Some side effects of dexamethasone include:
Headache, dizziness (spinning sensation), low potassium (confusion, extreme thurst, muscle weakness, uneven heart rate), low blood pressure (buzzing in ears, headache, confusion, shortness of breath, seizure, anxiety) etc.

Each individual dog will react differently one can not rule out the possibility of dex contributing negatively to an individual dogs performance.

This is why it is important to know how this will effect your charge beforehand