DFEMX vs. DUSLX

Last updated Apr 1, 2026

Compare and contrast key facts about DFA Emerging Markets Portfolio (DFEMX) and DFA U.S. Large Cap Growth Portfolio (DUSLX).

DFEMX is managed by Dimensional. It was launched on Apr 24, 1994. DUSLX is managed by Dimensional. It was launched on Dec 20, 2012.

Performance

DFEMX vs. DUSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Portfolio (DFEMX) and DFA U.S. Large Cap Growth Portfolio (DUSLX). The values are adjusted to include any dividend payments, if applicable.

DFEMX vs. DUSLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFEMX DFA Emerging Markets Portfolio	1.14%	33.57%	6.90%	13.08%	-16.91%	2.53%	13.89%	16.02%	-13.62%	36.57%
DUSLX DFA U.S. Large Cap Growth Portfolio	-7.03%	12.62%	23.82%	24.97%	-15.58%	26.43%	21.83%	32.17%	-1.98%	25.05%

Returns By Period

In the year-to-date period, DFEMX achieves a 1.14% return, which is significantly higher than DUSLX's -7.03% return. Over the past 10 years, DFEMX has underperformed DUSLX with an annualized return of 8.54%, while DUSLX has yielded a comparatively higher 13.69% annualized return.

DFEMX

• 1D: -0.99%
• 1M: -12.13%
• YTD: 1.14%
• 6M: 6.55%
• 1Y: 31.39%
• 3Y*: 15.76%
• 5Y*: 5.86%
• 10Y*: 8.54%

DUSLX

• 1D: -0.69%
• 1M: -9.19%
• YTD: -7.03%
• 6M: -7.87%
• 1Y: 7.15%
• 3Y*: 15.10%
• 5Y*: 10.71%
• 10Y*: 13.69%

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

DFEMX vs. DUSLX - Expense Ratio Comparison

DFEMX has a 0.36% expense ratio, which is higher than DUSLX's 0.18% expense ratio.

DFEMX

DFA Emerging Markets Portfolio

DUSLX

DFA U.S. Large Cap Growth Portfolio

Return for Risk

DFEMX vs. DUSLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFEMX

DFEMX Risk / Return Rank: 88
DFEMX Sharpe Ratio Rank: 91
DFEMX Sortino Ratio Rank: 90
DFEMX Omega Ratio Rank: 87
DFEMX Calmar Ratio Rank: 87
DFEMX Martin Ratio Rank: 85

DUSLX

DUSLX Risk / Return Rank: 19
DUSLX Sharpe Ratio Rank: 19
DUSLX Sortino Ratio Rank: 19
DUSLX Omega Ratio Rank: 19
DUSLX Calmar Ratio Rank: 17
DUSLX Martin Ratio Rank: 21

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.

DFEMX vs. DUSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Portfolio (DFEMX) and DFA U.S. Large Cap Growth Portfolio (DUSLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	DFEMX	DUSLX	Difference
Sharpe ratio Return per unit of total volatility	1.93	0.47	+1.46
Sortino ratio Return per unit of downside risk	2.50	0.80	+1.71
Omega ratio Gain probability vs. loss probability	1.37	1.11	+0.26
Calmar ratio Return relative to maximum drawdown	2.22	0.51	+1.72
Martin ratio Return relative to average drawdown	8.71	2.23	+6.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFEMX vs. DUSLX - Sharpe Ratio Comparison

The current DFEMX Sharpe Ratio is 1.93, which is higher than the DUSLX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DFEMX and DUSLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFEMX	DUSLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	0.47	+1.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	0.65	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.80	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.85	-0.48

Correlation

The correlation between DFEMX and DUSLX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DFEMX vs. DUSLX - Dividend Comparison

DFEMX's dividend yield for the trailing twelve months is around 2.52%, more than DUSLX's 0.97% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFEMX DFA Emerging Markets Portfolio	2.52%	2.55%	3.14%	3.34%	3.90%	6.13%	1.45%	2.33%	2.14%	1.74%	1.92%	2.08%
DUSLX DFA U.S. Large Cap Growth Portfolio	0.97%	0.88%	1.02%	1.84%	8.37%	6.98%	1.42%	2.41%	4.65%	1.36%	1.72%	1.69%

Drawdowns

DFEMX vs. DUSLX - Drawdown Comparison

The maximum DFEMX drawdown since its inception was -62.43%, which is greater than DUSLX's maximum drawdown of -30.86%. Use the drawdown chart below to compare losses from any high point for DFEMX and DUSLX.

Drawdown Indicators

	DFEMX	DUSLX	Difference
Max Drawdown Largest peak-to-trough decline	-62.43%	-30.86%	-31.57%
Max Drawdown (1Y) Largest decline over 1 year	-12.85%	-11.76%	-1.09%
Max Drawdown (5Y) Largest decline over 5 years	-31.84%	-24.83%	-7.01%
Max Drawdown (10Y) Largest decline over 10 years	-40.44%	-30.86%	-9.58%
Current Drawdown Current decline from peak	-12.85%	-9.48%	-3.37%
Average Drawdown Average peak-to-trough decline	-15.41%	-3.65%	-11.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	2.67%	+0.61%

Volatility

DFEMX vs. DUSLX - Volatility Comparison

DFA Emerging Markets Portfolio (DFEMX) has a higher volatility of 8.01% compared to DFA U.S. Large Cap Growth Portfolio (DUSLX) at 4.38%. This indicates that DFEMX's price experiences larger fluctuations and is considered to be riskier than DUSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFEMX	DUSLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.01%	4.38%	+3.63%
Volatility (6M) Calculated over the trailing 6-month period	11.89%	8.65%	+3.24%
Volatility (1Y) Calculated over the trailing 1-year period	16.27%	17.31%	-1.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.17%	16.50%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.33%	17.16%	-0.83%