DFEOX vs. DFUSX
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and DFA U.S. Large Company Portfolio (DFUSX).
DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEOX or DFUSX.
Key characteristics
| DFEOX | DFUSX | |
|---|---|---|
| YTD Return | 25.42% | 27.05% |
| 1Y Return | 39.89% | 39.79% |
| 3Y Return (Ann) | 9.74% | 10.22% |
| 5Y Return (Ann) | 15.25% | 15.96% |
| 10Y Return (Ann) | 12.48% | 13.40% |
| Sharpe Ratio | 3.02 | 3.11 |
| Sortino Ratio | 4.10 | 4.14 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 4.67 | 4.57 |
| Martin Ratio | 19.82 | 20.71 |
| Ulcer Index | 1.95% | 1.87% |
| Daily Std Dev | 12.81% | 12.42% |
| Max Drawdown | -56.78% | -54.96% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DFEOX and DFUSX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFEOX vs. DFUSX - Performance Comparison
In the year-to-date period, DFEOX achieves a 25.42% return, which is significantly lower than DFUSX's 27.05% return. Over the past 10 years, DFEOX has underperformed DFUSX with an annualized return of 12.48%, while DFUSX has yielded a comparatively higher 13.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFEOX vs. DFUSX - Expense Ratio Comparison
DFEOX has a 0.14% expense ratio, which is higher than DFUSX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFEOX vs. DFUSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) and DFA U.S. Large Company Portfolio (DFUSX). 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.
Dividends
DFEOX vs. DFUSX - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.17%, more than DFUSX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.17% | 1.43% | 1.57% | 1.12% | 1.36% | 1.41% | 1.67% | 1.58% | 1.72% | 1.74% | 1.48% | 1.38% |
DFUSX DFA U.S. Large Company Portfolio | 1.09% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
Drawdowns
DFEOX vs. DFUSX - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.78%, roughly equal to the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DFEOX and DFUSX. For additional features, visit the drawdowns tool.
Volatility
DFEOX vs. DFUSX - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) has a higher volatility of 4.33% compared to DFA U.S. Large Company Portfolio (DFUSX) at 3.93%. This indicates that DFEOX's price experiences larger fluctuations and is considered to be riskier than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.