- ISIN
- US25239Y3523
- Issuer
- Dimensional
- Inception Date
- Sep 9, 2019
- Category
- Municipal Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
DOGMX Performance Chart
DFA Oregon Municipal Bond Portfolio (DOGMX) is up 1.0% since the beginning of the year. DOGMX is currently trading at $10 per share. Investors who bought $1,000 worth of DOGMX shares 5 years ago would now be looking at an investment worth $1,043.
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Returns By Period
DFA Oregon Municipal Bond Portfolio (DOGMX) has returned 0.96% so far this year and 4.53% over the past 12 months.
DFA Oregon Municipal Bond Portfolio
- 1D
- 0.00%
- 1M
- 0.21%
- YTD
- 0.96%
- 6M
- 1.26%
- 1Y
- 4.53%
- 3Y*
- 2.80%
- 5Y*
- 0.85%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
DOGMX Monthly Returns History
Based on dividend-adjusted daily data since Sep 18, 2019, DOGMX's average daily return is 0.00%, while the average monthly return is +0.10%. At this rate, an investment would double in approximately 57.8 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +3.0%, while the worst month was Sep 2022 at -2.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DOGMX closed higher 29% of trading days. The best single day was Mar 25, 2020 with a return of +2.5%, while the worst single day was Mar 20, 2020 at -2.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.73% | 0.79% | -1.35% | 0.60% | 0.21% | 0.00% | 0.96% | ||||||
| 2025 | 0.31% | 0.66% | -1.02% | -0.12% | 0.19% | 0.59% | 0.11% | 0.59% | 1.02% | 0.51% | 0.38% | 0.20% | 3.44% |
| 2024 | -0.22% | 0.02% | -0.15% | -0.57% | -0.16% | 0.86% | 0.79% | 0.86% | 0.45% | -0.75% | 0.66% | -0.47% | 1.29% |
| 2023 | 1.66% | -1.75% | 1.60% | -0.52% | -0.71% | 0.42% | 0.12% | -0.39% | -1.35% | -0.08% | 3.00% | 1.22% | 3.16% |
| 2022 | -1.84% | -0.28% | -1.84% | -1.30% | 1.30% | -0.46% | 1.61% | -1.67% | -2.31% | 0.00% | 2.31% | 0.31% | -4.22% |
| 2021 | 0.13% | -0.83% | 0.17% | 0.23% | 0.04% | -0.07% | 0.44% | -0.17% | -0.37% | -0.16% | 0.13% | 0.04% | -0.44% |
Benchmark Metrics
DFA Oregon Municipal Bond Portfolio has an annualized alpha of 0.82%, beta of 0.02, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since September 19, 2019.
- This fund participated in 14.72% of S&P 500 Index downside but only 8.24% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.02 may look defensive, but with R2 of 0.03 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 0.03 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
- 0.82%
- Beta
- 0.02
- R²
- 0.03
- Upside Capture
- 8.24%
- Downside Capture
- 14.72%
Expense Ratio
DOGMX has an expense ratio of 0.32%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DOGMX ranks 77 for risk / return — better than 77% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Oregon Municipal Bond Portfolio (DOGMX) and compare them to S&P 500 Index.
| DOGMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.17 | 2.39 | +0.78 |
Sortino ratioReturn per unit of downside risk | 4.91 | 3.25 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.94 | 1.43 | +0.51 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.11 | -0.32 |
Martin ratioReturn relative to average drawdown | 9.56 | 14.38 | -4.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
DFA Oregon Municipal Bond Portfolio provided a 2.38% dividend yield over the last twelve months, with an annual payout of $0.24 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.24 | $0.19 | $0.18 | $0.14 | $0.07 | $0.05 | $0.08 | $0.02 |
Dividend yield | 2.38% | 1.94% | 1.80% | 1.44% | 0.74% | 0.45% | 0.74% | 0.17% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Oregon Municipal Bond 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 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.00 | $0.09 | ||||||
| 2025 | $0.00 | $0.01 | $0.00 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.03 | $0.19 |
| 2024 | $0.01 | $0.01 | $0.02 | $0.01 | $0.01 | $0.01 | $0.02 | $0.01 | $0.01 | $0.02 | $0.01 | $0.02 | $0.18 |
| 2023 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.07 |
| 2021 | $0.00 | $0.01 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 |
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 Oregon Municipal Bond 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 Oregon Municipal Bond Portfolio was 7.54%, occurring on Mar 20, 2020. Recovery took 43 trading sessions.
The current DFA Oregon Municipal Bond Portfolio drawdown is 0.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -7.54%Mar 2020 | 10d | 2mo 2d | 2mo 12dMar 2020 - May 2020 |
Bear market2022 | -7.38%Oct 2022 | 1y 8mo | 1y 11mo | 3y 7moFeb 2021 - Oct 2024 |
2025 selloff2025 | -2.64%Apr 2025 | 1mo 5d | 3mo 27d | 5mo 2dMar 2025 - Aug 2025 |
2026 pullback2026 | -1.60%Mar 2026 | 22d | — | 3mo 4dMar 2026 - now |
2024 pullback2024 | -1.15%Nov 2024 | 1mo 3d | 27d | 2moOct 2024 - Dec 2024 |
Drawdown Indicators
| DOGMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.54% | -56.78% | +49.24% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -9.10% | +7.50% |
Max Drawdown (3Y)Largest decline over 3 years | -2.64% | -18.90% | +16.26% |
Max Drawdown (5Y)Largest decline over 5 years | -7.26% | -25.43% | +18.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.56% | 0.00% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -1.80% | -10.72% | +8.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 1.97% | -1.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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