DFSIX vs. DUSLX

Last updated Jun 24, 2026

DFSIX (DFA U.S. Sustainability Core 1 Portfolio) and DUSLX (DFA U.S. Large Cap Growth Portfolio) are both mutual funds - DFSIX is a Large Cap Blend Equities fund managed by Dimensional, while DUSLX is a Large Cap Growth Equities fund managed by Dimensional. Over the past 10 years, DFSIX returned 15.19%/yr vs 15.94%/yr for DUSLX. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.

Performance

DFSIX vs. DUSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFSIX achieves a 6.55% return, which is significantly lower than DUSLX's 10.11% return. Both investments have delivered pretty close results over the past 10 years, with DFSIX having a 15.19% annualized return and DUSLX not far ahead at 15.94%.

DFSIX

• 1D: -0.43%
• 1M: 0.43%
• YTD: 6.55%
• 6M: 5.28%
• 1Y: 22.09%
• 3Y*: 19.56%
• 5Y*: 11.76%
• 10Y*: 15.19%

DUSLX

• 1D: -0.23%
• 1M: 2.49%
• YTD: 10.11%
• 6M: 9.16%
• 1Y: 19.29%
• 3Y*: 19.71%
• 5Y*: 13.23%
• 10Y*: 15.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFSIX vs. DUSLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFSIX DFA U.S. Sustainability Core 1 Portfolio	6.55%	15.92%	23.19%	25.70%	-17.85%	27.38%	21.25%	32.52%	-6.72%	20.80%
DUSLX DFA U.S. Large Cap Growth Portfolio	10.11%	12.62%	23.82%	24.97%	-15.58%	26.43%	21.83%	32.17%	-1.98%	25.05%

Correlation

The correlation between DFSIX and DUSLX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.94

The correlation between DFSIX and DUSLX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

Return for Risk

DFSIX vs. DUSLX — Risk / Return Rank

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

DFSIX

DFSIX Risk / Return Rank: 44
DFSIX Sharpe Ratio Rank: 44
DFSIX Sortino Ratio Rank: 43
DFSIX Omega Ratio Rank: 41
DFSIX Calmar Ratio Rank: 40
DFSIX Martin Ratio Rank: 50

DUSLX

DUSLX Risk / Return Rank: 40
DUSLX Sharpe Ratio Rank: 38
DUSLX Sortino Ratio Rank: 39
DUSLX Omega Ratio Rank: 38
DUSLX Calmar Ratio Rank: 37
DUSLX Martin Ratio Rank: 47

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.

DFSIX vs. DUSLX - 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 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.

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	DUSLX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.67	+0.13
Sortino ratio: Return per unit of downside risk	2.54	2.42	+0.13
Omega ratio: Gain probability vs. loss probability	1.32	1.30	+0.01
Calmar ratio: Return relative to maximum drawdown	2.27	2.18	+0.10
Martin ratio: Return relative to average drawdown	9.74	9.29	+0.45

DFSIX vs. DUSLX - Sharpe Ratio Comparison

The current DFSIX Sharpe Ratio is 1.80, which is comparable to the DUSLX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of DFSIX and DUSLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFSIX vs. DUSLX - Drawdown Comparison

The maximum DFSIX drawdown since its inception was -53.77%, 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.

Drawdown Indicators

	DFSIX	DUSLX	Difference
Max Drawdown Largest peak-to-trough decline	-53.77%	-30.86%	-22.91%
Max Drawdown (1Y) Largest decline over 1 year	-10.36%	-9.48%	-0.88%
Max Drawdown (3Y) Largest decline over 3 years	-20.13%	-18.15%	-1.98%
Max Drawdown (5Y) Largest decline over 5 years	-25.16%	-24.83%	-0.33%
Max Drawdown (10Y) Largest decline over 10 years	-35.68%	-30.86%	-4.82%
Current Drawdown Current decline from peak	-1.24%	-0.36%	-0.88%
Average Drawdown Average peak-to-trough decline	-6.88%	-3.61%	-3.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	2.21%	+0.19%

Volatility

DFSIX vs. DUSLX - Volatility Comparison

DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX) have volatilities of 4.32% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFSIX	DUSLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.32%	4.45%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	10.35%	10.14%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	13.11%	12.36%	+0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	16.63%	+1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	17.26%	+1.05%

DFSIX vs. DUSLX - Expense Ratio Comparison

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%.

Dividends

DFSIX vs. DUSLX - Dividend Comparison

DFSIX's dividend yield for the trailing twelve months is around 0.84%, more than DUSLX's 0.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DUSLX DFA U.S. Large Cap Growth Portfolio	0.82%	0.88%	1.02%	1.84%	8.37%	6.98%	1.42%	2.41%	4.65%	1.36%	1.72%	1.69%

Frequently Asked Questions

Can I hold both DFSIX and DUSLX in my portfolio?

DFSIX and DUSLX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFSIX or DUSLX?

DUSLX has higher volatility (4.45%) compared to DFSIX (4.32%). In terms of maximum drawdown, DFSIX dropped -53.77% vs DUSLX's -30.86%.

Which has better risk-adjusted returns?

DFSIX currently has the higher Sharpe Ratio (1.80 vs 1.67), 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.