DFA Investment Dimensions Group (DCOR) Performance
DCOR total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +14.0% since Dec 31, 2025
- 1 year
- +16.6% total return
- 3 years
- +22.5% a year
- Since first price
- +19.2% a year since 2023
DCOR trailing returns vs SPY, QQQ, AGG
| Period | DCOR total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.1% | −0.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.2% | +2.0% | +3.2% | +1.9% | −0.4% |
| 6 months | +7.4% | +6.9% | +7.8% | +8.4% | −1.5% |
| YTD | +14.0% | +13.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.6% | +15.4% | +14.4% | +15.9% | −1.1% |
| 3 years | +83.9%+22.5%/yr | +78.2% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionSep 13, 2023 | +72.8%+19.2%/yr | +67.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DCOR vs SPY
From Sep 13, 2023: DCOR grew to $17,276, SPY to $17,711.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DCOR returns by calendar year
2 of 2 full years positive. Best 2024 (+21.2%), worst 2025 (+16.0%). 2026 is year to date.
DCOR annual returns table
| Year | DCOR | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +14.0% | −8.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +16.0% | −18.8% | +17.7% | +20.8% | +7.2% |
| 2024 | +21.2% | −8.1% | +24.9% | +25.6% | +1.3% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DCOR largest drawdowns
Now 2.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Dec 4, 2024 | −19.1% | Apr 8, 2025 | Jul 1, 2025 | 4 months | 7 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DCOR risk statistics
| Statistic | 3 years |
|---|---|
| Annualized return | +21.0% |
| Volatility (annualized) | 12.5% |
| Sharpe ratio | 1.25 |
| Sortino ratio | 2.37 |
| Best month | +9.3% |
| Worst month | −5.4% |
| Best 12 months | +36.5% |
| Worst 12 months | +5.7% |
| Positive months | 75% |
| Beta vs S&P 500 | 0.97 |
| Correlation with S&P 500 | 0.97 |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DCOR rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 26 | +5.7% | +16.6% | +36.5% | 100% |
| 3-year (a year) | 2 | +21.0% | +21.8% | +22.7% | 100% |
Every holding period starting at a month-end since 2023. Returns for 3 years and longer are annualized.
DCOR performance overview
DFA Investment Dimensions Group (DCOR) returned +16.6% over the past year, with distributions reinvested. Since its first recorded price in 2023 it has returned +19.2% a year, turning $10,000 into about $17,276. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −19.1%, from Dec 4, 2024 to Apr 8, 2025, and it took 3 months to get back to the old high. Volatility has been 12.5% a year.
Related: DCOR chart, DCOR holdings, DCOR dividends, DCOR valuation. See the DCOR overview for the latest quote and fund facts.
DCOR performance FAQ
What is the DCOR return over the past year?
DCOR returned +16.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 15.4%.
How much would $10,000 invested in DCOR be worth?
$10,000 invested in DCOR at its first recorded close on September 13, 2023 would be worth about $17,276 on October 23, 2026 with distributions reinvested.
What was the worst year for DCOR?
The worst calendar year was 2025, with a total return of +16.0%. The best was 2024 at +21.2%.
What is the biggest drawdown of DCOR?
The largest peak-to-trough decline was −19.1% between December 4, 2024 and April 8, 2025. It recovered to the old high on July 1, 2025, 3 months after the bottom.
How volatile is DCOR?
Over the past 3 years DCOR had an annualized volatility of 12.5% and a Sharpe ratio of 1.25 (excess return over 1–3 month T-bills per unit of risk).