- ISIN
- US2332032984
- Issuer
- Dimensional
- Inception Date
- Oct 1, 2007
- 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
DFUEX Performance Chart
DFA U.S. Social Core Equity 2 Portfolio (DFUEX) is up 12.5% since the beginning of the year. DFUEX is currently trading at $37 per share. Investors who bought $1,000 worth of DFUEX shares 5 years ago would now be looking at an investment worth $1,848.
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Returns By Period
DFA U.S. Social Core Equity 2 Portfolio (DFUEX) has returned 12.53% so far this year and 29.47% over the past 12 months. Over the last decade, DFUEX has posted an annualized return of 14.61%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
DFA U.S. Social Core Equity 2 Portfolio
- 1D
- 1.23%
- 1M
- 1.67%
- YTD
- 12.53%
- 6M
- 11.32%
- 1Y
- 29.47%
- 3Y*
- 20.80%
- 5Y*
- 13.07%
- 10Y*
- 14.61%
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%
DFUEX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, DFUEX's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, an investment would double in approximately 4.8 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.8%, while the worst month was Mar 2020 at -17.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DFUEX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.36% | -0.30% | -5.34% | 11.18% | 4.83% | -0.05% | 12.53% | ||||||
| 2025 | 3.13% | -2.46% | -6.88% | -1.26% | 7.37% | 5.55% | 2.46% | 2.73% | 2.69% | 1.17% | 0.18% | 0.71% | 15.65% |
| 2024 | 0.38% | 5.57% | 4.00% | -5.20% | 5.21% | 1.95% | 3.28% | 0.95% | 2.06% | -0.60% | 7.87% | -4.51% | 22.08% |
| 2023 | 8.62% | -1.82% | 0.28% | 0.10% | -0.54% | 8.13% | 4.09% | -2.66% | -4.94% | -3.45% | 9.80% | 7.15% | 25.95% |
| 2022 | -6.00% | -1.78% | 1.57% | -8.16% | 0.47% | -9.22% | 9.67% | -3.53% | -9.63% | 9.38% | 6.22% | -5.97% | -17.95% |
| 2021 | -0.10% | 5.62% | 4.61% | 4.65% | 0.86% | 0.87% | 1.23% | 2.65% | -4.20% | 5.96% | -1.21% | 4.40% | 27.86% |
Benchmark Metrics
DFA U.S. Social Core Equity 2 Portfolio has an annualized alpha of 0.76%, beta of 1.00, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.
- This fund captured 108.41% of S&P 500 Index gains and 106.80% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.00 and R2 of 0.89, 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
- 0.76%
- Beta
- 1.00
- R²
- 0.89
- Upside Capture
- 108.41%
- Downside Capture
- 106.80%
Expense Ratio
DFUEX has an expense ratio of 0.21%, which is considered low.
Return for Risk
Risk / Return Rank
DFUEX ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA U.S. Social Core Equity 2 Portfolio (DFUEX) 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.
| DFUEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.78 | +0.19 |
| Martin ratioReturn relative to average drawdown | 12.65 | 12.44 | +0.21 |
Dividends
Dividend History
DFA U.S. Social Core Equity 2 Portfolio provided a 0.75% dividend yield over the last twelve months, with an annual payout of $0.28 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.28 | $0.21 | $0.27 | $0.42 | $0.89 | $1.16 | $0.24 | $1.02 | $0.45 | $0.34 | $0.28 | $0.36 |
Dividend yield | 0.75% | 0.64% | 0.93% | 1.78% | 4.61% | 4.73% | 1.18% | 5.79% | 3.19% | 2.12% | 2.05% | 2.95% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA U.S. Social Core Equity 2 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 | $0.07 | $0.00 | $0.00 | $0.00 | $0.07 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.21 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.22 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.68 | $0.89 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.96 | $1.16 |
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. Social Core Equity 2 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. Social Core Equity 2 Portfolio was 37.99%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current DFA U.S. Social Core Equity 2 Portfolio drawdown is 0.96%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.99%Mar 2020 | 1mo 2d | 5mo 13d | 6mo 15dFeb 2020 - Sep 2020 |
Bear market2022 | -25.56%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -22.70%Dec 2018 | 3mo 4d | 7mo 2d | 10mo 6dSep 2018 - Jul 2019 |
2025 selloff2025 | -21.68%Apr 2025 | 4mo 4d | 2mo 25d | 6mo 29dDec 2024 - Jul 2025 |
2016 correction2016 | -19.81%Feb 2016 | 7mo 22d | 6mo 29d | 1y 2moJun 2015 - Sep 2016 |
Drawdown Indicators
| DFUEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.99% | -56.78% | +18.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.04% | -9.10% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -21.68% | -18.90% | -2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -25.43% | -0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -33.92% | -4.07% |
Current DrawdownCurrent decline from peak | -0.96% | -1.80% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -10.71% | +6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.03% | +0.32% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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