09% | -1.53% | -1.57% | 2.16% | -1.38% | 0.10% | -8.80% | 0.10% | -5.85% | -15.53% |
| 2017 | 3.60% | 1.08% | 3.10% | 3.34% | 3.13% | 0.63% | 3.05% | 0.19% | 2.50% | 1.40% | 0.83% | 1.57% | 27.25% |
| 2016 | -5.74% | -2.27% | 7.41% | 1.83% | 0.45% | -4.11% | 4.96% | 0.68% | 1.42% | -2.21% | -1.58% | 2.76% | 2.85% |
| 2015 | -0.11% | 6.26% | -1.55% | 4.52% | 0.10% | -2.55% | 0.52% | -6.45% | -4.20% | 6.40% | -0.55% | -1.82% | -0.27% |
| 2014 | -3.81% | 5.84% | -0.24% | 1.09% | 1.28% | 1.41% | -2.62% | 0.40% | -4.55% | -1.36% | 0.11% | -3.27% | -6.00% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFSPX is 49, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
DFA International Sustainability Core 1 Portfolio provided a 2.86% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.38 | $0.38 | $0.32 | $0.24 | $0.35 | $0.18 | $0.28 | $0.24 | $0.26 | $0.22 | $0.22 | $0.28 |
Dividend yield | 2.86% | 3.06% | 2.60% | 2.27% | 2.63% | 1.45% | 2.52% | 2.61% | 2.33% | 2.49% | 2.42% | 3.10% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA International 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.38 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.32 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.24 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.14 | $0.35 |
| 2020 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.18 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.28 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.24 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.26 |
| 2016 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.22 |
| 2015 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.22 |
| 2014 | $0.07 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.28 |
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 International 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 International Sustainability Core 1 Portfolio was 55.89%, occurring on Mar 9, 2009. Recovery took 541 trading sessions.
The current DFA International Sustainability Core 1 Portfolio drawdown is 2.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.89% | Jun 18, 2008 | 181 | Mar 9, 2009 | 541 | Apr 29, 2011 | 722 |
| -35.86% | Jan 29, 2018 | 541 | Mar 23, 2020 | 162 | Nov 10, 2020 | 703 |
| -32.68% | Sep 7, 2021 | 278 | Oct 12, 2022 | 398 | May 14, 2024 | 676 |
| -27.01% | May 2, 2011 | 146 | Nov 25, 2011 | 355 | Apr 30, 2013 | 501 |
| -23.15% | Jul 7, 2014 | 405 | Feb 11, 2016 | 302 | Apr 25, 2017 | 707 |
Volatility
Volatility Chart
The current DFA International Sustainability Core 1 Portfolio volatility is 3.71%, 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.