DFA Selectively Hedged Global Equity Portfolio (DSHGX)
The portfolio is a "fund of funds," which means that the Portfolio generally allocates its assets among other mutual funds managed by the Advisor although it also has the ability to invest directly in securities and derivatives. It seeks to achieve exposure to a broad portfolio of securities of both U.S. companies and non-U.S. companies associated with countries with developed and emerging markets, including frontier markets, by primarily purchasing shares of U.S. Core Equity 2 Portfolio, International Core Equity Portfolio and Emerging Markets Core Equity Portfolio (the "underlying funds").
Fund Info
US23320G3314
Nov 13, 2011
$0
Large-Cap
Blend
Expense Ratio
DSHGX has an expense ratio of 0.31%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
DFA Selectively Hedged Global Equity Portfolio (DSHGX) returned 3.63% year-to-date (YTD) and 6.36% over the past 12 months. Over the past 10 years, DSHGX returned 6.86% annually, underperforming the S&P 500 benchmark at 10.85%.
DSHGX
3.63%
5.83%
-3.05%
6.36%
7.34%
10.87%
6.86%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of DSHGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.69% | -0.69% | -3.24% | -0.76% | 5.83% | 3.63% | |||||||
| 2024 | -0.00% | 4.46% | 3.72% | -2.78% | 4.23% | 0.85% | 2.48% | 1.19% | 1.90% | -1.82% | 4.15% | -6.44% | 11.95% |
| 2023 | 7.38% | -2.13% | 0.89% | 0.94% | -1.70% | 6.18% | 3.83% | -2.42% | -3.21% | -3.21% | 7.73% | 1.27% | 15.69% |
| 2022 | -3.59% | -1.65% | 1.33% | -5.97% | 1.08% | -8.23% | 6.40% | -2.77% | -8.99% | 6.98% | 7.85% | -7.57% | -15.85% |
| 2021 | 0.37% | 4.45% | 4.06% | 3.32% | 1.93% | 0.74% | -0.05% | 2.21% | -3.42% | 4.10% | -2.28% | 0.09% | 16.27% |
| 2020 | -2.92% | -7.93% | -17.03% | 11.71% | 4.79% | 3.02% | 3.98% | 5.02% | -2.15% | -1.10% | 12.46% | 4.21% | 10.77% |
| 2019 | 8.32% | 2.76% | 0.45% | 3.63% | -6.81% | 6.32% | 0.25% | -3.21% | 3.13% | 2.41% | 2.66% | 3.55% | 25.05% |
| 2018 | 4.26% | -4.03% | -1.14% | 0.91% | 0.54% | -1.14% | 2.91% | 0.59% | -0.23% | -7.91% | 1.46% | -9.07% | -12.95% |
| 2017 | 2.37% | 2.73% | 1.16% | 1.28% | 0.93% | 0.92% | 2.29% | 0.32% | 2.16% | 2.93% | 1.63% | 0.78% | 21.30% |
| 2016 | -5.57% | -1.00% | 7.47% | 1.02% | 0.77% | -0.61% | 4.48% | 0.96% | 0.88% | -0.80% | 2.85% | 1.34% | 11.84% |
| 2015 | -1.48% | 6.15% | -0.71% | 2.35% | 0.56% | -2.21% | -0.71% | -6.69% | -3.59% | 6.89% | 0.37% | -3.40% | -3.26% |
| 2014 | -4.18% | 4.82% | 1.17% | 0.22% | 1.73% | 2.40% | -1.93% | 2.82% | -3.63% | 0.92% | 1.06% | -2.73% | 2.26% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DSHGX is 27, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DFA Selectively Hedged Global Equity Portfolio (DSHGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
DFA Selectively Hedged Global Equity Portfolio provided a 5.36% dividend yield over the last twelve months, with an annual payout of $1.18 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.18 | $1.18 | $1.19 | $1.64 | $1.41 | $0.39 | $0.43 | $0.65 | $0.45 | $0.43 | $0.39 | $0.63 |
Dividend yield | 5.36% | 5.56% | 6.18% | 9.61% | 6.57% | 2.10% | 2.50% | 4.62% | 2.72% | 3.07% | 3.04% | 4.62% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2014 | $0.63 | $0.63 |
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.
The current DFA Selectively Hedged Global Equity Portfolio drawdown is 3.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.15% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -24.88% | Nov 17, 2021 | 219 | Sep 30, 2022 | 373 | Mar 27, 2024 | 592 |
| -21.88% | May 22, 2015 | 183 | Feb 11, 2016 | 208 | Dec 7, 2016 | 391 |
| -21.79% | Jan 29, 2018 | 229 | Dec 24, 2018 | 244 | Dec 12, 2019 | 473 |
| -18.53% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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