- ISIN
- US23320G1417
- Issuer
- Dimensional
- Inception Date
- May 16, 2017
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Assets Under Management
- $2B
Share Price Chart
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Performance
DIHRX Performance Chart
DFA International High Relative Profitability Portfolio (DIHRX) is up 10.3% since the beginning of the year. DIHRX is currently trading at $17 per share. Investors who bought $1,000 worth of DIHRX shares 5 years ago would now be looking at an investment worth $1,393.
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Returns By Period
DFA International High Relative Profitability Portfolio (DIHRX) has returned 10.34% so far this year and 22.36% over the past 12 months.
DFA International High Relative Profitability Portfolio
- 1D
- 2.19%
- 1M
- 1.76%
- 6M
- 5.74%
- YTD
- 10.34%
- 1Y
- 22.36%
- 3Y*
- 13.11%
- 5Y*
- 6.85%
- 10Y*
- —
- ALL TIME*
- 8.35%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DIHRX Monthly Returns History
Based on dividend-adjusted daily data since May 16, 2017, DIHRX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +13.3%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DIHRX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 9, 2020 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.35% | 5.92% | -8.33% | 4.94% | 1.59% | 0.26% | 1.88% | 10.34% | |||||
| 2025 | 4.25% | 2.62% | -0.32% | 3.39% | 4.67% | 2.30% | -3.24% | 4.77% | 2.18% | 1.20% | 1.25% | 1.38% | 27.03% |
| 2024 | -0.24% | 2.75% | 2.64% | -4.34% | 4.46% | -1.65% | 2.31% | 3.76% | 0.07% | -6.04% | 0.31% | -3.44% | -0.03% |
| 2023 | 8.47% | -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% | 4.10% | 13.39% |
Benchmark Metrics
DFA International High Relative Profitability Portfolio has an annualized alpha of 0.34%, beta of 0.64, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since May 16, 2017.
- This fund participated in 88.82% of S&P 500 Index downside but only 73.28% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.64 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.34%
- Beta
- 0.64
- R²
- 0.56
- Upside Capture
- 73.28%
- Downside Capture
- 88.82%
Expense Ratio
DIHRX has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DIHRX ranks 47 for risk / return — above 47% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) 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.
| DIHRX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.00 | -0.12 |
| Martin ratioReturn relative to average drawdown | 6.63 | 8.49 | -1.86 |
Dividends
Dividend History
DFA International High Relative Profitability Portfolio provided a 2.34% dividend yield over the last twelve months, with an annual payout of $0.39 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.39 | $0.42 | $0.29 | $0.33 | $0.34 | $0.40 | $0.17 | $0.24 | $0.22 | $0.09 |
Dividend yield | 2.34% | 2.76% | 2.33% | 2.59% | 3.06% | 2.95% | 1.40% | 2.11% | 2.35% | 0.87% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.16 | $0.00 | $0.17 | |||||
| 2025 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.42 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.29 |
| 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 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.40 |
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 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 0.17%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-33.30%Mar 2020 | 2mo 2d | 5mo 13d | 7mo 15dJan 2020 - Sep 2020 | COVID crash2020 |
-30.35%Sep 2022 | 1y 19d | 1y 5mo | 2y 5moSep 2021 - Mar 2024 | Bear market2022 |
-21.23%Dec 2018 | 10mo 29d | 11mo 24d | 1y 10moJan 2018 - Dec 2019 | Rate-hike selloffLate 2018 |
-13.21%Apr 2025 | 6mo 13d | 24d | 7mo 7dSep 2024 - May 2025 | 2025 selloff2025 |
-11.35%Mar 2026 | 18d | — | 5mo 4dMar 2026 - now | — |
Drawdown Indicators
| DIHRX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.30% | -56.78% | +23.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -9.10% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.21% | -18.90% | +5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -25.43% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.17% | -1.58% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -10.70% | +4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.14% | +1.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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