- ISIN
- US25239Y6260
- Issuer
- Dimensional
- Inception Date
- Nov 1, 2012
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
DSCLX Performance Chart
DFA International Social Core Equity Portfolio (DSCLX) is up 11.3% since the beginning of the year. DSCLX is currently trading at $21 per share. Investors who bought $1,000 worth of DSCLX shares 5 years ago would now be looking at an investment worth $1,619.
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Returns By Period
DFA International Social Core Equity Portfolio (DSCLX) has returned 11.28% so far this year and 30.05% over the past 12 months. Over the last ten years, DSCLX has returned 9.98% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
DFA International Social Core Equity Portfolio
- 1D
- 0.52%
- 1M
- 1.63%
- YTD
- 11.28%
- 6M
- 11.39%
- 1Y
- 30.05%
- 3Y*
- 19.46%
- 5Y*
- 10.12%
- 10Y*
- 9.98%
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%
DSCLX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2013, DSCLX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +15.2%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DSCLX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 9, 2020 at -8.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.70% | 5.84% | -8.70% | 6.78% | 2.91% | 0.09% | 11.28% | ||||||
| 2025 | 3.89% | 2.21% | 0.81% | 5.01% | 5.45% | 3.72% | -1.15% | 4.93% | 2.63% | 0.16% | 2.06% | 3.00% | 37.80% |
| 2024 | -1.62% | 2.51% | 3.45% | -3.25% | 5.52% | -2.89% | 4.15% | 2.59% | 1.96% | -5.18% | 0.88% | -2.66% | 4.92% |
| 2023 | 9.53% | -2.65% | 1.44% | 2.09% | -4.32% | 4.65% | 3.71% | -3.87% | -3.73% | -3.97% | 9.40% | 6.25% | 18.46% |
| 2022 | -3.67% | -2.65% | -0.91% | -6.63% | 1.74% | -9.95% | 5.36% | -5.72% | -10.35% | 5.68% | 12.90% | -1.27% | -16.62% |
| 2021 | -0.86% | 3.98% | 3.48% | 3.50% | 3.64% | -2.10% | 1.17% | 1.47% | -3.61% | 2.70% | -4.87% | 4.71% | 13.39% |
Benchmark Metrics
DFA International Social Core Equity Portfolio has an annualized alpha of -0.25%, beta of 0.69, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.
- This fund participated in 97.09% of S&P 500 Index downside but only 78.25% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.69 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.25%
- Beta
- 0.69
- R²
- 0.54
- Upside Capture
- 78.25%
- Downside Capture
- 97.09%
Expense Ratio
DSCLX has an expense ratio of 0.27%, which is considered low.
Return for Risk
Risk / Return Rank
DSCLX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA International Social Core Equity Portfolio (DSCLX) 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.
| DSCLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.78 | -0.32 |
| Martin ratioReturn relative to average drawdown | 9.62 | 12.44 | -2.82 |
Dividends
Dividend History
DFA International Social Core Equity Portfolio provided a 3.04% dividend yield over the last twelve months, with an annual payout of $0.65 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.65 | $0.65 | $0.50 | $0.45 | $0.34 | $0.54 | $0.25 | $0.39 | $0.31 | $0.34 | $0.31 | $0.28 |
Dividend yield | 3.04% | 3.38% | 3.48% | 3.17% | 2.73% | 3.53% | 1.80% | 2.91% | 2.77% | 2.45% | 2.75% | 2.56% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA International Social 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 | $0.02 | $0.00 | $0.00 | $0.00 | $0.02 | ||||||
| 2025 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.27 | $0.65 |
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.19 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.16 | $0.45 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.34 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.27 | $0.54 |
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 International Social 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 International Social Core Equity Portfolio was 42.26%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current DFA International Social Core Equity Portfolio drawdown is 0.28%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.26%Mar 2020 | 2y 1mo | 8mo 29d | 2y 10moJan 2018 - Dec 2020 |
Bear market2022 | -32.15%Oct 2022 | 1y 1mo | 1y 5mo | 2y 6moSep 2021 - Mar 2024 |
2016 bear market2016 | -25.07%Feb 2016 | 1y 7mo | 1y 2mo | 2y 9moJul 2014 - Apr 2017 |
2025 selloff2025 | -12.73%Apr 2025 | 18d | 17d | 1mo 5dMar 2025 - Apr 2025 |
2026 correction2026 | -11.93%Mar 2026 | 18d | 2mo 7d | 2mo 25dMar 2026 - May 2026 |
Drawdown Indicators
| DSCLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.26% | -56.78% | +14.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -9.10% | -2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -12.73% | -18.90% | +6.17% |
Max Drawdown (5Y)Largest decline over 5 years | -32.15% | -25.43% | -6.72% |
Max Drawdown (10Y)Largest decline over 10 years | -42.26% | -33.92% | -8.34% |
Current DrawdownCurrent decline from peak | -0.28% | -1.80% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -10.71% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.03% | +1.01% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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