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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA Global Social Core Equity Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
DFA Global Social Core Equity Portfolio (DGBEX) has returned -4.45% so far this year and 19.65% over the past 12 months.
DFA Global Social Core Equity Portfolio
- 1D
- -0.61%
- 1M
- -9.64%
- YTD
- -4.45%
- 6M
- -1.51%
- 1Y
- 19.65%
- 3Y*
- 15.59%
- 5Y*
- 8.67%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 12, 2019, DGBEX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, your investment would double in approximately 5.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Mar 2020 at -18.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DGBEX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 13, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.64% | 2.03% | -9.64% | -4.45% | |||||||||
| 2025 | 3.02% | -1.00% | -4.17% | 0.63% | 6.55% | 5.14% | 1.38% | 3.27% | 2.94% | 1.11% | 0.46% | 1.48% | 22.39% |
| 2024 | -0.62% | 4.58% | 3.59% | -4.02% | 4.94% | 0.71% | 3.13% | 1.38% | 2.49% | -2.20% | 5.05% | -3.75% | 15.72% |
| 2023 | 8.89% | -2.47% | 0.94% | 0.61% | -1.72% | 6.65% | 4.13% | -3.33% | -4.26% | -3.62% | 9.47% | 6.42% | 22.33% |
| 2022 | -4.71% | -2.12% | 0.36% | -7.44% | 0.86% | -9.23% | 7.22% | -3.81% | -10.01% | 7.00% | 9.05% | -4.28% | -17.76% |
| 2021 | -0.09% | 4.75% | 3.80% | 3.97% | 1.79% | 0.04% | 0.31% | 2.22% | -4.01% | 4.32% | -2.56% | 5.09% | 20.94% |
Benchmark Metrics
DFA Global Social Core Equity Portfolio has an annualized alpha of 2.34%, beta of 0.72, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since November 13, 2019.
- This fund participated in 101.00% of S&P 500 Index downside but only 95.18% of its upside — more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.34% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.34%
- Beta
- 0.72
- R²
- 0.57
- Upside Capture
- 95.18%
- Downside Capture
- 101.00%
Expense Ratio
DGBEX has an expense ratio of 0.34%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DGBEX ranks 60 for risk / return — better than 60% 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 Global Social Core Equity Portfolio (DGBEX) and compare them to a chosen benchmark (S&P 500 Index).
| DGBEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.90 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.39 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.40 | -0.18 |
Martin ratioReturn relative to average drawdown | 5.56 | 6.61 | -1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DGBEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DFA Global Social Core Equity Portfolio provided a 1.74% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.26 | $0.40 | $0.24 | $0.19 | $0.38 | $0.26 | $0.05 |
Dividend yield | 1.74% | 1.50% | 2.73% | 1.85% | 1.79% | 2.81% | 2.24% | 0.51% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Global Social 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 | $0.03 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.26 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.24 | $0.40 |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.19 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.23 | $0.38 |
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 Global Social 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 Global Social Core Equity Portfolio was 37.83%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current DFA Global Social Core Equity Portfolio drawdown is 10.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.83% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -26.97% | Jan 5, 2022 | 186 | Sep 30, 2022 | 311 | Dec 27, 2023 | 497 |
| -17.44% | Feb 19, 2025 | 35 | Apr 8, 2025 | 27 | May 16, 2025 | 62 |
| -10.32% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -8.76% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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