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DFA U.S. Large Cap Growth Portfolio (DUSLX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US23320G2811

Issuer

Dimensional Fund Advisors LP

Inception Date

Dec 20, 2012

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
DUSLX vs. VFIAX DUSLX vs. VOO DUSLX vs. TLLIX DUSLX vs. VOOG DUSLX vs. SPY DUSLX vs. VIGAX DUSLX vs. MOAT DUSLX vs. ^GSPC DUSLX vs. DFSIX DUSLX vs. SPGP
Popular comparisons:
DUSLX vs. VFIAX DUSLX vs. VOO DUSLX vs. TLLIX DUSLX vs. VOOG DUSLX vs. SPY DUSLX vs. VIGAX DUSLX vs. MOAT DUSLX vs. ^GSPC DUSLX vs. DFSIX DUSLX vs. SPGP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DFA U.S. Large Cap Growth Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.23%
12.92%
DUSLX (DFA U.S. Large Cap Growth Portfolio)
Benchmark (^GSPC)

Returns By Period

DFA U.S. Large Cap Growth Portfolio had a return of 26.89% year-to-date (YTD) and 32.77% in the last 12 months. Over the past 10 years, DFA U.S. Large Cap Growth Portfolio had an annualized return of 14.09%, outperforming the S&P 500 benchmark which had an annualized return of 11.16%.


DUSLX

YTD

26.89%

1M

1.00%

6M

14.23%

1Y

32.77%

5Y (annualized)

16.60%

10Y (annualized)

14.09%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.72%6.07%2.42%-4.94%4.62%4.85%0.80%3.34%1.89%-1.02%26.89%
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%5.37%27.00%
20200.09%-7.76%-9.75%12.65%4.99%2.70%5.64%7.58%-3.22%-4.28%10.14%3.82%21.83%
20197.51%3.88%2.56%3.75%-6.48%7.39%1.50%-0.14%0.95%2.12%3.39%2.51%32.17%
20186.57%-2.89%-2.41%-0.26%2.65%0.75%3.99%4.13%0.90%-8.13%2.68%-8.72%-1.98%
20172.31%3.96%0.70%1.02%1.73%0.14%1.41%0.81%2.43%2.71%4.34%1.49%25.54%
2016-4.64%1.09%6.81%-1.08%1.57%0.22%4.11%-0.39%-0.26%-2.55%3.62%1.21%9.61%
2015-2.27%5.91%-1.15%0.34%0.74%-2.08%2.39%-5.61%-2.54%8.10%-0.00%-1.42%1.64%
2014-4.47%5.23%0.25%0.45%2.55%1.65%-1.81%4.56%-1.70%2.88%3.77%-1.15%12.39%
20134.91%1.15%3.68%1.55%2.61%-1.49%5.53%-2.36%4.25%4.58%3.26%2.25%33.93%

Expense Ratio

DUSLX has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for DUSLX: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DUSLX is 86, placing it in the top 14% 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.


The Risk-Adjusted Performance Rank of DUSLX is 8686
Combined Rank
The Sharpe Ratio Rank of DUSLX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSLX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DUSLX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of DUSLX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of DUSLX is 8585
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 Cap Growth Portfolio (DUSLX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DUSLX, currently valued at 2.66, compared to the broader market-1.000.001.002.003.004.005.002.662.54
The chart of Sortino ratio for DUSLX, currently valued at 3.71, compared to the broader market0.005.0010.003.713.40
The chart of Omega ratio for DUSLX, currently valued at 1.48, compared to the broader market1.002.003.004.001.481.47
The chart of Calmar ratio for DUSLX, currently valued at 4.31, compared to the broader market0.005.0010.0015.0020.0025.004.313.66
The chart of Martin ratio for DUSLX, currently valued at 15.81, compared to the broader market0.0020.0040.0060.0080.00100.0015.8116.26
DUSLX
^GSPC

The current DFA U.S. Large Cap Growth Portfolio Sharpe ratio is 2.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DFA U.S. Large Cap Growth Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.66
2.54
DUSLX (DFA U.S. Large Cap Growth Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

DFA U.S. Large Cap Growth Portfolio provided a 1.01% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 2 consecutive years.


1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.40$0.40$0.39$0.36$0.40$0.35$0.34$0.29$0.27$0.25$0.22$0.15

Dividend yield

1.01%1.27%1.52%1.10%1.43%1.53%1.90%1.50%1.72%1.75%1.49%1.14%

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
2024$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.32
2023$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.08$0.40
2022$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.08$0.39
2021$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.07$0.36
2020$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.09$0.40
2019$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.08$0.35
2018$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.07$0.34
2017$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.29
2016$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.08$0.27
2015$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.08$0.25
2014$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.22
2013$0.02$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.06$0.15

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.45%
-0.88%
DUSLX (DFA U.S. Large Cap Growth Portfolio)
Benchmark (^GSPC)

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 1.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.86%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-24.83%Dec 30, 2021190Sep 30, 2022286Nov 20, 2023476
-19.89%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-12.16%May 19, 2015186Feb 11, 201634Apr 1, 2016220
-9.39%Jan 29, 20189Feb 8, 2018109Jul 17, 2018118

Volatility

Volatility Chart

The current DFA U.S. Large Cap Growth Portfolio volatility is 3.86%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.86%
3.96%
DUSLX (DFA U.S. Large Cap Growth Portfolio)
Benchmark (^GSPC)