- ISIN
- US2332031994
- Issuer
- Dimensional
- Inception Date
- Mar 12, 2008
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
DFSPX Performance Chart
DFA International Sustainability Core 1 Portfolio (DFSPX) is up 7.3% since the beginning of the year. DFSPX is currently trading at $17 per share. Investors who bought $1,000 worth of DFSPX shares 5 years ago would now be looking at an investment worth $1,493.
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Returns By Period
DFA International Sustainability Core 1 Portfolio (DFSPX) has returned 7.29% so far this year and 22.15% over the past 12 months. Over the last ten years, DFSPX has returned 9.61% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA International Sustainability Core 1 Portfolio
- 1D
- 0.58%
- 1M
- 1.41%
- YTD
- 7.29%
- 6M
- 7.42%
- 1Y
- 22.15%
- 3Y*
- 16.37%
- 5Y*
- 8.34%
- 10Y*
- 9.61%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFSPX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, DFSPX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DFSPX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -10.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.29% | 4.30% | -9.10% | 6.05% | 2.14% | 0.17% | 7.29% | ||||||
| 2025 | 4.25% | 2.08% | -0.20% | 5.29% | 5.24% | 3.36% | -2.07% | 4.43% | 2.45% | 0.26% | 1.28% | 2.75% | 32.97% |
| 2024 | -0.82% | 2.80% | 3.27% | -3.65% | 5.24% | -2.15% | 3.72% | 3.51% | 1.28% | -5.43% | 0.70% | -2.96% | 4.99% |
| 2023 | 8.84% | -2.94% | 2.57% | 2.70% | -3.98% | 4.07% | 2.83% | -3.76% | -4.29% | -3.55% | 9.63% | 6.27% | 18.37% |
| 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% | -1.45% | 1.36% | 1.64% | -3.82% | 3.07% | -4.62% | 4.35% | 12.12% |
Benchmark Metrics
DFA International Sustainability Core 1 Portfolio has an annualized alpha of -0.23%, beta of 0.73, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.
- This fund participated in 94.83% of S&P 500 Index downside but only 79.26% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.23%
- Beta
- 0.73
- R²
- 0.62
- Upside Capture
- 79.26%
- Downside Capture
- 94.83%
Expense Ratio
DFSPX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
DFSPX ranks 28 for risk / return — below 28% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) 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.
| DFSPX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.78 | -0.99 |
| Martin ratioReturn relative to average drawdown | 6.55 | 12.44 | -5.89 |
Dividends
Dividend History
DFA International Sustainability Core 1 Portfolio provided a 2.83% dividend yield over the last twelve months, with an annual payout of $0.49 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.49 | $0.49 | $0.38 | $0.32 | $0.24 | $0.35 | $0.17 | $0.28 | $0.24 | $0.26 | $0.22 | $0.22 |
Dividend yield | 2.83% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.02 | ||||||
| 2025 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.19 | $0.49 |
| 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 |
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 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 35.86%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current DFA International Sustainability Core 1 Portfolio drawdown is 1.37%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.86%Mar 2020 | 2y 1mo | 7mo 22d | 2y 9moJan 2018 - Nov 2020 |
Bear market2022 | -32.68%Oct 2022 | 1y 1mo | 1y 7mo | 2y 8moSep 2021 - May 2024 |
2016 bear market2016 | -23.15%Feb 2016 | 1y 7mo | 1y 2mo | 2y 9moJul 2014 - Apr 2017 |
2025 selloff2025 | -12.43%Apr 2025 | 18d | 18d | 1mo 6dMar 2025 - Apr 2025 |
2026 correction2026 | -11.96%Mar 2026 | 18d | — | 3mo 23dMar 2026 - now |
Drawdown Indicators
| DFSPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -56.78% | +20.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -9.10% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -12.72% | -18.90% | +6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -25.43% | -7.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | -33.92% | -1.94% |
Current DrawdownCurrent decline from peak | -1.37% | -1.80% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -10.71% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.03% | +1.24% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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