- ISIN
- US25239Y5924
- Issuer
- Dimensional
- Inception Date
- Apr 9, 2013
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
DFWIX Performance Chart
DFA World ex U.S. Core Equity Portfolio (DFWIX) is up 15.0% since the beginning of the year. DFWIX is currently trading at $19 per share. Investors who bought $1,000 worth of DFWIX shares 5 years ago would now be looking at an investment worth $1,713.
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Returns By Period
DFA World ex U.S. Core Equity Portfolio (DFWIX) has returned 14.95% so far this year and 33.17% over the past 12 months. Over the last ten years, DFWIX has returned 11.20% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
DFA World ex U.S. Core Equity Portfolio
- 1D
- 0.36%
- 1M
- 3.98%
- YTD
- 14.95%
- 6M
- 18.15%
- 1Y
- 33.17%
- 3Y*
- 20.27%
- 5Y*
- 11.36%
- 10Y*
- 11.20%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
DFWIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2014, DFWIX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 58% of months were positive and 42% were negative. The best month was Dec 2021 with a return of +13.9%, while the worst month was Mar 2020 at -18.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFWIX closed higher 52% of trading days. The best single day was Dec 15, 2021 with a return of +9.8%, while the worst single day was Mar 9, 2020 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.99% | 5.82% | -8.39% | 7.87% | 3.33% | 0.36% | 14.95% | ||||||
| 2025 | 2.69% | 1.64% | 0.66% | 3.07% | 5.39% | 4.31% | -0.52% | 4.32% | 3.20% | 0.86% | 1.09% | 2.66% | 33.45% |
| 2024 | -2.09% | 2.77% | 3.13% | -1.65% | 4.11% | -1.21% | 2.62% | 2.12% | 2.51% | -4.92% | -0.15% | -2.54% | 4.34% |
| 2023 | 8.22% | -3.47% | 2.07% | 1.73% | -3.63% | 4.55% | 4.31% | -3.82% | -2.82% | -3.78% | 8.22% | 5.25% | 16.74% |
| 2022 | -2.18% | -1.71% | -0.43% | -5.87% | 1.54% | -8.99% | 3.54% | -3.68% | -10.27% | 3.71% | 13.24% | -1.77% | -14.04% |
| 2021 | -0.40% | 3.67% | 2.75% | 3.39% | 3.35% | -0.62% | -0.79% | 1.66% | -3.16% | 2.06% | -4.26% | 13.86% | 22.41% |
Benchmark Metrics
DFA World ex U.S. Core Equity Portfolio has an annualized alpha of 0.88%, beta of 0.64, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.
- This fund participated in 92.47% of S&P 500 Index downside but only 78.24% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.64 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.88%
- Beta
- 0.64
- R²
- 0.53
- Upside Capture
- 78.24%
- Downside Capture
- 92.47%
Expense Ratio
DFWIX has an expense ratio of 0.31%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFWIX ranks 73 for risk / return — better than 73% 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 World ex U.S. Core Equity Portfolio (DFWIX) and compare them to S&P 500 Index.
| DFWIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.62 | 2.39 | +0.23 |
Sortino ratioReturn per unit of downside risk | 3.58 | 3.25 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.43 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.23 | 3.11 | +0.11 |
Martin ratioReturn relative to average drawdown | 12.71 | 14.38 | -1.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
DFA World ex U.S. Core Equity Portfolio provided a 2.79% dividend yield over the last twelve months, with an annual payout of $0.54 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 | $0.54 | $0.51 | $0.43 | $0.43 | $0.36 | $1.47 | $0.23 | $0.28 | $0.35 | $0.29 | $0.26 | $0.22 |
Dividend yield | 2.79% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA World ex U.S. Core Equity 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 | $0.03 | $0.00 | $0.00 | $0.00 | $0.03 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.21 | $0.51 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.43 |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.07 | $0.36 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $1.20 | $1.47 |
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 World ex U.S. Core Equity 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 World ex U.S. Core Equity Portfolio was 41.80%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -41.80%Mar 2020 | 2y 1mo | 8mo 29d | 2y 10moJan 2018 - Dec 2020 |
Bear market2022 | -27.31%Oct 2022 | 9mo 2d | 1y 4mo | 2y 1moJan 2022 - Mar 2024 |
2016 bear market2016 | -25.43%Feb 2016 | 1y 7mo | 1y 2mo | 2y 9moJul 2014 - Apr 2017 |
2025 selloff2025 | -13.11%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 |
2026 correction2026 | -10.82%Mar 2026 | 1mo 2d | 1mo 7d | 2mo 9dFeb 2026 - May 2026 |
Drawdown Indicators
| DFWIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -56.78% | +14.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -9.10% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | -18.90% | +5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -25.43% | -1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -33.92% | -7.88% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.15% | -10.72% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.97% | +0.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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