DFSIX vs. POGRX

Last updated Jul 14, 2026

DFSIX (DFA U.S. Sustainability Core 1 Portfolio) and POGRX (PRIMECAP Odyssey Growth Fund) are both Large Cap Blend Equities funds. Over the past 10 years, DFSIX returned 14.86%/yr vs 17.30%/yr for POGRX. Their correlation of 0.91 suggests significant overlap in exposure. DFSIX charges 0.18%/yr vs 0.66%/yr for POGRX.

Performance

DFSIX vs. POGRX - Performance Comparison

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

Returns By Period

In the year-to-date period, DFSIX achieves a 9.57% return, which is significantly lower than POGRX's 27.40% return. Over the past 10 years, DFSIX has underperformed POGRX with an annualized return of 14.86%, while POGRX has yielded a comparatively higher 17.30% annualized return.

DFSIX

• 1D: 0.53%
• 1M: 2.89%
• 6M: 6.94%
• YTD: 9.57%
• 1Y: 20.33%
• 3Y*: 19.46%
• 5Y*: 11.79%
• 10Y*: 14.86%

POGRX

• 1D: -0.64%
• 1M: 0.88%
• 6M: 20.95%
• YTD: 27.40%
• 1Y: 54.93%
• 3Y*: 28.23%
• 5Y*: 15.63%
• 10Y*: 17.30%

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

DFSIX vs. POGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFSIX DFA U.S. Sustainability Core 1 Portfolio	9.57%	15.92%	23.19%	25.70%	-17.85%	27.38%	21.25%	32.52%	-6.72%	20.80%
POGRX PRIMECAP Odyssey Growth Fund	27.40%	32.99%	13.09%	23.85%	-14.61%	18.81%	17.05%	23.98%	-4.56%	32.07%

Correlation

The correlation between DFSIX and POGRX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Mar 13, 2008	0.91

The correlation between DFSIX and POGRX shifts across timeframes, from 0.76 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DFSIX vs. POGRX — 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: 46
DFSIX Sortino Ratio Rank: 45
DFSIX Omega Ratio Rank: 42
DFSIX Calmar Ratio Rank: 39
DFSIX Martin Ratio Rank: 50

POGRX

POGRX Risk / Return Rank: 90
POGRX Sharpe Ratio Rank: 94
POGRX Sortino Ratio Rank: 88
POGRX Omega Ratio Rank: 85
POGRX Calmar Ratio Rank: 90
POGRX Martin Ratio Rank: 93

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. POGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and PRIMECAP Odyssey Growth Fund (POGRX). 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	POGRX	Difference
Sharpe ratio: Return per unit of total volatility	1.52	2.64	-1.13
Sortino ratio: Return per unit of downside risk	2.18	3.50	-1.32
Omega ratio: Gain probability vs. loss probability	1.27	1.46	-0.20
Calmar ratio: Return relative to maximum drawdown	1.91	3.74	-1.83
Martin ratio: Return relative to average drawdown	8.15	15.35	-7.19

DFSIX vs. POGRX - Sharpe Ratio Comparison

The current DFSIX Sharpe Ratio is 1.52, which is lower than the POGRX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of DFSIX and POGRX, 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. POGRX - Drawdown Comparison

The maximum DFSIX drawdown since its inception was -53.77%, roughly equal to the maximum POGRX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for DFSIX and POGRX.

Drawdown Indicators

	DFSIX	POGRX	Difference
Max Drawdown Largest peak-to-trough decline	-53.77%	-51.63%	-2.14%
Max Drawdown (1Y) Largest decline over 1 year	-10.36%	-14.40%	+4.04%
Max Drawdown (3Y) Largest decline over 3 years	-20.13%	-22.13%	+2.00%
Max Drawdown (5Y) Largest decline over 5 years	-25.16%	-26.85%	+1.69%
Max Drawdown (10Y) Largest decline over 10 years	-35.68%	-35.29%	-0.39%
Current Drawdown Current decline from peak	0.00%	-4.82%	+4.82%
Average Drawdown Average peak-to-trough decline	-6.86%	-7.11%	+0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	3.50%	-1.09%

Volatility

DFSIX vs. POGRX - Volatility Comparison

The current volatility for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) is 3.92%, while PRIMECAP Odyssey Growth Fund (POGRX) has a volatility of 9.27%. This indicates that DFSIX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFSIX	POGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	9.27%	-5.35%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	17.35%	-6.99%
Volatility (1Y) Calculated over the trailing 1-year period	13.04%	20.37%	-7.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.63%	20.07%	-2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.22%	20.58%	-2.36%

DFSIX vs. POGRX - Expense Ratio Comparison

DFSIX has a 0.18% expense ratio, which is lower than POGRX's 0.66% expense ratio.

Dividends

DFSIX vs. POGRX - Dividend Comparison

DFSIX's dividend yield for the trailing twelve months is around 0.84%, less than POGRX's 19.54% 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%
POGRX PRIMECAP Odyssey Growth Fund	19.54%	24.89%	20.79%	13.28%	12.36%	13.68%	12.50%	5.13%	2.45%	1.54%	5.83%	1.29%

Frequently Asked Questions

Can I hold both DFSIX and POGRX in my portfolio?

DFSIX and POGRX have a correlation of 0.76, 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 POGRX?

POGRX has higher volatility (9.27%) compared to DFSIX (3.92%). In terms of maximum drawdown, DFSIX dropped -53.77% vs POGRX's -51.63%.

Which has better risk-adjusted returns?

POGRX currently has the higher Sharpe Ratio (2.64 vs 1.52), 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.