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DFA Global Equity Portfolio Institutional Class (D...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US25434D6748

CUSIP

25434D674

Inception Date

Dec 24, 2003

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DGEIX has an expense ratio of 0.25%, which is considered low.


Expense ratio chart for DGEIX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGEIX: 0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DFA Global Equity Portfolio Institutional Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%320.00%340.00%360.00%380.00%400.00%420.00%440.00%NovemberDecember2025FebruaryMarchApril
350.77%
381.22%
DGEIX (DFA Global Equity Portfolio Institutional Class)
Benchmark (^GSPC)

Returns By Period

DFA Global Equity Portfolio Institutional Class had a return of -2.97% year-to-date (YTD) and 5.71% in the last 12 months. Over the past 10 years, DFA Global Equity Portfolio Institutional Class had an annualized return of 7.37%, while the S&P 500 had an annualized return of 10.11%, indicating that DFA Global Equity Portfolio Institutional Class did not perform as well as the benchmark.


DGEIX

YTD

-2.97%

1M

-2.92%

6M

-5.35%

1Y

5.71%

5Y*

12.75%

10Y*

7.37%

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Monthly Returns

The table below presents the monthly returns of DGEIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.88%-0.74%-3.77%-1.26%-2.97%
2024-0.23%4.47%3.74%-3.89%4.75%0.80%3.10%1.78%1.86%-1.95%4.97%-5.91%13.59%
20237.44%-2.65%1.05%0.97%-2.10%6.66%3.92%-2.58%-4.05%-3.34%8.50%4.01%18.08%
2022-4.44%-1.61%1.61%-7.02%1.11%-8.88%7.37%-3.65%-9.54%7.97%7.84%-7.11%-17.16%
20210.04%4.55%4.04%4.06%1.84%0.43%0.73%2.17%-3.89%4.85%-2.24%2.19%19.98%
2020-2.41%-8.53%-16.97%12.32%5.19%2.61%4.74%5.82%-2.99%-1.31%12.95%4.41%12.44%
20198.86%3.02%0.29%3.77%-7.01%6.92%0.35%-2.98%2.75%2.52%2.89%2.96%26.06%
20184.73%-4.31%-1.11%0.35%1.26%-0.56%2.90%1.55%-0.40%-8.14%1.45%-9.43%-12.04%
20172.41%2.51%0.67%1.27%0.82%1.22%2.32%-0.09%2.61%2.32%2.57%1.27%21.76%
2016-5.91%-0.12%7.86%1.30%0.72%-0.57%4.42%0.64%0.63%-2.07%3.90%2.08%12.95%
2015-2.12%5.93%-0.93%1.75%0.63%-1.77%-0.32%-5.95%-3.46%6.88%0.22%-2.86%-2.71%
2014-3.68%4.97%0.94%0.16%1.75%2.58%-2.37%3.02%-3.96%1.37%1.03%-0.88%4.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DGEIX is 42, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DGEIX is 4242
Overall Rank
The Sharpe Ratio Rank of DGEIX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DGEIX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DGEIX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DGEIX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of DGEIX is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for DGEIX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.00
DGEIX: 0.30
^GSPC: 0.46
The chart of Sortino ratio for DGEIX, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.00
DGEIX: 0.54
^GSPC: 0.77
The chart of Omega ratio for DGEIX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
DGEIX: 1.08
^GSPC: 1.11
The chart of Calmar ratio for DGEIX, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.00
DGEIX: 0.29
^GSPC: 0.47
The chart of Martin ratio for DGEIX, currently valued at 1.13, compared to the broader market0.0010.0020.0030.0040.0050.00
DGEIX: 1.13
^GSPC: 1.94

The current DFA Global Equity Portfolio Institutional Class Sharpe ratio is 0.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DFA Global Equity Portfolio Institutional Class with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.30
0.46
DGEIX (DFA Global Equity Portfolio Institutional Class)
Benchmark (^GSPC)

Dividends

Dividend History

DFA Global Equity Portfolio Institutional Class provided a 1.80% dividend yield over the last twelve months, with an annual payout of $0.59 per share.


1.40%1.50%1.60%1.70%1.80%1.90%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.59$0.58$0.60$0.50$0.54$0.40$0.43$0.40$0.43$0.37$0.35$0.35

Dividend yield

1.80%1.71%1.97%1.89%1.67%1.44%1.73%1.99%1.83%1.91%1.99%1.88%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.09$0.00$0.09
2024$0.00$0.00$0.08$0.00$0.00$0.18$0.00$0.00$0.15$0.00$0.00$0.18$0.58
2023$0.00$0.00$0.08$0.00$0.00$0.19$0.00$0.00$0.14$0.00$0.00$0.20$0.60
2022$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.11$0.50
2021$0.00$0.00$0.07$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.19$0.54
2020$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.11$0.40
2019$0.00$0.00$0.06$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.11$0.43
2018$0.00$0.00$0.02$0.00$0.00$0.13$0.00$0.00$0.11$0.00$0.00$0.14$0.40
2017$0.00$0.00$0.06$0.00$0.00$0.13$0.00$0.00$0.09$0.00$0.00$0.15$0.43
2016$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.06$0.00$0.00$0.11$0.37
2015$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.10$0.35
2014$0.05$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.10$0.35

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.13%
-10.07%
DGEIX (DFA Global Equity Portfolio Institutional Class)
Benchmark (^GSPC)

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 60.58%, occurring on Mar 9, 2009. Recovery took 977 trading sessions.

The current DFA Global Equity Portfolio Institutional Class drawdown is 9.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.58%Jul 16, 2007415Mar 9, 2009977Jan 25, 20131392
-37%Jan 21, 202044Mar 23, 2020141Oct 12, 2020185
-25.4%Nov 17, 2021219Sep 30, 2022355Mar 1, 2024574
-21.87%Jan 29, 2018229Dec 24, 2018220Nov 7, 2019449
-19.52%May 22, 2015183Feb 11, 2016144Sep 7, 2016327

Volatility

Volatility Chart

The current DFA Global Equity Portfolio Institutional Class volatility is 12.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.37%
14.23%
DGEIX (DFA Global Equity Portfolio Institutional Class)
Benchmark (^GSPC)