- ISIN
- US25434D6748
- CUSIP
- 25434D674
- Issuer
- Dimensional
- Inception Date
- Dec 24, 2003
- Region
- Global (Global)
- Category
- Global Equities
- Min. Investment
- $0
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
DGEIX Performance Chart
DFA Global Equity Portfolio Institutional Class (DGEIX) is up 12.6% since the beginning of the year. DGEIX is currently trading at $45 per share. Investors who bought $1,000 worth of DGEIX shares 5 years ago would now be looking at an investment worth $1,708.
Loading charts...
Returns By Period
DFA Global Equity Portfolio Institutional Class (DGEIX) has returned 12.58% so far this year and 29.34% over the past 12 months. Over the last ten years, DGEIX has returned 12.54% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA Global Equity Portfolio Institutional Class
- 1D
- 0.95%
- 1M
- 1.55%
- YTD
- 12.58%
- 6M
- 12.04%
- 1Y
- 29.34%
- 3Y*
- 19.20%
- 5Y*
- 11.30%
- 10Y*
- 12.54%
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%
DGEIX Monthly Returns History
Based on dividend-adjusted daily data since Dec 26, 2003, DGEIX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +14.4%, while the worst month was Oct 2008 at -20.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DGEIX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.56% | 2.26% | -5.85% | 8.65% | 3.62% | 0.29% | 12.58% | ||||||
| 2025 | 2.88% | -0.74% | -4.03% | -0.45% | 5.81% | 4.73% | 1.39% | 3.26% | 2.71% | 0.97% | 1.09% | 1.00% | 19.86% |
| 2024 | -0.23% | 4.47% | 3.74% | -3.89% | 4.75% | 0.80% | 3.10% | 1.78% | 1.86% | -1.95% | 4.97% | -4.15% | 15.71% |
| 2023 | 7.44% | -2.65% | 1.05% | 0.97% | -2.10% | 6.66% | 3.92% | -2.58% | -4.04% | -3.34% | 8.50% | 6.01% | 20.35% |
| 2022 | -4.44% | -1.61% | 1.61% | -7.02% | 1.11% | -8.88% | 7.37% | -3.65% | -9.54% | 7.97% | 7.84% | -4.38% | -14.72% |
| 2021 | 0.04% | 4.55% | 4.03% | 4.06% | 1.84% | 0.43% | 0.73% | 2.17% | -3.88% | 4.85% | -2.24% | 2.47% | 20.31% |
Benchmark Metrics
DFA Global Equity Portfolio Institutional Class has an annualized alpha of 1.05%, beta of 0.96, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since December 26, 2003.
- This fund captured 106.44% of S&P 500 Index gains and 103.44% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.96 and R2 of 0.92, 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
- 1.05%
- Beta
- 0.96
- R²
- 0.92
- Upside Capture
- 106.44%
- Downside Capture
- 103.44%
Expense Ratio
DGEIX has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
DGEIX ranks 77 for risk / return — better than 77% 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 Equity Portfolio Institutional Class (DGEIX) 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.
| DGEIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.78 | +0.51 |
| Martin ratioReturn relative to average drawdown | 14.22 | 12.44 | +1.78 |
Dividends
Dividend History
DFA Global Equity Portfolio Institutional Class provided a 2.70% dividend yield over the last twelve months, with an annual payout of $1.20 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.20 | $1.11 | $1.24 | $1.16 | $1.30 | $0.63 | $0.65 | $0.55 | $0.53 | $0.35 | $0.37 | $0.35 |
Dividend yield | 2.70% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Global Equity Portfolio Institutional Class. 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 | $0.09 | $0.00 | $0.00 | $0.00 | $0.09 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.77 | $1.11 |
| 2024 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.84 | $1.24 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.76 | $1.16 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.91 | $1.30 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.28 | $0.63 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA Global Equity Portfolio Institutional Class. 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 Equity Portfolio Institutional Class was 59.77%, occurring on Mar 9, 2009. Recovery took 964 trading sessions.
The current DFA Global Equity Portfolio Institutional Class drawdown is 0.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.77%Mar 2009 | 1y 7mo | 3y 10mo | 5y 5moJul 2007 - Jan 2013 |
COVID crash2020 | -37.00%Mar 2020 | 2mo 2d | 6mo 23d | 8mo 25dJan 2020 - Oct 2020 |
Bear market2022 | -25.20%Sep 2022 | 10mo 17d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -21.38%Dec 2018 | 10mo 29d | 10mo 15d | 1y 9moJan 2018 - Nov 2019 |
2016 correction2016 | -19.53%Feb 2016 | 8mo 25d | 6mo 29d | 1y 3moMay 2015 - Sep 2016 |
Drawdown Indicators
| DGEIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -56.78% | -2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -9.10% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -18.90% | +1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -25.43% | +0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -33.92% | -3.08% |
Current DrawdownCurrent decline from peak | -0.56% | -1.80% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -10.71% | +2.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.03% | +0.02% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DGEIX
Add DFA Global Equity Portfolio Institutional Class to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with DGEIX