DFSIX vs. DUSLX

In the year-to-date period, DFSIX achieves a -4.53% return, which is significantly lower than DUSLX's -1.97% return. Both investments have delivered pretty close results over the past 10 years, with DFSIX having a 11.25% annualized return and DUSLX not far ahead at 11.30%.

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Both DFSIX and DUSLX have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

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 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.

The current DFSIX Sharpe Ratio is 0.40, which is lower than the DUSLX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of DFSIX 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.

DFSIX's dividend yield for the trailing twelve months is around 1.03%, which matches DUSLX's 1.04% yield.

The maximum DFSIX drawdown since its inception was -53.65%, which is greater than DUSLX's maximum drawdown of -30.86%. Use the drawdown chart below to compare losses from any high point for DFSIX and DUSLX. For additional features, visit the drawdowns tool.