DFUS vs. DFUVX

Last updated Apr 1, 2026

Compare and contrast key facts about Dimensional U.S. Equity ETF (DFUS) and DFA U.S. Large Cap Value III Portfolio (DFUVX).

DFUS is an actively managed fund by Dimensional. It was launched on Jun 14, 2021. DFUVX is managed by Dimensional. It was launched on Feb 2, 1995.

Performance

DFUS vs. DFUVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Equity ETF (DFUS) and DFA U.S. Large Cap Value III Portfolio (DFUVX). The values are adjusted to include any dividend payments, if applicable.

DFUS vs. DFUVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity ETF	-4.17%	17.46%	24.34%	26.36%	-18.34%	11.90%
DFUVX DFA U.S. Large Cap Value III Portfolio	2.17%	15.83%	12.87%	11.65%	-5.73%	0.81%

Returns By Period

In the year-to-date period, DFUS achieves a -4.17% return, which is significantly lower than DFUVX's 2.17% return.

DFUS

• 1D: 2.93%
• 1M: -4.98%
• YTD: -4.17%
• 6M: -1.67%
• 1Y: 18.39%
• 3Y*: 18.19%
• 5Y*: —
• 10Y*: —

DFUVX

• 1D: -0.52%
• 1M: -5.53%
• YTD: 2.17%
• 6M: 6.85%
• 1Y: 16.29%
• 3Y*: 14.07%
• 5Y*: 8.50%
• 10Y*: 10.31%

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

DFUS vs. DFUVX - Expense Ratio Comparison

DFUS has a 0.11% expense ratio, which is lower than DFUVX's 0.14% 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%.

DFUVX

DFA U.S. Large Cap Value III Portfolio

DFUS

Dimensional U.S. Equity ETF

Return for Risk

DFUS vs. DFUVX — Risk / Return Rank

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

DFUS

DFUS Risk / Return Rank: 66
DFUS Sharpe Ratio Rank: 60
DFUS Sortino Ratio Rank: 63
DFUS Omega Ratio Rank: 66
DFUS Calmar Ratio Rank: 65
DFUS Martin Ratio Rank: 75

DFUVX

DFUVX Risk / Return Rank: 55
DFUVX Sharpe Ratio Rank: 60
DFUVX Sortino Ratio Rank: 61
DFUVX Omega Ratio Rank: 62
DFUVX Calmar Ratio Rank: 44
DFUVX 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.

DFUS vs. DFUVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity ETF (DFUS) and DFA U.S. Large Cap Value III Portfolio (DFUVX). 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.

	DFUS	DFUVX	Difference
Sharpe ratio Return per unit of total volatility	1.00	1.07	-0.07
Sortino ratio Return per unit of downside risk	1.52	1.54	-0.03
Omega ratio Gain probability vs. loss probability	1.23	1.23	0.00
Calmar ratio Return relative to maximum drawdown	1.54	1.11	+0.43
Martin ratio Return relative to average drawdown	7.30	4.72	+2.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFUS vs. DFUVX - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 1.00, which is comparable to the DFUVX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of DFUS and DFUVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFUS	DFUVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	1.07	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.43	+0.18

Correlation

The correlation between DFUS and DFUVX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DFUS vs. DFUVX - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 0.97%, less than DFUVX's 1.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUS Dimensional U.S. Equity ETF	0.97%	0.88%	1.04%	1.33%	1.48%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DFUVX DFA U.S. Large Cap Value III Portfolio	1.71%	1.31%	1.94%	5.68%	5.84%	1.77%	2.09%	5.04%	9.79%	7.99%	4.90%	8.03%

Drawdowns

DFUS vs. DFUVX - Drawdown Comparison

The maximum DFUS drawdown since its inception was -24.62%, smaller than the maximum DFUVX drawdown of -65.60%. Use the drawdown chart below to compare losses from any high point for DFUS and DFUVX.

Drawdown Indicators

	DFUS	DFUVX	Difference
Max Drawdown Largest peak-to-trough decline	-24.62%	-65.60%	+40.98%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-12.26%	-0.05%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.33%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.76%	—
Current Drawdown Current decline from peak	-6.29%	-5.85%	-0.44%
Average Drawdown Average peak-to-trough decline	-6.00%	-9.90%	+3.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	3.09%	-0.49%

Volatility

DFUS vs. DFUVX - Volatility Comparison

Dimensional U.S. Equity ETF (DFUS) has a higher volatility of 5.45% compared to DFA U.S. Large Cap Value III Portfolio (DFUVX) at 3.56%. This indicates that DFUS's price experiences larger fluctuations and is considered to be riskier than DFUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUS	DFUVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	3.56%	+1.89%
Volatility (6M) Calculated over the trailing 6-month period	9.77%	8.35%	+1.42%
Volatility (1Y) Calculated over the trailing 1-year period	18.53%	16.48%	+2.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.38%	15.99%	+1.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.38%	18.41%	-1.03%