- ISIN
- US23320G1581
- Issuer
- Dimensional
- Inception Date
- Jan 17, 2017
- Category
- Global Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-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
DGLIX Performance Chart
DFA Global Small Company Portfolio (DGLIX) is up 12.9% since the beginning of the year. DGLIX is currently trading at $20 per share. Investors who bought $1,000 worth of DGLIX shares 5 years ago would now be looking at an investment worth $1,454.
Loading charts...
Returns By Period
DFA Global Small Company Portfolio (DGLIX) has returned 12.93% so far this year and 27.58% over the past 12 months.
DFA Global Small Company Portfolio
- 1D
- 0.51%
- 1M
- 3.12%
- YTD
- 12.93%
- 6M
- 13.43%
- 1Y
- 27.58%
- 3Y*
- 16.63%
- 5Y*
- 7.77%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
DGLIX Monthly Returns History
Based on dividend-adjusted daily data since Feb 1, 2017, DGLIX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.5%, while the worst month was Mar 2020 at -21.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DGLIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 13, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.53% | 3.46% | -6.68% | 8.33% | 1.86% | 0.46% | 12.93% | ||||||
| 2025 | 2.66% | -3.16% | -3.39% | -0.27% | 5.89% | 4.41% | 0.61% | 5.24% | 1.16% | -0.92% | 2.14% | 0.84% | 15.76% |
| 2024 | -2.89% | 3.48% | 3.50% | -4.04% | 4.76% | -1.71% | 6.90% | -0.19% | 1.76% | -2.84% | 6.61% | -5.81% | 8.86% |
| 2023 | 8.29% | -1.59% | -2.13% | -0.68% | -2.79% | 6.84% | 4.73% | -3.26% | -4.52% | -5.11% | 8.56% | 8.87% | 16.71% |
| 2022 | -5.94% | 0.07% | -0.21% | -6.82% | 1.36% | -8.71% | 7.74% | -3.48% | -9.64% | 8.59% | 7.43% | -3.80% | -14.60% |
| 2021 | 1.80% | 7.01% | 3.74% | 3.33% | 2.48% | -0.39% | -0.66% | 2.12% | -2.72% | 3.40% | -3.03% | 4.46% | 23.21% |
Benchmark Metrics
DFA Global Small Company Portfolio has an annualized alpha of 0.05%, beta of 0.72, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since February 02, 2017.
- This fund participated in 104.36% of S&P 500 Index downside but only 87.36% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.05%
- Beta
- 0.72
- R²
- 0.53
- Upside Capture
- 87.36%
- Downside Capture
- 104.36%
Expense Ratio
DGLIX has an expense ratio of 0.44%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DGLIX ranks 51 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Global Small Company Portfolio (DGLIX) and compare them to S&P 500 Index.
| DGLIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 2.93 | +0.06 |
| Martin ratioReturn relative to average drawdown | 11.16 | 13.52 | -2.36 |
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 Global Small Company Portfolio provided a 1.47% 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 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.41 | $0.37 | $0.16 | $0.55 | $0.17 | $0.17 | $0.11 | $0.07 |
Dividend yield | 1.47% | 1.66% | 2.69% | 2.56% | 1.27% | 3.63% | 1.33% | 1.46% | 1.10% | 0.58% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Global Small Company 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
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 Small Company 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 Small Company Portfolio was 42.56%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.56%Mar 2020 | 2y 1mo | 8mo 6d | 2y 10moJan 2018 - Nov 2020 |
Bear market2022 | -26.16%Sep 2022 | 10mo 22d | 1y 6mo | 2y 4moNov 2021 - Mar 2024 |
2025 selloff2025 | -19.69%Apr 2025 | 4mo 4d | 2mo 24d | 6mo 28dDec 2024 - Jul 2025 |
2026 pullback2026 | -9.60%Mar 2026 | 1mo 1d | 18d | 1mo 19dFeb 2026 - Apr 2026 |
2024 pullback2024 | -8.09%Aug 2024 | 4d | 1mo 15d | 1mo 19dAug 2024 - Sep 2024 |
Drawdown Indicators
| DGLIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.56% | -56.78% | +14.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.60% | -9.10% | -0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -19.69% | -18.90% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -25.43% | -0.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -7.41% | -10.72% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.97% | +0.60% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DGLIX
Add DFA Global Small Company Portfolio 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 DGLIX