- ISIN
- US25434D8231
- CUSIP
- 25434D823
- Issuer
- Dimensional
- Inception Date
- Sep 23, 1999
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Min. Investment
- $0
- Index Tracked
- S&P 500 Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DFUSX Performance Chart
DFA U.S. Large Company Portfolio (DFUSX) is up 10.2% since the beginning of the year. DFUSX is currently trading at $50 per share. Investors who bought $1,000 worth of DFUSX shares 5 years ago would now be looking at an investment worth $1,929.
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Returns By Period
DFA U.S. Large Company Portfolio (DFUSX) has returned 10.20% so far this year and 27.14% over the past 12 months. Looking at the last ten years, DFUSX has achieved an annualized return of 15.44%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
DFA U.S. Large Company Portfolio
- 1D
- 1.11%
- 1M
- 0.48%
- YTD
- 10.20%
- 6M
- 9.69%
- 1Y
- 27.14%
- 3Y*
- 20.92%
- 5Y*
- 14.04%
- 10Y*
- 15.44%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFUSX Monthly Returns History
Based on dividend-adjusted daily data since Sep 23, 1999, DFUSX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Oct 2008 at -16.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFUSX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.45% | -0.78% | -4.96% | 10.48% | 5.27% | -0.95% | 10.20% | ||||||
| 2025 | 2.77% | -1.30% | -5.66% | -0.67% | 6.28% | 5.10% | 2.24% | 2.02% | 3.64% | 2.32% | 0.24% | 0.04% | 17.76% |
| 2024 | 1.68% | 5.32% | 3.22% | -4.10% | 4.94% | 3.58% | 1.22% | 2.43% | 2.12% | -0.92% | 5.89% | -2.39% | 24.91% |
| 2023 | 6.27% | -2.45% | 3.68% | 1.57% | 0.42% | 6.59% | 3.20% | -1.57% | -4.75% | -2.12% | 9.15% | 4.53% | 26.28% |
| 2022 | -5.19% | -2.99% | 3.71% | -8.72% | 0.17% | -8.26% | 9.21% | -4.08% | -9.26% | 8.08% | 5.59% | -5.70% | -18.14% |
| 2021 | -1.03% | 2.76% | 4.37% | 5.34% | 0.70% | 2.32% | 2.36% | 3.03% | -4.66% | 7.00% | -0.72% | 4.45% | 28.53% |
Benchmark Metrics
DFA U.S. Large Company Portfolio has an annualized alpha of 1.76%, beta of 1.00, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since September 23, 1999.
- This fund captured 104.79% of S&P 500 Index gains but only 96.47% of its losses - a favorable profile for investors.
- With beta of 1.00 and R2 of 1.00, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.76%
- Beta
- 1.00
- R²
- 1.00
- Upside Capture
- 104.79%
- Downside Capture
- 96.47%
Expense Ratio
DFUSX has an expense ratio of 0.08%, which is considered low.
Return for Risk
Risk / Return Rank
DFUSX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFUSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 2.78 | +0.28 |
| Martin ratioReturn relative to average drawdown | 13.87 | 12.44 | +1.43 |
Dividends
Dividend History
DFA U.S. Large Company Portfolio provided a 0.96% dividend yield over the last twelve months, with an annual payout of $0.48 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.48 | $0.47 | $0.49 | $1.32 | $1.63 | $2.23 | $1.08 | $0.68 | $0.51 | $0.32 | $0.34 | $0.46 |
Dividend yield | 0.96% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.12 | ||||||
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.47 |
| 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 |
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.
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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 1.34%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -54.96%Mar 2009 | 1y 5mo | 3y 18d | 4y 5moOct 2007 - Mar 2012 |
Dot-com crash2000–2002 | -47.56%Oct 2002 | 2y 6mo | 4y 17d | 6y 7moMar 2000 - Oct 2006 |
COVID crash2020 | -33.79%Mar 2020 | 1mo 2d | 4mo 20d | 5mo 22dFeb 2020 - Aug 2020 |
Bear market2022 | -24.58%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.36%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
Drawdown Indicators
| DFUSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -56.78% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -9.10% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -18.90% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -25.43% | +0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -33.92% | +0.13% |
Current DrawdownCurrent decline from peak | -1.34% | -1.80% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -10.58% | -10.71% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.03% | -0.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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