DFSIX vs. DFLVX
DFSIX (DFA U.S. Sustainability Core 1 Portfolio) and DFLVX (DFA U.S. Large Cap Value Portfolio) are both mutual funds - DFSIX is a Large Cap Blend Equities fund managed by Dimensional, while DFLVX is a Large Cap Value Equities fund actively managed by Dimensional. Over the past 10 years, DFSIX returned 14.71%/yr vs 12.04%/yr for DFLVX. Their correlation of 0.92 means they have usually moved in the same direction. DFSIX charges 0.18%/yr vs 0.22%/yr for DFLVX.
Performance
DFSIX vs. DFLVX - Performance Comparison
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Returns By Period
In the year-to-date period, DFSIX achieves a 8.57% return, which is significantly lower than DFLVX's 19.19% return. Over the past 10 years, DFSIX has outperformed DFLVX with an annualized return of 14.71%, while DFLVX has yielded a comparatively lower 12.04% annualized return.
DFSIX
- 1D
- 0.50%
- 1M
- 0.25%
- 6M
- 6.44%
- YTD
- 8.57%
- 1Y
- 19.99%
- 3Y*
- 17.77%
- 5Y*
- 11.44%
- 10Y*
- 14.71%
- ALL TIME*
- 11.80%
DFLVX
- 1D
- 0.30%
- 1M
- 2.21%
- 6M
- 12.84%
- YTD
- 19.19%
- 1Y
- 33.32%
- 3Y*
- 17.36%
- 5Y*
- 12.20%
- 10Y*
- 12.04%
- ALL TIME*
- 10.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFSIX vs. DFLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 8.57% | 15.92% | 23.19% | 25.70% | -17.85% | 27.38% | 21.25% | 32.52% | -6.72% | 20.80% |
DFLVX DFA U.S. Large Cap Value Portfolio | 19.19% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
Correlation
The correlation between DFSIX and DFLVX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2008 | 0.92 |
The correlation between DFSIX and DFLVX shifts across timeframes, from 0.75 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DFSIX vs. DFLVX — Risk / Return Rank
DFSIX
DFLVX
DFSIX vs. DFLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA U.S. Large Cap Value Portfolio (DFLVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFSIX | DFLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.51 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 5.47 | -3.71 |
| Martin ratioReturn relative to average drawdown | 7.48 | 20.84 | -13.36 |
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Drawdowns
DFSIX vs. DFLVX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.77%, smaller than the maximum DFLVX drawdown of -65.65%. Use the drawdown chart below to compare losses from any high point for DFSIX and DFLVX.
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Drawdown Indicators
| DFSIX | DFLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -65.65% | +11.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -5.86% | -4.50% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -16.64% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -19.83% | -5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -41.79% | +6.11% |
Current DrawdownCurrent decline from peak | -1.15% | -0.40% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -8.44% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 1.57% | +0.86% |
Volatility
DFSIX vs. DFLVX - Volatility Comparison
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a higher volatility of 3.22% compared to DFA U.S. Large Cap Value Portfolio (DFLVX) at 2.52%. This indicates that DFSIX's price experiences larger fluctuations and is considered to be riskier than DFLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSIX | DFLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 2.52% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 8.20% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 11.21% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 15.77% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 18.29% | -0.05% |
DFSIX vs. DFLVX - Expense Ratio Comparison
DFSIX has a 0.18% expense ratio, which is lower than DFLVX's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DFSIX vs. DFLVX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 0.84%, less than DFLVX's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.43% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.84% | 0.88% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 1.92% | 1.85% | 2.13% |
Frequently Asked Questions
DFSIX and DFLVX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSIX has higher volatility (3.22%) compared to DFLVX (2.52%). In terms of maximum drawdown, DFSIX dropped -53.77% vs DFLVX's -65.65%.
DFLVX currently has the higher Sharpe Ratio (2.87 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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