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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA U.S. Large Cap Equity Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
DFA U.S. Large Cap Equity Portfolio (DUSQX) has returned -5.94% so far this year and 14.51% over the past 12 months. Looking at the last ten years, DUSQX has achieved an annualized return of 13.24%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
DFA U.S. Large Cap Equity Portfolio
- 1D
- -0.40%
- 1M
- -7.50%
- YTD
- -5.94%
- 6M
- -3.70%
- 1Y
- 14.51%
- 3Y*
- 16.81%
- 5Y*
- 10.40%
- 10Y*
- 13.24%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2014, DUSQX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, your investment would double in approximately 5.6 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DUSQX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 12, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.85% | -0.16% | -7.50% | -5.94% | |||||||||
| 2025 | 3.12% | -1.35% | -5.72% | -1.13% | 6.15% | 4.96% | 2.38% | 2.07% | 3.30% | 1.78% | 0.48% | 0.11% | 16.76% |
| 2024 | 1.63% | 5.75% | 3.76% | -4.07% | 4.67% | 2.72% | 1.53% | 2.29% | 1.99% | -0.47% | 6.23% | -3.54% | 24.25% |
| 2023 | 6.32% | -2.57% | 2.69% | 1.10% | -0.25% | 6.98% | 3.43% | -1.52% | -4.44% | -2.48% | 8.66% | 4.96% | 24.23% |
| 2022 | -5.34% | -2.33% | 3.15% | -8.28% | 0.61% | -8.75% | 8.85% | -3.61% | -9.02% | 8.60% | 5.76% | -5.54% | -16.85% |
| 2021 | -0.95% | 3.53% | 4.18% | 4.95% | 0.77% | 1.88% | 2.00% | 2.70% | -4.61% | 6.52% | -1.32% | 2.80% | 24.31% |
Benchmark Metrics
DFA U.S. Large Cap Equity Portfolio has an annualized alpha of 1.59%, beta of 0.94, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.
- With beta of 0.94 and R² of 0.91, 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
- 1.59%
- Beta
- 0.94
- R²
- 0.91
- Upside Capture
- 103.35%
- Downside Capture
- 99.10%
Expense Ratio
DUSQX has an expense ratio of 0.13%, which is considered low.
Return for Risk
Risk / Return Rank
DUSQX ranks 40 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA U.S. Large Cap Equity Portfolio (DUSQX) and compare them to a chosen benchmark (S&P 500 Index).
| DUSQX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.90 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.39 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.40 | -0.53 |
Martin ratioReturn relative to average drawdown | 4.34 | 6.61 | -2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DUSQX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DFA U.S. Large Cap Equity Portfolio provided a 1.08% dividend yield over the last twelve months, with an annual payout of $0.38 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.38 | $0.37 | $0.36 | $1.30 | $1.08 | $0.69 | $0.33 | $0.33 | $0.27 | $0.27 | $0.25 | $0.22 |
Dividend yield | 1.08% | 0.98% | 1.11% | 4.95% | 4.84% | 2.45% | 1.42% | 1.65% | 1.79% | 1.62% | 1.80% | 1.75% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA U.S. Large Cap Equity 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 | $0.10 | $0.10 | |||||||||
| 2025 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.37 |
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.36 |
| 2023 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $1.04 | $1.30 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.81 | $1.08 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.44 | $0.69 |
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 Equity 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 Equity Portfolio was 34.83%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current DFA U.S. Large Cap Equity Portfolio drawdown is 8.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.83% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.05% | Nov 17, 2021 | 219 | Sep 30, 2022 | 302 | Dec 13, 2023 | 521 |
| -20.47% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -19% | Feb 20, 2025 | 34 | Apr 8, 2025 | 55 | Jun 27, 2025 | 89 |
| -15.44% | May 22, 2015 | 183 | Feb 11, 2016 | 104 | Jul 12, 2016 | 287 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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