DFA U.S. Large Company Portfolio (DFUSX)
The fund generally invests in the stocks that comprise the S&P 500 Index in approximately the proportions they are represented in the S&P 500 Index. Under normal market conditions, at least 95% of the fund's net assets will be invested in the stocks that comprise the S&P 500 Index. The fund may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.
Fund Info
| ISIN | US25434D8231 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Sep 23, 1999 |
| Category | Large Cap Blend Equities |
| 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 to be low.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA U.S. Large Company Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
DFA U.S. Large Company Portfolio had a return of 11.61% year-to-date (YTD) and 29.28% in the last 12 months. Over the past 10 years, DFA U.S. Large Company Portfolio had an annualized return of 12.92%, outperforming the S&P 500 benchmark which had an annualized return of 10.90%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.61% | 11.05% |
| 1 month | 4.98% | 4.86% |
| 6 months | 18.30% | 17.50% |
| 1 year | 29.28% | 27.37% |
| 5 years (annualized) | 14.97% | 13.14% |
| 10 years (annualized) | 12.92% | 10.90% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.68% | 5.32% | 3.22% | -4.10% | 11.61% | ||||||||
| 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% |
| 2020 | -0.04% | -8.24% | -12.34% | 12.77% | 4.79% | 2.02% | 5.64% | 7.17% | -3.80% | -2.68% | 10.92% | 3.90% | 18.41% |
| 2019 | 8.03% | 3.21% | 1.92% | 4.07% | -6.38% | 7.04% | 1.46% | -1.61% | 1.86% | 2.18% | 3.62% | 3.01% | 31.44% |
| 2018 | 5.75% | -3.70% | -2.57% | 0.39% | 2.43% | 0.62% | 3.70% | 3.25% | 0.58% | -6.86% | 2.04% | -9.06% | -4.45% |
| 2017 | 1.90% | 4.00% | 0.08% | 1.03% | 1.40% | 0.59% | 2.07% | 0.26% | 2.08% | 2.35% | 3.04% | 1.08% | 21.73% |
| 2016 | -5.01% | -0.07% | 6.76% | 0.37% | 1.80% | 0.23% | 3.72% | 0.12% | 0.05% | -1.83% | 3.66% | 1.97% | 11.90% |
| 2015 | -3.02% | 5.78% | -1.59% | 0.92% | 1.28% | -1.91% | 2.09% | -6.02% | -2.48% | 8.38% | 0.37% | -1.58% | 1.39% |
| 2014 | -3.50% | 4.63% | 0.81% | 0.75% | 2.28% | 2.06% | -1.36% | 4.00% | -1.42% | 2.44% | 2.70% | -0.32% | 13.53% |
| 2013 | 5.17% | 1.36% | 3.76% | 1.94% | 2.30% | -1.31% | 5.05% | -2.93% | 3.15% | 4.60% | 3.03% | 2.54% | 32.33% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DFUSX is 90, placing it in the top 10% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
DFUSX (DFA U.S. Large Company Portfolio)
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.
Dividends
Dividend History
DFA U.S. Large Company Portfolio granted a 3.74% dividend yield in the last twelve months. The annual payout for that period amounted to $1.32 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.32 | $1.32 | $1.63 | $2.23 | $1.08 | $0.56 | $0.51 | $0.44 | $0.46 | $0.46 | $0.29 | $0.26 |
Dividend yield | 3.74% | 4.17% | 6.24% | 6.57% | 3.82% | 2.25% | 2.64% | 2.13% | 2.65% | 2.87% | 1.81% | 1.79% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | |||||||
| 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 | $0.10 | $0.00 | $0.00 | $0.08 | $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 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.29 |
| 2013 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.26 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 0.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.96% | Oct 10, 2007 | 354 | Mar 9, 2009 | 769 | Mar 26, 2012 | 1123 |
| -47.52% | Sep 5, 2000 | 523 | Oct 9, 2002 | 1017 | Oct 25, 2006 | 1540 |
| -33.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.58% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -19.36% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
Volatility
Volatility Chart
The current DFA U.S. Large Company Portfolio volatility is 3.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.