Dimensional International Sustainability Core… (DFSI) Performance
DFSI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +6.5% since Dec 31, 2025
- 1 year
- +10.3% total return
- 3 years
- +20.3% a year
- Since first price
- +18.6% a year since 2022
DFSI trailing returns vs SPY, QQQ, AGG
| Period | DFSI total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.0% | −2.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +0.1% | −0.2% | +3.2% | +1.9% | −0.4% |
| 6 months | +2.4% | +0.8% | +7.8% | +8.4% | −1.5% |
| YTD | +6.5% | +4.6% | +12.3% | +15.1% | −1.0% |
| 1 year | +10.3% | +7.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +74.2%+20.3%/yr | +62.4% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| Since inceptionNov 2, 2022 | +97.2%+18.6%/yr | +80.3% | — | — | — |
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: DFSI vs SPY
From Nov 2, 2022: DFSI grew to $19,719, SPY to $21,352.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DFSI returns by calendar year
3 of 3 full years positive. Best 2025 (+33.6%), worst 2024 (+5.0%). 2026 is year to date.
DFSI annual returns table
| Year | DFSI | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +6.5% | −12.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +33.6% | −12.6% | +17.7% | +20.8% | +7.2% |
| 2024 | +5.0% | −8.7% | +24.9% | +25.6% | +1.3% |
| 2023 | +17.9% | −12.8% | +26.2% | +54.9% | +5.7% |
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.
DFSI largest drawdowns
Now 5.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jul 19, 2023 | −12.8% | Oct 27, 2023 | Dec 14, 2023 | 3 months | 5 months |
| Mar 19, 2025 | −12.6% | Apr 7, 2025 | Apr 25, 2025 | 19 days | 37 days |
| Feb 26, 2026 | −12.3% | Mar 27, 2026 | Jul 30, 2026 | 29 days | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DFSI risk statistics
| Statistic | 3 years | Since 2022 |
|---|---|---|
| Annualized return | +19.1% | +15.8% |
| Volatility (annualized) | 12.9% | 13.3% |
| Sharpe ratio | 1.09 | 0.84 |
| Sortino ratio | 1.77 | 1.35 |
| Best month | +9.6% | +9.6% |
| Worst month | −8.9% | −8.9% |
| Best 12 months | +36.6% | +36.6% |
| Worst 12 months | +5.0% | +5.0% |
| Positive months | 69% | 65% |
| Beta vs S&P 500 | 0.68 | — |
| Correlation with S&P 500 | 0.65 | — |
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.
DFSI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 36 | +5.0% | +17.0% | +36.6% | 100% |
| 3-year (a year) | 12 | +14.8% | +17.5% | +20.2% | 100% |
Every holding period starting at a month-end since 2022. Returns for 3 years and longer are annualized.
DFSI performance overview
Dimensional International Sustainability Core… (DFSI) returned +10.3% over the past year, with distributions reinvested. Since its first recorded price in 2022 it has returned +18.6% a year, turning $10,000 into about $19,719. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −12.8%, from Jul 19, 2023 to Oct 27, 2023, and it took 48 days to get back to the old high. DFSI finished 3 of its 3 full calendar years with a gain; the best year was 2025 (+33.6%) and the worst 2024 (+5.0%). Volatility has been 13.3% a year.
Related: DFSI chart, DFSI holdings, DFSI dividends. See the DFSI overview for the latest quote and fund facts.
DFSI performance FAQ
What is the DFSI return over the past year?
DFSI returned +10.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 7.8%.
How much would $10,000 invested in DFSI be worth?
$10,000 invested in DFSI at its first recorded close on November 2, 2022 would be worth about $19,719 on October 23, 2026 with distributions reinvested.
What was the worst year for DFSI?
The worst calendar year was 2024, with a total return of +5.0%. The best was 2025 at +33.6%.
What is the biggest drawdown of DFSI?
The largest peak-to-trough decline was −12.8% between July 19, 2023 and October 27, 2023. It recovered to the old high on December 14, 2023, 48 days after the bottom.
How volatile is DFSI?
Over the past 3 years DFSI had an annualized volatility of 12.9% and a Sharpe ratio of 1.09 (excess return over 1–3 month T-bills per unit of risk).