- Issuer
- Dimensional
- Inception Date
- Jan 1, 2013
- Category
- Large Cap Blend Equities
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DMB Performance Chart
Dimensional Multi-Blend Fund (DMB) is down 1.5% since the beginning of the year. DMB is currently trading at $11 per share. Investors who bought $1,000 worth of DMB shares 5 years ago would now be looking at an investment worth $859.
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Returns By Period
Dimensional Multi-Blend Fund (DMB) has returned -1.46% so far this year and 10.24% over the past 12 months. Over the last ten years, DMB has returned 1.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Dimensional Multi-Blend Fund
- 1D
- -0.47%
- 1M
- -4.45%
- 6M
- -3.07%
- YTD
- -1.46%
- 1Y
- 10.24%
- 3Y*
- 0.71%
- 5Y*
- -3.00%
- 10Y*
- 1.59%
- ALL TIME*
- 2.28%
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%
DMB Monthly Returns History
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, an investment would double in approximately 19.9 years.
Historically, 61% of months were positive and 39% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.66% | 0.19% | -4.76% | 2.96% | 1.95% | 1.10% | -4.28% | -1.46% | |||||
| 2025 | 1.16% | 4.22% | -2.31% | -3.87% | -0.52% | 2.18% | -1.98% | 0.78% | 7.17% | 1.29% | -1.84% | 4.48% | 10.69% |
| 2024 | -0.48% | 1.27% | 0.87% | -3.56% | 1.60% | 4.84% | 1.80% | 1.21% | 3.23% | -3.59% | 3.08% | -5.90% | 3.87% |
| 2023 | 6.28% | -1.08% | 6.04% | -3.44% | -4.23% | 1.60% | 8.74% | -9.18% | -5.69% | -9.01% | 11.25% | 3.71% | 2.42% |
| 2022 | -6.18% | -1.61% | -5.38% | -6.18% | 2.98% | 9.94% | -0.38% | 5.18% | -15.19% | -12.44% | 13.61% | -6.39% | -23.23% |
| 2021 | 3.81% | -3.44% | 1.52% | 3.28% | 2.78% | -0.85% | 3.70% | 2.92% | 0.52% | 2.39% | -9.47% | 0.51% | 7.04% |
Benchmark Metrics
Dimensional Multi-Blend Fund has an annualized alpha of 0.01%, beta of 0.26, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since April 26, 2013.
- This fund participated in 63.38% of S&P 500 Index downside but only 36.06% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.26 may look defensive, but with R2 of 0.09 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 0.09 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.
- Alpha
- 0.01%
- Beta
- 0.26
- R²
- 0.09
- Upside Capture
- 36.06%
- Downside Capture
- 63.38%
Expense Ratio
DMB has an expense ratio of 0.03%, which is considered low.
Return for Risk
Risk / Return Rank
DMB ranks 33 for risk / return — above 33% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dimensional Multi-Blend Fund (DMB) 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.
| DMB | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 2.00 | -0.68 |
| Martin ratioReturn relative to average drawdown | 4.82 | 8.49 | -3.67 |
Dividends
Dividend History
Dimensional Multi-Blend Fund provided a 4.90% dividend yield over the last twelve months, with an annual payout of $0.52 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.52 | $0.43 | $0.36 | $0.46 | $0.61 | $0.64 | $0.64 | $0.64 | $0.64 | $0.64 | $0.73 | $0.75 |
Dividend yield | 4.90% | 3.93% | 3.48% | 4.46% | 5.80% | 4.42% | 4.54% | 4.36% | 5.36% | 4.89% | 5.97% | 6.06% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.04 | $0.04 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.32 | |||||
| 2025 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.43 |
| 2024 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.36 |
| 2023 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.03 | $0.03 | $0.46 |
| 2022 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.04 | $0.04 | $0.61 |
| 2021 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.05 | $0.64 |
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 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 21.76%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-40.15%Oct 2023 | 2y 1mo | — | 4y 10moSep 2021 - now | — |
-33.61%Mar 2020 | 1mo 3d | 10mo 9d | 11mo 12dFeb 2020 - Jan 2021 | COVID crash2020 |
-32.70%Aug 2013 | 2mo 21d | 2y 5mo | 2y 8moMay 2013 - Feb 2016 | — |
-16.27%Dec 2016 | 4mo 23d | 2y 3mo | 2y 8moJul 2016 - Mar 2019 | — |
-7.56%Feb 2021 | 9d | 1mo 27d | 2mo 6dFeb 2021 - Apr 2021 | — |
Drawdown Indicators
| DMB | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.15% | -56.78% | +16.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.00% | -9.10% | +1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -18.35% | -18.90% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -40.15% | -25.43% | -14.72% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -33.92% | -6.23% |
Current DrawdownCurrent decline from peak | -21.76% | -1.58% | -20.18% |
Average DrawdownAverage peak-to-trough decline | -14.34% | -10.70% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.14% | +0.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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