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ISIN
US23320G2407
Inception Date
Jun 25, 2013
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DUSQX Performance Chart

DFA U.S. Large Cap Equity Portfolio (DUSQX) is up 11.6% since the beginning of the year. DUSQX is currently trading at $42 per share. Investors who bought $1,000 worth of DUSQX shares 5 years ago would now be looking at an investment worth $1,846.


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S&P 500 Index

Returns By Period

DFA U.S. Large Cap Equity Portfolio (DUSQX) has returned 11.64% so far this year and 28.24% over the past 12 months. Looking at the last ten years, DUSQX has achieved an annualized return of 15.03%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


DFA U.S. Large Cap Equity Portfolio

1D
0.29%
1M
5.48%
YTD
11.64%
6M
11.76%
1Y
28.24%
3Y*
22.24%
5Y*
13.04%
10Y*
15.03%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUSQX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2014, DUSQX's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 69% of months were positive and 31% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.85%-0.16%-4.89%9.60%4.74%0.56%11.64%
20253.12%-1.35%-5.72%-1.13%6.15%4.96%2.38%2.07%3.30%1.78%0.48%0.11%16.76%
20241.63%5.75%3.76%-4.07%4.67%2.72%1.53%2.29%1.99%-0.47%6.23%-3.54%24.25%
20236.32%-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 1.58%, 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
1.58%
Beta
0.94
0.91
Upside Capture
102.84%
Downside Capture
99.12%

Expense Ratio

DUSQX has an expense ratio of 0.13%, which is considered low.


Return for Risk

Risk / Return Rank

DUSQX ranks 79 for risk / return — better than 79% 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.


DUSQX Risk / Return Rank: 7979
Overall Rank
DUSQX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DUSQX Sortino Ratio Rank: 7676
Sortino Ratio Rank
DUSQX Omega Ratio Rank: 7272
Omega Ratio Rank
DUSQX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DUSQX Martin Ratio Rank: 8686
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 Equity Portfolio (DUSQX) and compare them to S&P 500 Index.


DUSQXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.48

1.41

+0.07

Calmar ratioReturn relative to maximum drawdown

3.54

2.93

+0.61

Martin ratioReturn relative to average drawdown

16.60

13.52

+3.08

Dividends

Dividend History

DFA U.S. Large Cap Equity Portfolio provided a 0.91% dividend yield over the last twelve months, with an annual payout of $0.38 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
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

0.91%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.10$0.00$0.00$0.00$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.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.83%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
Bear market2022
-24.05%Sep 2022
10mo 17d1y 2mo
2y 26dNov 2021 - Dec 2023
Rate-hike selloffLate 2018
-20.47%Dec 2018
3mo 4d4mo
7mo 4dSep 2018 - Apr 2019
2025 selloff2025
-19.00%Apr 2025
1mo 17d2mo 20d
4mo 7dFeb 2025 - Jun 2025
2016 correction2016
-15.44%Feb 2016
8mo 25d5mo 2d
1y 1moMay 2015 - Jul 2016

Drawdown Indicators


DUSQXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.83%

-56.78%

+21.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-9.10%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-18.90%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-25.43%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.83%

-33.92%

-0.91%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-4.14%

-10.72%

+6.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.97%

-0.21%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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