- ISIN
- US23320G3314
- Issuer
- Dimensional
- Inception Date
- Nov 13, 2011
- 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
DSHGX Performance Chart
DFA Selectively Hedged Global Equity Portfolio (DSHGX) is up 14.0% since the beginning of the year. DSHGX is currently trading at $28 per share. Investors who bought $1,000 worth of DSHGX shares 5 years ago would now be looking at an investment worth $1,765.
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Returns By Period
DFA Selectively Hedged Global Equity Portfolio (DSHGX) has returned 13.99% so far this year and 32.42% over the past 12 months. Over the last ten years, DSHGX has returned 12.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
DFA Selectively Hedged Global Equity Portfolio
- 1D
- 0.42%
- 1M
- 4.83%
- YTD
- 13.99%
- 6M
- 15.21%
- 1Y
- 32.42%
- 3Y*
- 21.17%
- 5Y*
- 12.04%
- 10Y*
- 12.88%
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%
DSHGX Monthly Returns History
Based on dividend-adjusted daily data since Aug 3, 2012, DSHGX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DSHGX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 13, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.97% | 3.09% | -6.06% | 8.44% | 3.97% | 0.42% | 13.99% | ||||||
| 2025 | 2.69% | -0.69% | -3.24% | -0.76% | 5.83% | 4.46% | 1.92% | 2.95% | 2.99% | 1.53% | 0.99% | 1.23% | 21.42% |
| 2024 | 0.00% | 4.46% | 3.72% | -2.78% | 4.23% | 0.85% | 2.48% | 1.19% | 1.90% | -1.82% | 4.15% | -3.15% | 15.89% |
| 2023 | 7.38% | -2.13% | 0.89% | 0.94% | -1.70% | 6.18% | 3.83% | -2.42% | -3.21% | -3.21% | 7.73% | 5.21% | 20.19% |
| 2022 | -3.59% | -1.65% | 1.33% | -5.97% | 1.08% | -8.23% | 6.40% | -2.77% | -8.99% | 6.98% | 7.85% | -4.34% | -12.91% |
| 2021 | 0.37% | 4.45% | 4.06% | 3.32% | 1.93% | 0.74% | -0.05% | 2.21% | -3.42% | 4.10% | -2.28% | 4.75% | 21.69% |
Benchmark Metrics
DFA Selectively Hedged Global Equity Portfolio has an annualized alpha of 1.93%, beta of 0.74, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since August 06, 2012.
- This fund participated in 94.33% of S&P 500 Index downside but only 89.12% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.93%
- Beta
- 0.74
- R²
- 0.66
- Upside Capture
- 89.12%
- Downside Capture
- 94.33%
Expense Ratio
DSHGX has an expense ratio of 0.31%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DSHGX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA Selectively Hedged Global Equity Portfolio (DSHGX) and compare them to S&P 500 Index.
| DSHGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.01 | 2.39 | +0.63 |
Sortino ratioReturn per unit of downside risk | 4.18 | 3.25 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.43 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.81 | 3.11 | +0.70 |
Martin ratioReturn relative to average drawdown | 16.59 | 14.38 | +2.21 |
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 Selectively Hedged Global Equity Portfolio provided a 2.80% dividend yield over the last twelve months, with an annual payout of $0.80 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.80 | $0.80 | $1.18 | $1.19 | $1.64 | $1.41 | $0.39 | $0.43 | $0.65 | $0.19 | $0.43 | $0.39 |
Dividend yield | 2.80% | 3.20% | 5.56% | 6.18% | 9.61% | 6.56% | 2.10% | 2.50% | 4.62% | 1.11% | 3.07% | 3.04% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA Selectively Hedged Global 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.80 | $0.80 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.18 | $1.18 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.19 | $1.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.64 | $1.64 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.41 | $1.41 |
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 Selectively Hedged Global 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 Selectively Hedged Global Equity Portfolio was 36.15%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.15%Mar 2020 | 2mo 2d | 7mo 21d | 9mo 23dJan 2020 - Nov 2020 |
Bear market2022 | -21.82%Sep 2022 | 8mo 28d | 10mo 4d | 1y 6moJan 2022 - Jul 2023 |
2016 bear market2016 | -21.63%Feb 2016 | 8mo 25d | 10mo | 1y 6moMay 2015 - Dec 2016 |
Rate-hike selloffLate 2018 | -20.67%Dec 2018 | 10mo 29d | 10mo 18d | 1y 9moJan 2018 - Nov 2019 |
2025 selloff2025 | -16.26%Apr 2025 | 1mo 18d | 1mo 29d | 3mo 17dFeb 2025 - Jun 2025 |
Drawdown Indicators
| DSHGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.15% | -56.78% | +20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -9.10% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -18.90% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -21.82% | -25.43% | +3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -33.92% | -2.23% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -10.72% | +6.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.97% | +0.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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