DFTEX vs. DFUSX
DFTEX (DFA Intermediate-Term Extended Quality Portfolio Fund) and DFUSX (DFA U.S. Large Company Portfolio) are both mutual funds - DFTEX is a Corporate Bonds fund managed by Dimensional, while DFUSX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, DFTEX returned 2.08%/yr vs 15.01%/yr for DFUSX. Their -0.06 correlation means they have often moved in opposite directions in the past. DFTEX charges 0.20%/yr vs 0.08%/yr for DFUSX.
Performance
DFTEX vs. DFUSX - Performance Comparison
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Returns By Period
In the year-to-date period, DFTEX achieves a -0.32% return, which is significantly lower than DFUSX's 10.14% return. Over the past 10 years, DFTEX has underperformed DFUSX with an annualized return of 2.08%, while DFUSX has yielded a comparatively higher 15.01% annualized return.
DFTEX
- 1D
- -0.21%
- 1M
- -1.56%
- 6M
- -0.71%
- YTD
- -0.32%
- 1Y
- 2.28%
- 3Y*
- 5.39%
- 5Y*
- -0.09%
- 10Y*
- 2.08%
- ALL TIME*
- 2.57%
DFUSX
- 1D
- 0.71%
- 1M
- 0.14%
- 6M
- 7.98%
- YTD
- 10.14%
- 1Y
- 21.43%
- 3Y*
- 19.37%
- 5Y*
- 12.79%
- 10Y*
- 15.01%
- ALL TIME*
- 8.68%
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 |
DFTEX vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | -0.32% | 7.70% | 2.89% | 9.61% | -16.28% | -2.05% | 10.26% | 13.38% | -2.10% | 5.20% |
DFUSX DFA U.S. Large Company Portfolio | 10.14% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
Correlation
The correlation between DFTEX and DFUSX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | -0.06 |
The correlation between DFTEX and DFUSX shifts across timeframes, from -0.06 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DFTEX vs. DFUSX — Risk / Return Rank
DFTEX
DFUSX
DFTEX vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) and DFA U.S. Large Company Portfolio (DFUSX). 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.
| DFTEX | DFUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.28 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 2.23 | -1.28 |
| Martin ratioReturn relative to average drawdown | 2.79 | 9.56 | -6.77 |
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Drawdowns
DFTEX vs. DFUSX - Drawdown Comparison
The maximum DFTEX drawdown since its inception was -22.83%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DFTEX and DFUSX.
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Drawdown Indicators
| DFTEX | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.83% | -54.96% | +32.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -8.88% | +5.66% |
Max Drawdown (3Y)Largest decline over 3 years | -4.50% | -18.76% | +14.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.56% | -24.58% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -22.83% | -33.79% | +10.96% |
Current DrawdownCurrent decline from peak | -2.10% | -1.40% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -10.55% | +6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 2.06% | -0.98% |
Volatility
DFTEX vs. DFUSX - Volatility Comparison
The current volatility for DFA Intermediate-Term Extended Quality Portfolio Fund (DFTEX) is 1.04%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 3.52%. This indicates that DFTEX experiences smaller price fluctuations and is considered to be less risky than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFTEX | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 3.52% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 3.27% | 10.14% | -6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.16% | 12.61% | -8.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 16.98% | -10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 18.07% | -12.19% |
DFTEX vs. DFUSX - Expense Ratio Comparison
DFTEX has a 0.20% expense ratio, which is higher than DFUSX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DFTEX vs. DFUSX - Dividend Comparison
DFTEX's dividend yield for the trailing twelve months is around 5.19%, more than DFUSX's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFTEX DFA Intermediate-Term Extended Quality Portfolio Fund | 5.19% | 4.30% | 4.27% | 3.79% | 3.25% | 4.12% | 3.31% | 3.06% | 3.24% | 2.91% | 2.88% | 3.90% |
DFUSX DFA U.S. Large Company Portfolio | 0.99% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
Frequently Asked Questions
DFTEX and DFUSX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFUSX has higher volatility (3.52%) compared to DFTEX (1.04%). In terms of maximum drawdown, DFTEX dropped -22.83% vs DFUSX's -54.96%.
DFUSX currently has the higher Sharpe Ratio (1.57 vs 0.73), 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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