- ISIN
- US25239Y1055
- Issuer
- Dimensional
- Inception Date
- Mar 6, 2012
- Category
- Global Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DREIX Performance Chart
DFA World Core Equity Portfolio (DREIX) is up 12.9% since the beginning of the year. DREIX is currently trading at $32 per share. Investors who bought $1,000 worth of DREIX shares 5 years ago would now be looking at an investment worth $1,727.
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Returns By Period
DFA World Core Equity Portfolio (DREIX) has returned 12.93% so far this year and 30.12% over the past 12 months. Over the last ten years, DREIX has returned 12.37% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA World Core Equity Portfolio
- 1D
- 0.96%
- 1M
- 1.54%
- YTD
- 12.93%
- 6M
- 12.61%
- 1Y
- 30.12%
- 3Y*
- 19.50%
- 5Y*
- 11.55%
- 10Y*
- 12.37%
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%
DREIX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, DREIX's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DREIX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 13, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.81% | 2.64% | -6.18% | 8.71% | 3.68% | 0.22% | 12.93% | ||||||
| 2025 | 2.93% | -0.56% | -3.39% | 0.17% | 5.79% | 4.74% | 1.06% | 3.30% | 2.84% | 1.17% | 1.05% | 1.19% | 21.88% |
| 2024 | -0.23% | 4.38% | 3.63% | -3.46% | 4.64% | 0.69% | 2.74% | 1.85% | 1.96% | -2.35% | 4.19% | -3.58% | 14.91% |
| 2023 | 7.61% | -2.79% | 1.55% | 1.11% | -2.10% | 6.31% | 3.97% | -2.65% | -3.80% | -3.30% | 8.37% | 5.66% | 20.52% |
| 2022 | -4.01% | -1.74% | 1.28% | -7.07% | 1.34% | -8.98% | 6.84% | -3.61% | -9.61% | 7.23% | 8.61% | -4.08% | -14.84% |
| 2021 | -0.21% | 4.09% | 3.66% | 3.90% | 2.04% | 0.34% | 0.50% | 2.08% | -3.79% | 4.44% | -2.62% | 3.55% | 19.09% |
Benchmark Metrics
DFA World Core Equity Portfolio has an annualized alpha of 1.59%, beta of 0.76, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since August 03, 2012.
- This fund participated in 97.40% of S&P 500 Index downside but only 90.76% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.59%
- Beta
- 0.76
- R²
- 0.67
- Upside Capture
- 90.76%
- Downside Capture
- 97.40%
Expense Ratio
DREIX has an expense ratio of 0.27%, which is considered low.
Return for Risk
Risk / Return Rank
DREIX ranks 79 for risk / return — better than 79% 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 World Core Equity Portfolio (DREIX) 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.
| DREIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.78 | +0.50 |
| Martin ratioReturn relative to average drawdown | 14.16 | 12.44 | +1.72 |
Dividends
Dividend History
DFA World Core Equity Portfolio provided a 4.68% dividend yield over the last twelve months, with an annual payout of $1.48 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.48 | $1.42 | $0.78 | $0.70 | $0.66 | $0.32 | $0.28 | $0.37 | $0.41 | $0.23 | $0.24 | $0.26 |
Dividend yield | 4.68% | 5.06% | 3.22% | 3.23% | 3.54% | 1.40% | 1.47% | 2.12% | 2.88% | 1.42% | 1.77% | 2.11% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA World Core Equity 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 | $0.06 | $0.00 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $1.14 | $1.42 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.47 | $0.78 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.39 | $0.70 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.34 | $0.66 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.05 | $0.32 |
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 World Core Equity 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 World Core Equity Portfolio was 36.65%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.
The current DFA World Core Equity Portfolio drawdown is 0.50%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.65%Mar 2020 | 2mo 2d | 7mo 18d | 9mo 20dJan 2020 - Nov 2020 |
Bear market2022 | -24.83%Sep 2022 | 10mo 25d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -22.10%Dec 2018 | 10mo 29d | 11mo 23d | 1y 10moJan 2018 - Dec 2019 |
2016 bear market2016 | -20.25%Feb 2016 | 8mo 25d | 10mo | 1y 6moMay 2015 - Dec 2016 |
2025 selloff2025 | -16.19%Apr 2025 | 1mo 18d | 1mo 11d | 2mo 29dFeb 2025 - May 2025 |
Drawdown Indicators
| DREIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.65% | -56.78% | +20.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -9.10% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | -18.90% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -25.43% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -33.92% | -2.73% |
Current DrawdownCurrent decline from peak | -0.50% | -1.80% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -4.80% | -10.71% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.03% | +0.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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