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ISIN
US23320G2811
Inception Date
Dec 20, 2012
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

DUSLX Performance Chart

DFA U.S. Large Cap Growth Portfolio (DUSLX) is up 10.4% since the beginning of the year. DUSLX is currently trading at $47 per share. Investors who bought $1,000 worth of DUSLX shares 5 years ago would now be looking at an investment worth $1,897.


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S&P 500 Index

Returns By Period

DFA U.S. Large Cap Growth Portfolio (DUSLX) has returned 10.36% so far this year and 20.73% over the past 12 months. Looking at the last ten years, DUSLX has achieved an annualized return of 15.72%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


DFA U.S. Large Cap Growth Portfolio

1D
1.20%
1M
2.73%
YTD
10.36%
6M
9.65%
1Y
20.73%
3Y*
19.30%
5Y*
13.66%
10Y*
15.72%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUSLX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2013, DUSLX's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DUSLX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 12, 2020 at -9.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.54%1.84%-6.44%8.56%4.76%1.31%10.36%
20253.34%0.93%-6.31%-0.64%6.01%3.86%1.52%1.28%3.40%0.00%-0.74%-0.17%12.62%
20242.72%6.07%2.42%-4.94%4.62%4.85%0.80%3.34%1.89%-1.02%5.56%-4.05%23.82%
20234.23%-2.25%4.30%1.15%-0.29%7.19%2.71%0.00%-5.70%-1.60%9.26%4.47%24.97%
2022-7.16%-3.00%3.01%-7.34%-1.18%-6.90%9.27%-4.38%-8.59%9.25%7.46%-4.81%-15.58%
2021-2.67%1.59%5.14%4.59%0.03%2.78%3.44%1.41%-5.11%7.03%1.19%4.90%26.43%

Benchmark Metrics

DFA U.S. Large Cap Growth Portfolio has an annualized alpha of 2.93%, beta of 0.90, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

  • This fund captured 102.19% of S&P 500 Index gains but only 93.03% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 2.93% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.90 and R2 of 0.89, 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
2.93%
Beta
0.90
0.89
Upside Capture
102.19%
Downside Capture
93.03%

Expense Ratio

DUSLX has an expense ratio of 0.18%, which is considered low.


Return for Risk

Risk / Return Rank

DUSLX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DUSLX Risk / Return Rank: 3939
Overall Rank
DUSLX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DUSLX Sortino Ratio Rank: 3838
Sortino Ratio Rank
DUSLX Omega Ratio Rank: 3737
Omega Ratio Rank
DUSLX Calmar Ratio Rank: 3636
Calmar Ratio Rank
DUSLX Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) 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.


DUSLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.15

2.78

-0.63

Martin ratioReturn relative to average drawdown

9.20

12.44

-3.24

Dividends

Dividend History

DFA U.S. Large Cap Growth Portfolio provided a 0.82% dividend yield over the last twelve months, with an annual payout of $0.38 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.38$0.38$0.39$0.58$2.14$2.28$0.40$0.56$0.84$0.26$0.27$0.24

Dividend yield

0.82%0.88%1.02%1.84%8.37%6.98%1.42%2.41%4.65%1.36%1.72%1.69%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.10$0.00$0.00$0.00$0.10
2025$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.08$0.38
2024$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.07$0.39
2023$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.26$0.58
2022$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$1.83$2.14
2021$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$2.00$2.28

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 Cap Growth 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 Cap Growth Portfolio was 30.86%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current DFA U.S. Large Cap Growth Portfolio drawdown is 0.13%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.86%Mar 2020
1mo 2d3mo 24d
4mo 26dFeb 2020 - Jul 2020
Bear market2022
-24.83%Sep 2022
9mo 4d1y 1mo
1y 10moDec 2021 - Nov 2023
Rate-hike selloffLate 2018
-19.89%Dec 2018
3mo 1d3mo 12d
6mo 13dSep 2018 - Apr 2019
2025 selloff2025
-18.15%Apr 2025
1mo 17d2mo 23d
4mo 10dFeb 2025 - Jun 2025
2016 correction2016
-12.67%Feb 2016
8mo 28d2mo 7d
11mo 5dMay 2015 - Apr 2016

Drawdown Indicators


DUSLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.86%

-56.78%

+25.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-9.10%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-18.15%

-18.90%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

-25.43%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-30.86%

-33.92%

+3.06%

Current Drawdown

Current decline from peak

-0.13%

-1.80%

+1.67%

Average Drawdown

Average peak-to-trough decline

-3.61%

-10.71%

+7.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.03%

+0.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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