Dimensional Multi-Asset Fund (DMO)

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Dimensional Multi-Asset Fund (DMO) is up 1.0% since the beginning of the year. DMO is currently trading at $10 per share. Investors who bought $1,000 worth of DMO shares 5 years ago would now be looking at an investment worth $1,218.

Dimensional Multi-Asset Fund (DMO) has returned 0.98% so far this year and -0.66% over the past 12 months. Over the last ten years, DMO has returned 3.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.

Based on dividend-adjusted daily data since Feb 24, 2010, DMO's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jun 2020 with a return of +12.9%, while the worst month was Mar 2020 at -34.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 8 months.

On a daily basis, DMO closed higher 52% of trading days. The best single day was Mar 19, 2020 with a return of +15.3%, while the worst single day was Mar 18, 2020 at -25.0%.

Dimensional Multi-Asset Fund has an annualized alpha of 5.39%, beta of 0.32, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since February 24, 2010.

• This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (43.66%) than losses (37.62%) - typical of diversified or defensive assets.
• Beta of 0.32 may look defensive, but with R2 of 0.10 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 0.10 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.

DMO has an expense ratio of 0.04%, which is considered low.

DMO ranks 4 for risk / return — above 4% of mutual funds peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

Dimensional Multi-Asset Fund provided a 14.31% dividend yield over the last twelve months, with an annual payout of $1.48 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for Dimensional Multi-Asset 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-Asset 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-Asset Fund was 49.16%, occurring on Apr 3, 2020. Recovery took 1310 trading sessions.

The current Dimensional Multi-Asset Fund drawdown is 5.13%.

The chart below shows the rolling one-month volatility.