Dimensional Multi-Blend Fund (DMB)

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The chart shows the growth of an initial investment of $10,000 in Dimensional Multi-Blend Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Dimensional Multi-Blend Fund (DMB) has returned -2.99% so far this year and 4.25% over the past 12 months. Over the last ten years, DMB has returned 2.41% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Apr 26, 2013, DMB's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, your investment would double in approximately 19.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +13.6%, while the worst month was Jun 2013 at -15.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DMB closed higher 51% of trading days. The best single day was Mar 20, 2020 with a return of +6.9%, while the worst single day was Mar 18, 2020 at -14.6%.

Dimensional Multi-Blend Fund has an annualized alpha of 0.13%, beta of 0.26, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since April 29, 2013.

• This fund participated in 62.21% of S&P 500 Index downside but only 36.41% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.26 may look defensive, but with R² of 0.08 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R² of 0.08 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

DMB has an expense ratio of 0.03%, which is considered low.

DMB ranks 14 for risk / return — in the bottom 14% 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.

The table below present risk-adjusted performance metrics for Dimensional Multi-Blend Fund (DMB) and compare them to a chosen benchmark (S&P 500 Index).

Dimensional Multi-Blend Fund provided a 4.44% dividend yield over the last twelve months, with an annual payout of $0.47 per share.

The table displays the monthly dividend distributions for Dimensional Multi-Blend Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Dimensional Multi-Blend 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 Multi-Blend Fund was 40.15%, occurring on Oct 31, 2023. The portfolio has not yet recovered.

The current Dimensional Multi-Blend Fund drawdown is 22.98%.

The chart below shows the rolling one-month volatility.