AFAIK, the DI out is usually tapped to the preamp output and the FX loop is part of the preamp circuit, so yes, any fx plugged into the loop should come out of the DI output (BAMF! help me here).
What will NOT come out is the sound of the amplifier circuitry and speaker combination, which is what you hear when you mic a cabinet. So when you are pushing that cab into overdrive, you won't be able to capture that from the DI output. OTOH, if you have the guitar passing through a distortion or overdrive pedal, then THAT will be heard through the DI out. (did I get that right, Jobet?)