PortfoliosLab logo
DFA U.S. Large Company Portfolio (DFUSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US25434D8231

Inception Date

Sep 23, 1999

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DFUSX has an expense ratio of 0.08%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

DFA U.S. Large Company Portfolio (DFUSX) returned 0.61% year-to-date (YTD) and 12.33% over the past 12 months. Over the past 10 years, DFUSX had an annualized return of 10.77%, just below the S&P 500 benchmark at 10.82%.


DFUSX

YTD

0.61%

1M

6.62%

6M

-1.27%

1Y

12.33%

3Y*

11.20%

5Y*

12.37%

10Y*

10.77%

^GSPC (Benchmark)

YTD

0.12%

1M

6.51%

6M

-1.84%

1Y

10.98%

3Y*

12.30%

5Y*

14.10%

10Y*

10.82%

*Annualized

Monthly Returns

The table below presents the monthly returns of DFUSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.77%-1.30%-5.66%-0.67%5.85%0.61%
20241.68%5.32%3.22%-4.10%4.94%3.58%1.21%2.43%2.12%-0.92%5.89%-2.43%24.87%
20236.27%-2.45%3.67%1.57%0.42%6.59%3.20%-1.57%-4.75%-2.12%9.15%1.55%22.68%
2022-5.19%-2.99%3.71%-8.72%0.17%-8.26%9.21%-4.08%-9.26%8.08%5.59%-9.80%-21.71%
2021-1.03%2.76%4.37%5.34%0.70%2.32%2.36%3.03%-4.66%7.00%-0.72%-0.98%21.85%
2020-0.04%-8.24%-12.34%12.77%4.79%2.02%5.64%7.17%-3.80%-2.68%10.92%1.58%15.77%
20198.03%3.21%1.92%4.07%-6.38%7.04%1.46%-1.61%1.86%2.18%3.62%2.50%30.78%
20185.75%-3.70%-2.57%0.39%2.43%0.62%3.70%3.25%0.58%-6.86%2.04%-9.67%-5.08%
20171.90%4.00%0.08%1.03%1.40%0.60%2.07%0.26%2.08%2.35%3.04%0.81%21.40%
2016-5.01%-0.07%6.76%0.37%1.80%0.23%3.72%0.12%0.05%-1.83%3.66%1.39%11.27%
2015-3.02%5.79%-1.59%0.92%1.28%-1.91%2.09%-6.02%-2.48%8.38%0.37%-2.42%0.52%
2014-3.50%4.63%0.82%0.74%2.29%2.06%-1.36%4.00%-1.42%2.44%2.70%-0.31%13.53%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DFUSX is 59, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DFUSX is 5959
Overall Rank
The Sharpe Ratio Rank of DFUSX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of DFUSX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of DFUSX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of DFUSX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of DFUSX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

DFA U.S. Large Company Portfolio Sharpe ratios as of May 29, 2025 (values are recalculated daily):

  • 1-Year: 0.63
  • 5-Year: 0.69
  • 10-Year: 0.59
  • All Time: 0.35

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of DFA U.S. Large Company Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

DFA U.S. Large Company Portfolio provided a 1.27% dividend yield over the last twelve months, with an annual payout of $0.50 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.50$0.49$1.32$1.63$2.23$1.08$0.56$0.51$0.44$0.46$0.46$0.29

Dividend yield

1.27%1.24%4.17%6.24%6.57%3.82%2.25%2.64%2.13%2.66%2.87%1.81%

Monthly Dividends

The table displays the monthly dividend distributions for DFA U.S. Large Company Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.11$0.00$0.00$0.11
2024$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.15$0.49
2023$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$1.00$1.32
2022$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$1.31$1.63
2021$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$1.92$2.23
2020$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.76$1.08
2019$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.08$0.00$0.00$0.28$0.56
2018$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.24$0.51
2017$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.17$0.44
2016$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.05$0.00$0.00$0.22$0.46
2015$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.24$0.46
2014$0.05$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.10$0.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the DFA U.S. Large Company Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DFA U.S. Large Company Portfolio was 54.96%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.

The current DFA U.S. Large Company Portfolio drawdown is 3.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.96%Oct 10, 2007354Mar 9, 2009769Mar 26, 20121123
-47.52%Sep 5, 2000523Oct 9, 20021017Oct 25, 20061540
-33.79%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-27.19%Dec 13, 2021210Oct 12, 2022354Mar 12, 2024564
-19.9%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...