DFEOX Performance — U.s. Core Equity 1 Portfolio, Institutional Class Shares
Data updated: 2026-09-24
DFEOX returned +12.33% year to date and +21.51% over one year to Jul 2026. Annualised returns are +18.23% over 3 years and +12.22% over 5 years. Against its US Large Value category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $165, against $156 for the category, and to $122 over one year, against $122. Volatility over the past three years was 12.99% a year. In the 12 months to Jul 2026 the fund lost a net $2.0B, and assets reached $41.38B.
DFEOX Growth of $100
What $100 invested in U.s. Core Equity 1 Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | DFEOX | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $122 | $122 |
| 3 years (Aug 2023 – Jul 2026) | $165 | $156 |
| 5 years (Aug 2021 – Jul 2026) | $178 | $168 |
| Since data start (Aug 2019 – Jul 2026) | $266 | $226 |
DFEOX Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +12.33% |
| 1 year | +21.51% |
| 3 years (annualised) | +18.23% |
| 5 years (annualised) | +12.22% |
DFEOX Annual Returns
Calendar-year total returns of U.s. Core Equity 1 Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +12.33% |
| 2025 | +16.01% |
| 2024 | +21.34% |
| 2023 | +22.96% |
| 2022 | −15.03% |
| 2021 | +27.53% |
| 2020 | +16.41% |
| 2019 (Aug–Dec) | +8.57% |
DFEOX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.5% | +0.6% | −4.8% | +9.3% | +3.8% | +0.4% | +0.2% | — | — | — | — | — |
| 2025 | +3.1% | −1.7% | −5.5% | −1.6% | +6.1% | +5.0% | +2.0% | +2.7% | +2.6% | +1.3% | +1.0% | +0.3% |
| 2024 | +0.9% | +5.4% | +3.9% | −4.6% | +4.9% | +1.9% | +2.8% | +1.7% | +1.7% | −0.8% | +6.7% | −4.3% |
| 2023 | +7.0% | −2.3% | +1.1% | +0.7% | −0.9% | +7.5% | +3.7% | −1.9% | −4.4% | −3.0% | +8.5% | +5.9% |
| 2022 | −5.2% | −1.6% | +2.6% | −7.8% | +1.1% | −8.8% | +9.1% | −3.5% | −9.2% | +9.6% | +5.6% | −5.6% |
| 2021 | −0.2% | +4.6% | +4.5% | +4.5% | +1.1% | +1.2% | +1.4% | +2.5% | −4.2% | +6.0% | −1.3% | +4.8% |
| 2020 | −1.5% | −8.9% | −15.7% | +13.6% | +5.3% | +2.1% | +5.2% | +6.7% | −3.6% | −1.3% | +12.6% | +4.8% |
| 2019 | — | — | — | — | — | — | — | −3.0% | +2.5% | +2.1% | +3.8% | +3.1% |
DFEOX Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 12.99%
- 3-year Sharpe ratio: 1.06 (vs 4.5% risk-free rate)
- Best month: +9.34% (Apr 2026)
- Worst month: −5.47% (Mar 2025)
DFEOX Fund Flows
Monthly money in and out of U.s. Core Equity 1 Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$2.0B
- 12-month gross sales (incl. reinvestments): $4.9B
- Sales ÷ redemptions: 0.71×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $590.2M | $716.6M | −$126.4M |
| Jun 2026 | $396.2M | $479.2M | −$83.0M |
| May 2026 | $545.3M | $848.9M | −$303.6M |
| Apr 2026 | $326.4M | $420.3M | −$93.8M |
| Mar 2026 | $385.7M | $449.8M | −$64.0M |
| Feb 2026 | $261.0M | $431.2M | −$170.2M |
| Jan 2026 | $584.6M | $768.4M | −$183.7M |
| Dec 2025 | $365.2M | $552.1M | −$186.9M |
| Nov 2025 | $234.0M | $427.8M | −$193.9M |
| Oct 2025 | $395.2M | $564.0M | −$168.8M |
| Sep 2025 | $402.5M | $572.3M | −$169.7M |
| Aug 2025 | $434.8M | $654.0M | −$219.2M |
DFEOX Assets Under Management
Net assets of U.s. Core Equity 1 Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $41.38B |
| 2026-04-30 | $40.20B |
| 2026-01-31 | $38.79B |
| 2025-10-31 | $37.97B |
| 2025-07-31 | $36.21B |
| 2025-04-30 | $32.61B |
| 2025-01-31 | $36.30B |
| 2024-10-31 | $35.28B |
| 2024-07-31 | $35.09B |
| 2024-04-30 | $32.57B |
| 2024-01-31 | $31.82B |
| 2023-10-31 | $28.14B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.