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DFA International High Relative Profitability Port...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US23320G1417

Issuer

Dimensional Fund Advisors LP

Inception Date

May 16, 2017

Min. Investment

$0

Asset Class

Equity

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.


Popular comparisons:
DIHRX vs. IQLT DIHRX vs. AVDE DIHRX vs. FSPSX DIHRX vs. MDIJX DIHRX vs. VIGI DIHRX vs. VUG DIHRX vs. VEA DIHRX vs. DFAI DIHRX vs. DFIC
Popular comparisons:
DIHRX vs. IQLT DIHRX vs. AVDE DIHRX vs. FSPSX DIHRX vs. MDIJX DIHRX vs. VIGI DIHRX vs. VUG DIHRX vs. VEA DIHRX vs. DFAI DIHRX vs. DFIC

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.17%
12.33%
DIHRX (DFA International High Relative Profitability Portfolio)
Benchmark (^GSPC)

Returns By Period

DFA International High Relative Profitability Portfolio had a return of 0.73% year-to-date (YTD) and 7.09% in the last 12 months.


DIHRX

YTD

0.73%

1M

-4.98%

6M

-3.47%

1Y

7.09%

5Y (annualized)

5.78%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.24%2.75%2.64%-4.34%4.46%-1.65%2.31%3.76%0.07%-6.04%0.73%
20238.47%-3.82%4.79%1.41%-4.00%4.51%2.80%-3.45%-3.81%-2.78%8.39%5.52%18.09%
2022-5.46%-2.23%0.30%-6.55%1.27%-8.98%5.95%-6.32%-9.56%5.75%13.34%-2.92%-16.61%
2021-1.36%1.38%2.92%3.60%3.78%-0.22%1.76%1.23%-4.16%2.85%-2.84%4.26%13.56%
2020-1.96%-7.28%-13.64%8.56%6.10%2.97%3.19%4.78%-0.69%-3.71%11.94%5.07%13.21%
20197.71%2.52%0.91%3.23%-5.50%6.29%-1.81%-1.16%2.17%3.77%1.77%2.91%24.50%
20184.51%-5.02%0.05%1.12%-0.37%-1.56%2.65%-1.57%0.24%-8.91%0.31%-5.07%-13.48%
20170.50%-0.12%1.80%1.08%2.41%1.52%1.03%1.10%9.68%

Expense Ratio

DIHRX features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for DIHRX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DIHRX is 10, indicating that it is in the bottom 10% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DIHRX is 1010
Combined Rank
The Sharpe Ratio Rank of DIHRX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DIHRX is 66
Sortino Ratio Rank
The Omega Ratio Rank of DIHRX is 55
Omega Ratio Rank
The Calmar Ratio Rank of DIHRX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DIHRX is 77
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 International High Relative Profitability Portfolio (DIHRX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DIHRX, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.005.000.522.54
The chart of Sortino ratio for DIHRX, currently valued at 0.82, compared to the broader market0.005.0010.000.823.40
The chart of Omega ratio for DIHRX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.47
The chart of Calmar ratio for DIHRX, currently valued at 0.71, compared to the broader market0.005.0010.0015.0020.0025.000.713.66
The chart of Martin ratio for DIHRX, currently valued at 2.25, compared to the broader market0.0020.0040.0060.0080.00100.002.2516.26
DIHRX
^GSPC

The current DFA International High Relative Profitability Portfolio Sharpe ratio is 0.52. 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 International High Relative Profitability Portfolio 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.52
2.46
DIHRX (DFA International High Relative Profitability Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

DFA International High Relative Profitability Portfolio provided a 2.48% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.31$0.33$0.34$0.32$0.17$0.24$0.22$0.09

Dividend yield

2.48%2.59%3.06%2.32%1.39%2.11%2.36%0.86%

Monthly Dividends

The table displays the monthly dividend distributions for DFA International High Relative Profitability Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.06$0.00$0.00$0.13$0.00$0.00$0.07$0.00$0.00$0.26
2023$0.00$0.00$0.06$0.00$0.00$0.14$0.00$0.00$0.07$0.00$0.00$0.06$0.33
2022$0.00$0.00$0.05$0.00$0.00$0.17$0.00$0.00$0.08$0.00$0.00$0.04$0.34
2021$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.07$0.32
2020$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.03$0.17
2019$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.05$0.00$0.00$0.04$0.24
2018$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.00$0.05$0.00$0.00$0.04$0.22
2017$0.02$0.00$0.00$0.04$0.00$0.00$0.04$0.09

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.22%
-1.40%
DIHRX (DFA International High Relative Profitability Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the DFA International High Relative Profitability 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 International High Relative Profitability Portfolio was 33.30%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current DFA International High Relative Profitability Portfolio drawdown is 9.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.3%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-30.24%Sep 8, 2021266Sep 27, 2022358Mar 1, 2024624
-21.23%Jan 29, 2018229Dec 24, 2018245Dec 13, 2019474
-9.51%Sep 27, 202436Nov 15, 2024
-7.32%Jul 15, 202416Aug 5, 202412Aug 21, 202428

Volatility

Volatility Chart

The current DFA International High Relative Profitability Portfolio volatility is 3.59%, 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.59%
4.07%
DIHRX (DFA International High Relative Profitability Portfolio)
Benchmark (^GSPC)