Emerging Markets Sustainability Core 1 Portfolio
Data updated: 2026-09-24
C000197760 — Emerging Markets Sustainability Core 1 Portfolio. Emerging Markets Large Cap Value Thematic Equity. Holdings, fees, performance and SEC filings.
C000197760 Fund Overview
Emerging Markets Sustainability Core 1 Portfolio is a US mutual fund managed by Dfa Investment Dimensions Group INC, categorised as Emerging Markets 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: Emerging Markets Large Cap Value Thematic Equity
- Assets under management: $1.22B
- 1-year return: 40.6%
- SEC CIK: 0000355437
- SEC series ID: S000060925
- Share class ID: C000197760
C000197760 Investment Objective and Strategy
Emerging Markets 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 Emerging Markets Sustainability Core 1 Portfolio (the ""Emerging Markets Sustainability Core Portfolio"" or ""Portfolio"") is long-term capital appreciation."
Principal investment strategy
"The Emerging Markets Sustainability Core Portfolio purchases a broad and diverse group of securities associated with emerging markets with a greater emphasis on small capitalization, value, and high profitability companies as compared to their representation in the Emerging Markets Universe, while adjusting the composition of the Portfolio based on sustainability impact considerations. For purposes of this Portfolio, the Advisor defines the Emerging Markets Universe as a market capitalization weighted portfolio of companies in emerging markets, which may include frontier markets (emerging market countries in an earlier stage of development), authorized for investment by the Advisor's Investment Committee (""Approved Markets""). The Portfolio's increased exposure to small capitalization, value, and high profitability companies may be achieved by decreasing the allocation of the Emerging Markets Sustainability Core Portfolio's assets to the largest growth or low profitability companies relative to their weight in the Emerging Markets 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 company's 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 Advisor may also adjust the representation in the Portfolio of an eligible company, or exclude a company, after considering such factors as free float, momentum, trading strategies, liquidity, size, value, profitability, and other factors that the Advisor determines to be appropriate, given market conditions.
As a non-fundamental policy, under normal circumstances, the Emerging Markets Sustainability Core Portfolio will invest at least 80% of its net assets in emerging markets equity investments that are defined in the Prospectus as Approved Markets securities. The Emerging Markets Sustainability Core 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 issuer's domicile country. The Portfolio may purchase or sell futures contracts and options on futures contracts for Approved Market or other equity market securities and indices, including those of the United States, 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 Portfolio's sustainability impact considerations. The Emerging Markets Sustainability Core 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 Emerging Markets Sustainability Core 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 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 Portfolio's sustainability impact considerations with respect to securities in the portfolio, where information is available from such providers."
C000197760 Holdings
Top 10 holdings of Emerging Markets Sustainability Core 1 Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Taiwan Semiconductor Manufacturing Co Ltd | 6.55% |
| Samsung Electronics Co Ltd | 3.94% |
| SK hynix Inc | 2.87% |
| Tencent Holdings Ltd | 2.60% |
| Taiwan Semiconductor Manufacturing Co Ltd | 2.08% |
| Samsung Electronics Co Ltd | 1.75% |
| The DFA Investment Trust Company | 1.26% |
| Dimensional Holdings Inc. | 1.22% |
| MediaTek Inc | 1.08% |
| Alibaba Group Holding Ltd | 1.02% |
C000197760 Portfolio Allocation
Asset-class allocation of Emerging Markets Sustainability Core 1 Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 101.2% |
| Cash & Equivalents | 1.2% |
C000197760 Performance
Total returns for C000197760 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 12.9% |
| 1 year | 40.6% |
| 3 years (annualised) | 18.6% |
| 5 years (annualised) | 6.4% |
C000197760 Risk Information
Risk metrics for C000197760, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 18.5%
C000197760 Costs and Fees
C000197760 costs about $42 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.42%
- Gross expense ratio: 0.43%
- Portfolio turnover: 6%
- Brokerage commissions: 1.09 bps of average net assets (SEC N-CEN)
C000197760 Cashflows
Over the 12 months to 2026-04, Emerging Markets Sustainability Core 1 Portfolio had net outflows of $139.55M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$10.94M |
| 2026-03 | −$12.12M |
| 2026-02 | −$4.86M |
| 2026-01 | $434.60K |
| 2025-12 | −$7.15M |
| 2025-11 | −$9.91M |
C000197760 Debt Constituents
No individual debt constituents are reported in Emerging Markets Sustainability Core 1 Portfolio's latest SEC N-PORT filing.
C000197760 Prospectus and SEC Filings
Official Emerging Markets 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.