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DFLVX vs. USAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFLVX vs. USAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Value Portfolio (DFLVX) and USAA Income Fund (USAIX). The values are adjusted to include any dividend payments, if applicable.

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DFLVX vs. USAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFLVX
DFA U.S. Large Cap Value Portfolio
4.08%16.36%12.76%11.52%-5.81%30.40%-0.58%25.46%-11.68%18.50%
USAIX
USAA Income Fund
-0.17%6.36%3.32%7.13%-13.38%0.39%8.18%11.07%-1.37%5.66%

Returns By Period

In the year-to-date period, DFLVX achieves a 4.08% return, which is significantly higher than USAIX's -0.17% return. Over the past 10 years, DFLVX has outperformed USAIX with an annualized return of 11.15%, while USAIX has yielded a comparatively lower 2.77% annualized return.


DFLVX

1D
1.90%
1M
-3.73%
YTD
4.08%
6M
8.89%
1Y
18.62%
3Y*
14.87%
5Y*
10.06%
10Y*
11.15%

USAIX

1D
0.17%
1M
-1.47%
YTD
-0.17%
6M
0.57%
1Y
3.96%
3Y*
4.51%
5Y*
0.82%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFLVX vs. USAIX - Expense Ratio Comparison

DFLVX has a 0.22% expense ratio, which is lower than USAIX's 0.44% expense ratio.


Return for Risk

DFLVX vs. USAIX — Risk / Return Rank

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

DFLVX
DFLVX Risk / Return Rank: 6060
Overall Rank
DFLVX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DFLVX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DFLVX Omega Ratio Rank: 6161
Omega Ratio Rank
DFLVX Calmar Ratio Rank: 5757
Calmar Ratio Rank
DFLVX Martin Ratio Rank: 6363
Martin Ratio Rank

USAIX
USAIX Risk / Return Rank: 4949
Overall Rank
USAIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
USAIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
USAIX Omega Ratio Rank: 4040
Omega Ratio Rank
USAIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
USAIX Martin Ratio Rank: 4747
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.

DFLVX vs. USAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and USAA Income Fund (USAIX). 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.


DFLVXUSAIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.01

+0.12

Sortino ratio

Return per unit of downside risk

1.63

1.36

+0.27

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

1.40

1.66

-0.26

Martin ratio

Return relative to average drawdown

6.16

5.03

+1.13

DFLVX vs. USAIX - Sharpe Ratio Comparison

The current DFLVX Sharpe Ratio is 1.13, which is comparable to the USAIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of DFLVX and USAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFLVXUSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.01

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.15

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.60

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.83

-0.32

Correlation

The correlation between DFLVX and USAIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DFLVX vs. USAIX - Dividend Comparison

DFLVX's dividend yield for the trailing twelve months is around 1.62%, less than USAIX's 4.06% yield.


TTM20252024202320222021202020192018201720162015
DFLVX
DFA U.S. Large Cap Value Portfolio
1.62%1.71%1.87%3.65%4.56%5.90%1.97%4.04%7.83%6.06%3.77%6.52%
USAIX
USAA Income Fund
4.06%3.36%4.00%3.70%3.49%4.84%4.53%3.66%3.50%3.51%3.53%3.65%

Drawdowns

DFLVX vs. USAIX - Drawdown Comparison

The maximum DFLVX drawdown since its inception was -65.65%, which is greater than USAIX's maximum drawdown of -18.67%. Use the drawdown chart below to compare losses from any high point for DFLVX and USAIX.


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Drawdown Indicators


DFLVXUSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.65%

-18.67%

-46.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-2.66%

-9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-18.67%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

-18.67%

-23.12%

Current Drawdown

Current decline from peak

-4.06%

-1.81%

-2.25%

Average Drawdown

Average peak-to-trough decline

-8.52%

-2.98%

-5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

0.88%

+1.92%

Volatility

DFLVX vs. USAIX - Volatility Comparison

DFA U.S. Large Cap Value Portfolio (DFLVX) has a higher volatility of 4.16% compared to USAA Income Fund (USAIX) at 1.56%. This indicates that DFLVX's price experiences larger fluctuations and is considered to be riskier than USAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFLVXUSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

1.56%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

2.39%

+6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

4.20%

+12.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

5.53%

+10.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

4.64%

+13.76%