Distillate International Fundamental… (DSTX) Performance
DSTX total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +14.3% since Dec 31, 2025
- 1 year
- +18.6% total return
- 5 years
- +9.3% a year
- Since first price
- +8.6% a year since 2020
DSTX trailing returns vs SPY, QQQ, AGG
| Period | DSTX total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.0% | +2.5% | −1.0% | −5.0% | +0.9% |
| 3 months | +6.1% | +5.7% | +3.2% | +1.9% | −0.4% |
| 6 months | +7.9% | +6.2% | +7.8% | +8.4% | −1.5% |
| YTD | +14.3% | +12.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +18.6% | +14.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +84.9%+22.7%/yr | +71.0% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +56.3%+9.3%/yr | +37.5% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionDec 15, 2020 | +62.3%+8.6%/yr | +40.4% | — | — | — |
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: DSTX vs SPY
From Dec 15, 2020: DSTX grew to $16,226, SPY to $22,295.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DSTX returns by calendar year
3 of 5 full years positive. Best 2025 (+41.7%), worst 2022 (−19.3%). 2026 is year to date.
DSTX annual returns table
| Year | DSTX | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +14.3% | −12.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +41.7% | −13.3% | +17.7% | +20.8% | +7.2% |
| 2024 | −0.4% | −11.0% | +24.9% | +25.6% | +1.3% |
| 2023 | +20.0% | −12.8% | +26.2% | +54.9% | +5.7% |
| 2022 | −19.3% | −30.4% | −18.2% | −32.6% | −13.0% |
| 2021 | +1.8% | −9.9% | +28.7% | +27.4% | −1.8% |
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.
DSTX largest drawdowns
Now 2.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jun 14, 2021 | −34.0% | Oct 12, 2022 | Sep 26, 2024 | 1.3 years | 3.3 years |
| Mar 19, 2025 | −13.3% | Apr 8, 2025 | May 2, 2025 | 20 days | 44 days |
| Feb 27, 2026 | −12.5% | Mar 20, 2026 | Jul 29, 2026 | 21 days | 5 months |
| Sep 26, 2024 | −11.0% | Jan 10, 2025 | Mar 7, 2025 | 3 months | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DSTX risk statistics
| Statistic | 3 years | 5 years | Since 2020 |
|---|---|---|---|
| Annualized return | +19.0% | +8.9% | +7.5% |
| Volatility (annualized) | 14.0% | 17.1% | 16.2% |
| Sharpe ratio | 1.01 | 0.38 | 0.33 |
| Sortino ratio | 1.61 | 0.57 | 0.50 |
| Best month | +9.1% | +14.5% | +14.5% |
| Worst month | −8.3% | −10.4% | −10.4% |
| Best 12 months | +47.7% | +47.7% | +47.7% |
| Worst 12 months | −0.4% | −26.6% | −26.6% |
| Positive months | 69% | 60% | 59% |
| Beta vs S&P 500 | 0.57 | 0.78 | — |
| Correlation with S&P 500 | 0.51 | 0.71 | — |
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.
DSTX rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 59 | −26.6% | +12.1% | +47.7% | 71% |
| 3-year (a year) | 35 | −2.5% | +7.7% | +22.6% | 74% |
| 5-year (a year) | 11 | +6.4% | +7.5% | +9.6% | 100% |
Every holding period starting at a month-end since 2020. Returns for 3 years and longer are annualized.
DSTX performance overview
Distillate International Fundamental… (DSTX) returned +18.6% over the past year and +9.3% a year over five years, with distributions reinvested. Since its first recorded price in 2020 it has returned +8.6% a year, turning $10,000 into about $16,226. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −34.0%, from Jun 14, 2021 to Oct 12, 2022, and it took 2.0 years to get back to the old high. DSTX finished 3 of its 5 full calendar years with a gain; the best year was 2025 (+41.7%) and the worst 2022 (−19.3%). Volatility has been 16.2% a year.
Related: DSTX chart, DSTX holdings, DSTX dividends. See the DSTX overview for the latest quote and fund facts.
DSTX performance FAQ
What is the DSTX return over the past year?
DSTX returned +18.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 14.8%.
What is the average annual return of DSTX?
DSTX has returned +9.3% a year over 5 years, +8.6% a year since December 15, 2020 (total return, distributions reinvested).
How much would $10,000 invested in DSTX be worth?
$10,000 invested in DSTX at its first recorded close on December 15, 2020 would be worth about $16,226 on October 23, 2026 with distributions reinvested.
What was the worst year for DSTX?
The worst calendar year was 2022, with a total return of −19.3%. The best was 2025 at +41.7%.
What is the biggest drawdown of DSTX?
The largest peak-to-trough decline was −34.0% between June 14, 2021 and October 12, 2022. It recovered to the old high on September 26, 2024, 2.0 years after the bottom.
How volatile is DSTX?
Over the past 3 years DSTX had an annualized volatility of 14.0% and a Sharpe ratio of 1.01 (excess return over 1–3 month T-bills per unit of risk).