- ISIN
- US23320G4718
- Issuer
- Dimensional
- Inception Date
- Aug 22, 2010
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
DFWVX Performance Chart
DFA World ex U.S. Value Portfolio Fund (DFWVX) is up 16.0% since the beginning of the year. DFWVX is currently trading at $20 per share. Investors who bought $1,000 worth of DFWVX shares 5 years ago would now be looking at an investment worth $2,221.
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Returns By Period
DFA World ex U.S. Value Portfolio Fund (DFWVX) has returned 15.97% so far this year and 34.79% over the past 12 months. Looking at the last ten years, DFWVX has achieved an annualized return of 29.13%, outperforming the S&P 500 Index benchmark, which averaged 13.26% per year.
DFA World ex U.S. Value Portfolio Fund
- 1D
- 2.76%
- 1M
- 2.49%
- 6M
- 8.78%
- YTD
- 15.97%
- 1Y
- 34.79%
- 3Y*
- 20.89%
- 5Y*
- 17.30%
- 10Y*
- 29.13%
- ALL TIME*
- 21.56%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DFWVX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, DFWVX's average daily return is +0.09%, while the average monthly return is +1.97%. At this rate, an investment would double in approximately 3.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Feb 2019 with a return of +60.1%, while the worst month was Mar 2020 at -21.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFWVX closed higher 52% of trading days. The best single day was Feb 7, 2019 with a return of +56.1%, while the worst single day was Mar 16, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.60% | 6.20% | -7.37% | 6.81% | 3.32% | -1.98% | 2.22% | 15.97% | |||||
| 2025 | 3.44% | 3.02% | 1.69% | 1.52% | 5.12% | 4.25% | 0.39% | 4.85% | 3.15% | 1.35% | 2.05% | 3.64% | 40.30% |
| 2024 | -1.68% | 2.77% | 4.41% | -0.61% | 4.28% | -2.09% | 2.97% | 1.40% | 2.11% | -4.18% | -0.08% | -2.40% | 6.66% |
| 2023 | 8.00% | -2.50% | 0.13% | 2.81% | -4.31% | 5.57% | 5.27% | -3.73% | -1.07% | -4.47% | 6.79% | 4.79% | 17.37% |
| 2022 | 2.59% | -1.58% | 0.16% | -5.04% | 3.29% | -9.78% | 2.11% | -2.42% | -9.80% | 4.75% | 12.62% | -1.35% | -6.41% |
| 2021 | -0.72% | 6.65% | 4.15% | 2.30% | 4.49% | -1.76% | -1.66% | 1.53% | -1.20% | 2.43% | -5.68% | 20.20% | 32.65% |
Benchmark Metrics
DFA World ex U.S. Value Portfolio Fund has an annualized alpha of 14.86%, beta of 0.69, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.
- This fund captured 127.83% of S&P 500 Index gains but only 91.20% of its losses - a favorable profile for investors.
- Beta of 0.69 may look defensive, but with R2 of 0.14 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.14 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 14.86%
- Beta
- 0.69
- R²
- 0.14
- Upside Capture
- 127.83%
- Downside Capture
- 91.20%
Expense Ratio
DFWVX has an expense ratio of 0.40%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFWVX ranks 89 for risk / return — above 89% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for DFA World ex U.S. Value Portfolio Fund (DFWVX) 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.
| DFWVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 2.00 | +1.40 |
| Martin ratioReturn relative to average drawdown | 12.00 | 8.49 | +3.50 |
Dividends
Dividend History
DFA World ex U.S. Value Portfolio Fund provided a 3.33% dividend yield over the last twelve months, with an annual payout of $0.66 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 | $0.66 | $0.63 | $0.55 | $0.54 | $0.42 | $1.97 | $0.27 | $12.62 | $0.54 | $0.35 | $0.30 | $0.27 |
Dividend yield | 3.33% | 3.66% | 4.28% | 4.30% | 3.75% | 15.97% | 2.43% | 110.54% | 5.26% | 2.70% | 2.92% | 2.77% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA World ex U.S. Value Portfolio Fund. 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 | $0.05 | $0.00 | $0.00 | $0.19 | $0.00 | $0.24 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.26 | $0.63 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.55 |
| 2023 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.19 | $0.54 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.42 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $1.71 | $1.97 |
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. Value Portfolio Fund. 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. Value Portfolio Fund was 41.32%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.
The current DFA World ex U.S. Value Portfolio Fund drawdown is 1.14%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-41.32%Mar 2020 | 2mo 20d | 9mo 18d | 1y 3dJan 2020 - Jan 2021 | COVID crash2020 |
-31.32%Feb 2016 | 1y 7mo | 1y 3mo | 2y 11moJul 2014 - Jun 2017 | — |
-25.56%Dec 2018 | 10mo 29d | 1mo 15d | 1y 9dJan 2018 - Feb 2019 | Rate-hike selloffLate 2018 |
-24.59%Sep 2022 | 7mo 22d | 9mo 28d | 1y 5moFeb 2022 - Jul 2023 | Bear market2022 |
-14.11%Apr 2025 | 19d | 1mo 4d | 1mo 23dMar 2025 - May 2025 | 2025 selloff2025 |
Drawdown Indicators
| DFWVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -56.78% | +15.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -9.10% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -18.90% | +4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -25.43% | +0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -33.92% | -7.40% |
Current DrawdownCurrent decline from peak | -1.14% | -1.58% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -10.70% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.14% | +0.66% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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