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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.
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Returns By Period
DFA International High Relative Profitability Portfolio (DIHRX) has returned -1.47% so far this year and 17.37% over the past 12 months.
DFA International High Relative Profitability Portfolio
- 1D
- 0.22%
- 1M
- -10.86%
- YTD
- -1.47%
- 6M
- 2.35%
- 1Y
- 17.37%
- 3Y*
- 10.56%
- 5Y*
- 6.30%
- 10Y*
- —
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 May 16, 2017, DIHRX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.
Historically, 64% of months were positive and 36% 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 52% 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% | -10.86% | -1.47% | |||||||||
| 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 0.28%, beta of 0.63, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since May 17, 2017.
- This fund participated in 91.17% of S&P 500 Index downside but only 75.67% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.63 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
- 0.28%
- Beta
- 0.63
- R²
- 0.55
- Upside Capture
- 75.67%
- Downside Capture
- 91.17%
Expense Ratio
DIHRX has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DIHRX ranks 54 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 International High Relative Profitability Portfolio (DIHRX) and compare them to a chosen benchmark (S&P 500 Index).
| DIHRX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.90 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.39 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.40 | -0.02 |
Martin ratioReturn relative to average drawdown | 5.56 | 6.61 | -1.05 |
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 DIHRX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DFA International High Relative Profitability Portfolio provided a 2.64% dividend yield over the last twelve months, with an annual payout of $0.40 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.40 | $0.42 | $0.29 | $0.33 | $0.34 | $0.40 | $0.17 | $0.24 | $0.22 | $0.09 |
Dividend yield | 2.64% | 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 | $0.01 | |||||||||
| 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 10.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.3% | Jan 21, 2020 | 44 | Mar 23, 2020 | 114 | Sep 2, 2020 | 158 |
| -30.35% | Sep 8, 2021 | 266 | Sep 27, 2022 | 358 | Mar 1, 2024 | 624 |
| -21.23% | Jan 29, 2018 | 229 | Dec 24, 2018 | 245 | Dec 13, 2019 | 474 |
| -13.21% | Sep 27, 2024 | 132 | Apr 8, 2025 | 17 | May 2, 2025 | 149 |
| -11.35% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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