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Trending ETFs

U.S. Sustainability Core 1 Portfolio

mutual fund
DFSIX
Payout Change
Pending
Price as of:
$44.72 +0.46 +1.04%
primary theme
U.S. Large-Cap Blend Equity
share class
DFSIX (Mutual Fund)

U.S. Sustainability Core 1 Portfolio

Payout Change
Pending
Price as of:
$44.72 +0.46 +1.04%
primary theme
U.S. Large-Cap Blend Equity
share class
DFSIX (Mutual Fund)

U.S. Sustainability Core 1 Portfolio

Payout Change
Pending
Price as of:
$44.72 +0.46 +1.04%
primary theme
U.S. Large-Cap Blend Equity
share class

Name

As of 10/04/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$44.72

$7.11 B

1.03%

$0.46

0.17%

Vitals

YTD Return

20.5%

1 yr return

35.3%

3 Yr Avg Return

10.1%

5 Yr Avg Return

16.4%

Net Assets

$7.11 B

Holdings in Top 10

26.9%

52 WEEK LOW AND HIGH

$44.3
N/A
N/A

Expenses

OPERATING FEES

Expense Ratio 0.17%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 8.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

$0

IRA

N/A


Fund Classification

Fund Type

Open End Mutual Fund


Name

As of 10/04/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$44.72

$7.11 B

1.03%

$0.46

0.17%

DFSIX - Profile

Distributions

  • YTD Total Return 20.5%
  • 3 Yr Annualized Total Return 10.1%
  • 5 Yr Annualized Total Return 16.4%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio 1.13%
DIVIDENDS
  • Dividend Yield 1.0%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name
    U.S. Sustainability Core 1 Portfolio
  • Fund Family Name
    Dimensional Funds
  • Inception Date
    Apr 11, 2008
  • Shares Outstanding
    N/A
  • Share Class
    Other
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    Jed Fogdall

Fund Description

To achieve the U.S. Sustainability Core 1 Portfolio’s investment objective, Dimensional Fund Advisors LP (the “Advisor”) implements an integrated investment approach that combines research, portfolio design, portfolio management, and trading functions. As further described below, the Portfolio’s design emphasizes long-term drivers of expected returns identified by the Advisor’s research, while balancing risk through broad diversification across companies and sectors. The Advisor’s portfolio management and trading processes further balance those long-term drivers of expected returns with shorter-term drivers of expected returns and trading costs.

The U.S. Sustainability Core 1 Portfolio is designed to purchase a broad and diverse group of securities of U.S. companies. The Portfolio invests in companies of all sizes, with increased exposure to smaller capitalization, lower relative price, and higher profitability companies as compared to their representation in the U.S. Universe, while

adjusting the composition of the Portfolio based on sustainability impact considerations. The Advisor generally defines the U.S. Universe as a market capitalization weighted set (e.g., the larger the company, the greater the proportion of the U.S. Universe it represents) of U.S. operating companies listed on a securities exchange in the United States that is deemed appropriate by the Advisor. The Portfolio’s increased exposure to smaller capitalization, lower relative price, and higher profitability companies may be achieved by decreasing the allocation of the Portfolio’s assets to larger capitalization, higher relative price, or lower profitability companies relative to their weight in the U.S. Universe. An equity issuer is considered to have a high relative price (i.e., a growth stock) primarily because it has a high price in relation to its book value. An equity issuer is considered to have a low relative price (i.e., a value stock) primarily because it has a low price in relation to its book value. In assessing relative price, the Advisor may consider additional factors such as price to cash flow or price to earnings ratios. An equity issuer is considered to have high profitability because it has high earnings or profits from operations in relation to its book value or assets. The criteria the Advisor uses for assessing relative price and profitability are subject to change from time to time.

As a non-fundamental policy, under normal circumstances, the U.S. Sustainability Core 1 Portfolio will invest at least 80% of its net assets in equity securities of U.S. companies. The percentage allocation of the assets of the Portfolio to securities of the largest U.S. high relative price companies as defined above will generally be reduced from between 2.5% and 25% of their percentage weight in the U.S. Universe. For example, as of December 31, 2023, securities of the largest U.S. high relative price companies comprised 49% of the U.S. Universe and the Advisor allocated approximately 43% of the Portfolio to securities of the largest U.S. high relative price companies. The percentage by which the Portfolio’s allocation to securities of the largest U.S. high relative price companies is reduced will change due to market movements, sustainability impact considerations and other factors. Additionally, the representation of securities in the Portfolio as compared to their representation in the U.S. Universe may be impacted by the Portfolio’s sustainability impact considerations.

The Advisor may also increase or reduce the U.S. Sustainability Core 1 Portfolio’s exposure to an eligible company, or exclude a company, based on shorter-term considerations, such as a company’s price momentum, short-run reversals, and investment characteristics. In assessing a company’s investment characteristics, the Advisor considers ratios such as recent changes in assets divided by total assets. The criteria the Advisor uses for assessing a company’s investment characteristics are subject to change from time to time. In addition, the Advisor seeks to reduce trading costs using a flexible trading approach that looks for opportunities to participate in the available market liquidity, while managing turnover and explicit transaction costs.

The U.S. Sustainability Core 1 Portfolio also may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The above-referenced investments are not subject to, although they may incorporate, the Portfolio’s sustainability impact considerations.

The U.S. Sustainability Core 1 Portfolio may lend its portfolio securities to generate additional income.

The Advisor intends to take into account the impact that companies may have on the environment and other sustainability considerations when making investment decisions for the U.S. Sustainability Core 1 Portfolio. Relative to a portfolio without these considerations, the Portfolio will exclude or underweight securities of companies that, according to the Portfolio’s sustainability impact considerations, may be less sustainable as compared either to other companies in the Portfolio’s investment universe or other companies with similar business lines. Similarly, relative to a portfolio without sustainability impact considerations, the Portfolio will overweight securities of companies that, according to the Portfolio’s sustainability impact considerations, may be more sustainable as compared either to other companies in the Portfolio’s investment universe or other companies with similar business lines. In considering sustainability impact and other factors that the Advisor believes may be important to investors, the Advisor will consider greenhouse gas emissions intensity, fossil fuel reserves, coal, land use, water use, factory farming activities, biodiversity, involvement in toxic spills or releases, operational waste, tobacco, palm oil, cluster munitions manufacturing, landmine manufacturing, civilian firearms manufacturing, the ownership or operation of private prisons and/or immigrant detention facilities, child labor, and severe environmental, social, or governance controversies that indicate operations inconsistent with responsible business conduct standards (such as those defined by the UN Global Compact Principles and the OECD Guidelines for Multinational Enterprises), among other factors. In particular, the Portfolio will exclude companies the Advisor considers to have high greenhouse gas emissions intensity or fossil fuel reserves relative to other issuers. The Advisor may engage third party service

providers to provide research and/or ratings information relating to the Portfolio’s sustainability impact considerations with respect to securities in the portfolio, where information is available from such providers.

The Portfolio may periodically modify, add, or remove certain sustainability impact considerations. (See “Additional Information on Investment Objectives and Policies—Applying the Portfolios’ Sustainability Impact Considerations” in this Prospectus.)

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DFSIX - Performance

Return Ranking - Trailing

Period DFSIX Return Category Return Low Category Return High Rank in Category (%)
YTD 20.5% 4.3% 35.1% 43.64%
1 Yr 35.3% 8.3% 58.2% 32.60%
3 Yr 10.1%* -10.6% 17.1% 38.11%
5 Yr 16.4%* -7.8% 111.2% 13.52%
10 Yr 13.2%* 0.0% 52.7% 14.47%

* Annualized

Return Ranking - Calendar

Period DFSIX Return Category Return Low Category Return High Rank in Category (%)
2023 24.0% -42.6% 47.4% 21.27%
2022 -18.9% -56.3% -4.2% 23.94%
2021 24.6% -27.2% 537.8% 17.18%
2020 19.5% -22.5% 2181.7% 7.77%
2019 29.7% -13.5% 40.4% 9.86%

Total Return Ranking - Trailing

Period DFSIX Return Category Return Low Category Return High Rank in Category (%)
YTD 20.5% 4.3% 35.1% 43.64%
1 Yr 35.3% 8.3% 58.2% 32.60%
3 Yr 10.1%* -10.6% 17.1% 38.11%
5 Yr 16.4%* -7.8% 111.2% 13.52%
10 Yr 13.2%* 0.0% 52.7% 14.47%

* Annualized

Total Return Ranking - Calendar

Period DFSIX Return Category Return Low Category Return High Rank in Category (%)
2023 25.7% -5.0% 47.4% 35.06%
2022 -17.8% -36.8% -2.2% 45.83%
2021 27.4% 3.0% 537.8% 42.49%
2020 21.2% -15.8% 2266.0% 15.27%
2019 32.5% -0.4% 241.3% 12.76%

NAV & Total Return History


DFSIX - Holdings

Concentration Analysis

DFSIX Category Low Category High DFSIX % Rank
Net Assets 7.11 B 2.34 M 1.55 T 21.44%
Number of Holdings 1961 2 4002 3.16%
Net Assets in Top 10 1.91 B 979 K 517 B 28.88%
Weighting of Top 10 26.93% 0.3% 112.9% 90.50%

Top 10 Holdings

  1. NVIDIA Corp. 5.62%
  2. Apple, Inc. 5.41%
  3. Meta Platforms, Inc. 2.86%
  4. Microsoft Corp. 2.64%
  5. Amazon.com, Inc. 2.39%
  6. Alphabet, Inc. 1.70%
  7. DFA Investment Trust Co. 1.69%
  8. DFA Short Term Investment Fund 1.63%
  9. Alphabet, Inc. 1.57%
  10. UnitedHealth Group, Inc. 1.42%

Asset Allocation

Weighting Return Low Return High DFSIX % Rank
Stocks
101.49% 0.00% 105.85% 0.40%
Cash
1.78% 0.00% 99.07% 30.66%
Other
0.00% -13.91% 100.00% 31.88%
Preferred Stocks
0.00% 0.00% 2.53% 75.40%
Convertible Bonds
0.00% 0.00% 5.54% 74.59%
Bonds
0.00% 0.00% 94.06% 75.97%

Stock Sector Breakdown

Weighting Return Low Return High DFSIX % Rank
Technology
20.97% 0.00% 48.94% 70.43%
Financial Services
17.40% 0.00% 55.59% 16.47%
Healthcare
15.43% 0.00% 60.70% 30.07%
Consumer Cyclical
13.12% 0.00% 30.33% 10.87%
Industrials
12.27% 0.00% 29.90% 16.14%
Communication Services
8.52% 0.00% 27.94% 48.60%
Consumer Defense
6.90% 0.00% 47.71% 49.34%
Basic Materials
2.66% 0.00% 25.70% 45.96%
Energy
1.53% 0.00% 41.64% 81.55%
Utilities
0.81% 0.00% 20.91% 79.98%
Real Estate
0.39% 0.00% 31.91% 84.35%

Stock Geographic Breakdown

Weighting Return Low Return High DFSIX % Rank
US
101.49% 0.00% 105.85% 0.32%
Non US
0.00% 0.00% 64.54% 78.88%

DFSIX - Expenses

Operational Fees

DFSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.17% 0.01% 19.75% 90.07%
Management Fee 0.14% 0.00% 1.90% 14.55%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.00% 0.85% 1.39%

Sales Fees

DFSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 1.00% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

DFSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 0.25% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

DFSIX Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 8.00% 0.00% 268.00% 21.24%

DFSIX - Distributions

Dividend Yield Analysis

DFSIX Category Low Category High DFSIX % Rank
Dividend Yield 1.03% 0.00% 25.47% 56.93%

Dividend Distribution Analysis

DFSIX Category Low Category High Category Mod
Dividend Distribution Frequency Quarterly Annually Quarterly Annual

Net Income Ratio Analysis

DFSIX Category Low Category High DFSIX % Rank
Net Income Ratio 1.13% -54.00% 2.44% 24.96%

Capital Gain Distribution Analysis

DFSIX Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Distributions History

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DFSIX - Fund Manager Analysis

Managers

Jed Fogdall


Start Date

Tenure

Tenure Rank

Feb 28, 2012

10.26

10.3%

Jed S. Fogdall is a Co-Head of Portfolio Management and Vice President of Dimensional and a member of Dimensional’s Investment Committee. Mr. Fogdall has an MBA from the University of California, Los Angeles and a BS from Purdue University. Mr. Fogdall joined Dimensional as a Portfolio Manager in 2004 and has been responsible for international portfolios since 2010 and domestic portfolios since 2012.

Mary Phillips


Start Date

Tenure

Tenure Rank

Feb 28, 2022

0.25

0.3%

Mary T. Phillips, CFA, Deputy Head of Portfolio Management, North America, Senior Portfolio Manager and Vice President of Dimensional, joined Dimensional in 2012 and has been a portfolio manager since 2014. Ms. Phillips began managing Dimensional’s allocated portion of the Fund’s portfolio in March 2018. Ms. Phillips earned an MBA with concentration in analytic finance, statistics and econometrics, and managerial and organizational behavior from the University of Chicago and a BA from the University of Puget Sound.

John Hertzer


Start Date

Tenure

Tenure Rank

Feb 28, 2022

0.25

0.3%

Mr. Hertzer joined DFA in 2013. Mr. Hertzer began his investment career in 2004 and earned a B.A. from Dartmouth College and an M.B.A. from the University of California Los Angeles.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.04 39.02 7.24 2.42