- ISIN
- US23320G2654
- Issuer
- Dimensional
- Inception Date
- Dec 19, 2012
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
DILRX Performance Chart
DFA International Large Cap Growth Portfolio (DILRX) is up 9.5% since the beginning of the year. DILRX is currently trading at $21 per share. Investors who bought $1,000 worth of DILRX shares 5 years ago would now be looking at an investment worth $1,412.
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Returns By Period
DFA International Large Cap Growth Portfolio (DILRX) has returned 9.51% so far this year and 19.52% over the past 12 months. Over the last ten years, DILRX has returned 9.26% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA International Large Cap Growth Portfolio
- 1D
- 0.94%
- 1M
- 2.98%
- YTD
- 9.51%
- 6M
- 9.45%
- 1Y
- 19.52%
- 3Y*
- 13.36%
- 5Y*
- 7.14%
- 10Y*
- 9.26%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DILRX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2013, DILRX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +13.2%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DILRX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 9, 2020 at -7.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.93% | 5.54% | -9.47% | 5.86% | 2.72% | 1.42% | 9.51% | ||||||
| 2025 | 4.71% | 2.10% | -0.83% | 4.92% | 4.97% | 2.31% | -3.56% | 3.69% | 2.87% | 0.73% | 0.21% | 1.25% | 25.59% |
| 2024 | -0.19% | 3.32% | 2.03% | -4.84% | 4.64% | -1.22% | 2.69% | 4.29% | 0.54% | -5.93% | 0.55% | -3.52% | 1.70% |
| 2023 | 8.50% | -3.95% | 5.41% | 1.53% | -3.14% | 3.98% | 1.90% | -3.73% | -4.94% | -2.68% | 9.64% | 6.03% | 18.51% |
| 2022 | -7.67% | -2.95% | 0.44% | -7.09% | 0.34% | -8.86% | 7.09% | -6.69% | -9.34% | 5.45% | 13.21% | -2.97% | -19.75% |
| 2021 | -1.34% | 0.71% | 2.52% | 3.90% | 3.63% | -0.03% | 2.23% | 1.90% | -4.67% | 3.27% | -2.31% | 4.86% | 15.20% |
Benchmark Metrics
DFA International Large Cap Growth Portfolio has an annualized alpha of -0.66%, beta of 0.69, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.
- This fund participated in 94.94% of S&P 500 Index downside but only 75.46% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.69 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
- -0.66%
- Beta
- 0.69
- R²
- 0.58
- Upside Capture
- 75.46%
- Downside Capture
- 94.94%
Expense Ratio
DILRX has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DILRX ranks 20 for risk / return — in the bottom 20% 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 DFA International Large Cap Growth Portfolio (DILRX) 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.
| DILRX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.78 | -1.28 |
| Martin ratioReturn relative to average drawdown | 5.43 | 12.44 | -7.01 |
Dividends
Dividend History
DFA International Large Cap Growth Portfolio provided a 1.78% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.38 | $0.39 | $0.32 | $0.31 | $0.35 | $0.42 | $0.21 | $0.29 | $0.29 | $0.26 | $0.26 | $0.26 |
Dividend yield | 1.78% | 1.98% | 2.03% | 1.95% | 2.56% | 2.37% | 1.34% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA International Large Cap Growth 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 | $0.02 | $0.00 | $0.00 | $0.00 | $0.02 | ||||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.12 | $0.39 |
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.32 |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.05 | $0.31 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.04 | $0.35 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.16 | $0.42 |
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 Large Cap Growth 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 Large Cap Growth Portfolio was 32.19%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current DFA International Large Cap Growth Portfolio drawdown is 0.16%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.19%Mar 2020 | 2mo 2d | 5mo 6d | 7mo 8dJan 2020 - Aug 2020 |
Bear market2022 | -32.02%Sep 2022 | 1y 19d | 1y 8mo | 2y 9moSep 2021 - Jun 2024 |
Rate-hike selloffLate 2018 | -20.53%Dec 2018 | 10mo 29d | 10mo 15d | 1y 9moJan 2018 - Nov 2019 |
2016 correction2016 | -19.33%Feb 2016 | 1y 7mo | 1y 2mo | 2y 9moJul 2014 - Apr 2017 |
2025 selloff2025 | -12.83%Apr 2025 | 6mo 12d | 23d | 7mo 5dSep 2024 - Apr 2025 |
Drawdown Indicators
| DILRX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -56.78% | +24.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -9.10% | -3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -12.83% | -18.90% | +6.07% |
Max Drawdown (5Y)Largest decline over 5 years | -32.02% | -25.43% | -6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -32.19% | -33.92% | +1.73% |
Current DrawdownCurrent decline from peak | -0.16% | -1.80% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -10.71% | +4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.03% | +1.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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