International Sustainability Core 1 Portfolio
Data updated: 2026-09-24
C000057264 — International Sustainability Core 1 Portfolio. Developed ex-US Large Cap Value Thematic Equity. Holdings, fees, performance and SEC filings.
C000057264 Fund Overview
International Sustainability Core 1 Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Developed ex-US Large Cap Value Thematic Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Dfa Investment Dimensions Group INC
- Category: Developed ex-US Large Cap Value Thematic Equity
- Assets under management: $4.43B
- 1-year return: 24.7%
- SEC CIK: 0000355437
- SEC series ID: S000020423
- Share class ID: C000057264
C000057264 Investment Objective and Strategy
International Sustainability Core 1 Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Dfa Investment Dimensions Group INC.
Investment objective
The investment objective of the International Sustainability Core 1 Portfolio is long-term capital appreciation.
Principal investment strategy
The International Sustainability Core 1 Portfolio purchases a broad and diverse group of securities of non-U.S. companies in developed markets with a greater emphasis on small capitalization, value, and high profitability companies as compared to their representation in the International Universe, while adjusting the composition of the Portfolio based on sustainability impact considerations. For purposes of this Portfolio, the Advisor defines the International Universe as a market capitalization weighted portfolio of non-U.S. companies in developed markets that have been authorized as approved markets for investment by the Advisors Investment Committee. The Portfolios increased exposure to small capitalization, value, and high profitability companies may be achieved by decreasing the allocation of the International Sustainability Core 1 Portfolios assets to the largest growth or low profitability companies relative to their weight in the International Universe, which would result in a greater weight allocation to small capitalization, value, and/or high profitability companies.
An equity issuer is considered a growth company primarily because it has a high price in relation to its book value. Securities are considered value stocks primarily because a companys shares have a low price in relation to their book value. In assessing growth and value, the Advisor may consider additional factors such as price to cash flow or price to earnings ratios. In assessing profitability, the Advisor may consider different ratios, such as that of earnings or profits from operations relative to book value or assets. The criteria the Advisor uses for assessing growth, value, or profitability are subject to change from time to time. The International Sustainability Core 1 Portfolio intends to purchase securities of companies associated with developed market countries that the Advisor has designated as approved markets.
As a non-fundamental policy, under normal circumstances, the International Sustainability Core 1 Portfolio will invest at least 80% of its net assets in equity securities. The Advisor determines company size on a country or region specific basis and based primarily on market capitalization. The percentage allocation of the assets of the International Sustainability Core 1 Portfolio to securities of the largest growth companies as defined above will generally be reduced from between 2% and 35% of their percentage weight in the International Universe. As of December 31, 2017, securities of the largest growth companies in the International Universe comprised approximately 13% of the International Universe and the Advisor allocated approximately 11% of the International Sustainability Core 1 Portfolio to securities of the largest growth companies in the International Universe.
The percentage by which the Portfolios allocation to securities of the largest growth companies is reduced will change due to market movements, sustainability impact considerations and other factors. Additionally, the range by which the Portfolios percentage allocation to all securities as compared to the International Universe may be impacted by the Portfolios investment strategies with respect to sustainability impact considerations and the Advisor may also adjust the representation in the International Sustainability Core 1 Portfolio of an eligible company, or exclude a company, after considering other factors the Advisor determines to be appropriate, such as free float, momentum, trading strategies, liquidity, size, value, profitability, and other factors the Advisor determines to be appropriate, given market conditions.
The International Sustainability Core 1 Portfolio may gain exposure to companies associated with approved markets by purchasing equity securities in the form of depositary receipts, which may be listed or traded outside the issuers domicile country. The Portfolio may purchase or sell futures contracts and options on futures contracts for foreign or U.S. equity securities and indices, to adjust market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Portfolio does not intend to sell futures contracts to establish short positions in individual securities or to use derivatives for purposes of speculation or leveraging investment returns. The above-referenced investments are not subject to, although they may incorporate, the International Sustainability Core 1 Portfolios sustainability impact considerations.
The International 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 International Sustainability Core 1 Portfolio. Relative to a portfolio without these considerations, the International Sustainability Core 1 Portfolio intends to exclude or underweight securities of companies that, according to the Portfolios sustainability impact considerations, may be less sustainable as compared either to other companies in the Portfolios investment universe or other companies with similar business lines. Similarly, relative to a portfolio without sustainability impact considerations, the International Sustainability Core 1 Portfolio intends to overweight securities of companies that, according to the Portfolios sustainability impact considerations, may be more sustainable as compared either to other companies in the Portfolios 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 may consider carbon and other greenhouse emissions, or potential emissions, land use, cluster munitions manufacturing, biodiversity, involvement in toxic spills or releases, operational waste, water use, tobacco, child labor, and factory farming activities, among other factors. In particular, the Portfolio may exclude companies the Advisor considers to have high carbon or greenhouse gas emissions or reserves that may produce those emissions. The Advisor may engage third party service providers to provide research and/or ratings information relating to the International Sustainability Core 1 Portfolios sustainability impact considerations with respect to securities in the portfolio, where information is available from such providers.
C000057264 Holdings
Top 10 holdings of International Sustainability Core 1 Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| The DFA Investment Trust Company | 3.88% |
| Dimensional Holdings Inc. | 3.85% |
| ASML Holding NV | 2.60% |
| Roche Holding AG | 1.20% |
| Novartis AG | 1.13% |
| Royal Bank of Canada | 0.99% |
| AstraZeneca PLC | 0.80% |
| Recruit Holdings Co Ltd | 0.67% |
| Banco Santander SA | 0.66% |
| LVMH Moet Hennessy Louis Vuitton SE | 0.63% |
C000057264 Portfolio Allocation
Asset-class allocation of International Sustainability Core 1 Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 103.2% |
| Cash & Equivalents | 3.9% |
C000057264 Performance
Total returns for C000057264 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 4.9% |
| 1 year | 24.7% |
| 3 years (annualised) | 15.9% |
| 5 years (annualised) | 8.2% |
C000057264 Risk Information
Risk metrics for C000057264, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 14.4%
C000057264 Costs and Fees
C000057264 costs about $24 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.24%
- Gross expense ratio: 0.24%
- Brokerage commissions: 0.59 bps of average net assets (SEC N-CEN)
C000057264 Cashflows
Over the 12 months to 2026-04, International Sustainability Core 1 Portfolio had net outflows of $67.06M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$27.49M |
| 2026-03 | −$15.30M |
| 2026-02 | −$7.17M |
| 2026-01 | −$4.71M |
| 2025-12 | $13.57M |
| 2025-11 | −$3.53M |
C000057264 Debt Constituents
No individual debt constituents are reported in International Sustainability Core 1 Portfolio's latest SEC N-PORT filing.
C000057264 Prospectus and SEC Filings
Official International Sustainability Core 1 Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-02-27
- Prospectus (485BPOS) — filed 2025-02-28
- Prospectus (485BPOS) — filed 2024-02-28
- Portfolio holdings (N-PORT) — filed 2026-09-24
- Portfolio holdings (N-PORT) — filed 2026-06-24
- Portfolio holdings (N-PORT) — filed 2026-03-27
- Annual census (N-CEN) — filed 2026-01-12
- Annual census (N-CEN) — filed 2025-01-10
Related Funds
Related funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.