DFLVX vs. DFEOX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFLVX is managed by Dimensional. It was launched on Feb 19, 1993. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFLVX vs. DFEOX - Performance Comparison
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DFLVX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 2.14% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFLVX achieves a 2.14% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFLVX has underperformed DFEOX with an annualized return of 10.94%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DFLVX
- 1D
- -0.53%
- 1M
- -5.55%
- YTD
- 2.14%
- 6M
- 6.80%
- 1Y
- 16.19%
- 3Y*
- 14.15%
- 5Y*
- 9.85%
- 10Y*
- 10.94%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DFLVX vs. DFEOX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is higher than DFEOX's 0.14% 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%.
Return for Risk
DFLVX vs. DFEOX — Risk / Return Rank
DFLVX
DFEOX
DFLVX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DFLVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.93 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.43 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.98 | +0.21 |
Martin ratioReturn relative to average drawdown | 5.16 | 4.74 | +0.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFLVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.93 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.62 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.72 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | 0.00 |
Correlation
The correlation between DFLVX and DFEOX is 0.94, 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.
Dividends
DFLVX vs. DFEOX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.65%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.65% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DFLVX vs. DFEOX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFLVX and DFEOX.
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Drawdown Indicators
| DFLVX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -56.77% | -8.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.58% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -22.86% | +3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -36.55% | -5.24% |
Current DrawdownCurrent decline from peak | -5.86% | -8.28% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -7.25% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.69% | +0.23% |
Volatility
DFLVX vs. DFEOX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value Portfolio (DFLVX) is 3.56%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DFLVX experiences smaller price fluctuations and is considered to be less risky than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFLVX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.20% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 8.49% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 17.87% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 16.88% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 17.98% | +0.41% |