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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional International Core Equity Fund, 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
Dimensional International Core Equity Fund (DIAX) has returned -5.70% so far this year and 5.66% over the past 12 months. Over the last ten years, DIAX has returned 7.67% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dimensional International Core Equity Fund
- 1D
- -0.91%
- 1M
- -5.94%
- YTD
- -5.70%
- 6M
- -1.40%
- 1Y
- 5.66%
- 3Y*
- 8.06%
- 5Y*
- 5.16%
- 10Y*
- 7.67%
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 Dec 3, 2014, DIAX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, your investment would double in approximately 10.0 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +16.6%, while the worst month was Mar 2020 at -17.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DIAX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.5%, while the worst single day was Mar 18, 2020 at -13.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.98% | -0.71% | -5.94% | -5.70% | |||||||||
| 2025 | 3.25% | -2.25% | -2.62% | -4.14% | 2.02% | 3.39% | -0.28% | 3.08% | 3.12% | 0.34% | 0.54% | 3.65% | 10.13% |
| 2024 | 2.86% | 0.76% | 3.06% | -5.53% | 0.36% | 2.89% | 3.78% | 0.83% | 3.31% | -1.35% | 7.51% | -2.48% | 16.51% |
| 2023 | 1.16% | -3.44% | -1.15% | 1.77% | -5.29% | 1.73% | 2.27% | -1.66% | -1.43% | -4.67% | 6.28% | 2.95% | -2.11% |
| 2022 | -4.50% | -3.54% | 3.31% | -2.77% | 0.25% | -3.84% | 4.38% | -2.01% | -12.09% | 11.19% | 7.20% | -1.80% | -6.11% |
| 2021 | -3.68% | 3.96% | 8.62% | 1.97% | 3.20% | 1.12% | 0.76% | 2.22% | -2.94% | 5.67% | -2.94% | 5.09% | 24.72% |
Benchmark Metrics
Dimensional International Core Equity Fund has an annualized alpha of -1.91%, beta of 0.80, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since December 04, 2014.
- This fund participated in 100.53% of S&P 500 Index downside but only 81.28% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.91%
- Beta
- 0.80
- R²
- 0.67
- Upside Capture
- 81.28%
- Downside Capture
- 100.53%
Expense Ratio
DIAX has an expense ratio of 0.01%, which is considered low.
Return for Risk
Risk / Return Rank
DIAX ranks 13 for risk / return — in the bottom 13% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional International Core Equity Fund (DIAX) and compare them to a chosen benchmark (S&P 500 Index).
| DIAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.90 | -0.57 |
Sortino ratioReturn per unit of downside risk | 0.60 | 1.39 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.40 | -0.99 |
Martin ratioReturn relative to average drawdown | 1.63 | 6.61 | -4.98 |
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 DIAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Dimensional International Core Equity Fund provided a 8.54% dividend yield over the last twelve months, with an annual payout of $1.20 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.20 | $1.20 | $1.16 | $1.15 | $1.15 | $1.09 | $1.11 | $1.18 | $1.24 | $1.06 | $1.04 | $1.06 |
Dividend yield | 8.54% | 7.89% | 7.71% | 8.19% | 7.39% | 6.15% | 7.33% | 6.68% | 7.69% | 5.63% | 6.95% | 7.41% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional International Core Equity 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 | $0.30 | $0.30 | |||||||||
| 2025 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.30 | $1.20 |
| 2024 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.30 | $1.16 |
| 2023 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $1.15 |
| 2022 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $1.15 |
| 2021 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.27 | $1.09 |
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 Dimensional International Core Equity 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 Dimensional International Core Equity Fund was 44.96%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.
The current Dimensional International Core Equity Fund drawdown is 8.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.96% | Oct 3, 2018 | 369 | Mar 23, 2020 | 268 | Apr 15, 2021 | 637 |
| -24.75% | Dec 9, 2014 | 279 | Jan 20, 2016 | 247 | Jan 11, 2017 | 526 |
| -20.59% | Jan 13, 2022 | 180 | Sep 30, 2022 | 490 | Sep 13, 2024 | 670 |
| -16.82% | Feb 14, 2025 | 37 | Apr 8, 2025 | 114 | Sep 22, 2025 | 151 |
| -10.71% | Jan 29, 2018 | 6 | Feb 5, 2018 | 65 | May 9, 2018 | 71 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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