DFUS vs. DFVX

Last updated Jun 4, 2026

DFUS (Dimensional U.S. Equity Market ETF) and DFVX (Dimensional US Large Cap Vector ETF) are both exchange-traded funds - DFUS is a Large Cap Blend Equities fund actively managed by Dimensional, while DFVX is a Large Cap Value Equities fund actively managed by Dimensional. Both are actively managed. Over the past year, DFUS returned 28.63% vs 25.35% for DFVX. Their correlation of 0.92 suggests significant overlap in exposure. DFUS charges 0.09%/yr vs 0.22%/yr for DFVX.

Performance

DFUS vs. DFVX - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with DFUS having a 11.25% return and DFVX slightly higher at 11.34%.

DFUS

• 1D: -0.66%
• 1M: 5.24%
• YTD: 11.25%
• 6M: 11.19%
• 1Y: 28.63%
• 3Y*: 22.42%
• 5Y*: —
• 10Y*: —

DFVX

• 1D: -0.12%
• 1M: 3.43%
• YTD: 11.34%
• 6M: 11.58%
• 1Y: 25.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFUS vs. DFVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFUS Dimensional U.S. Equity Market ETF	11.25%	17.46%	24.34%	11.59%
DFVX Dimensional US Large Cap Vector ETF	11.34%	15.35%	17.72%	9.85%

Correlation

The correlation between DFUS and DFVX is 0.91, 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	0.91
Correlation (All Time) Calculated using the full available price history since Nov 3, 2023	0.92

The correlation between DFUS and DFVX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

DFUS vs. DFVX - Sectors Allocation Comparison

Sectors	DFUS	DFVX
Communication Services	23.5%	14.3%
Financial Services	20.2%	11.9%
Technology	17.4%	19.8%
Consumer Cyclical	13.0%	11.4%
Industrials	9.5%	14.2%
Energy	5.3%	7.4%
Healthcare	4.1%	10.0%
Utilities	3.0%	0.4%
Consumer Defensive	2.6%	7.1%
Basic Materials	1.1%	3.2%
Real Estate	0.0%	0.1%

Return for Risk

DFUS vs. DFVX — Risk / Return Rank

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

DFUS

DFUS Risk / Return Rank: 69
DFUS Sharpe Ratio Rank: 70
DFUS Sortino Ratio Rank: 69
DFUS Omega Ratio Rank: 69
DFUS Calmar Ratio Rank: 63
DFUS Martin Ratio Rank: 75

DFVX

DFVX Risk / Return Rank: 73
DFVX Sharpe Ratio Rank: 72
DFVX Sortino Ratio Rank: 73
DFVX Omega Ratio Rank: 71
DFVX Calmar Ratio Rank: 71
DFVX Martin Ratio Rank: 79

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. DFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity Market ETF (DFUS) and Dimensional US Large Cap Vector ETF (DFVX). 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	DFVX	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.37	-0.01
Sortino ratio: Return per unit of downside risk	3.22	3.32	-0.11
Omega ratio: Gain probability vs. loss probability	1.42	1.43	0.00
Calmar ratio: Return relative to maximum drawdown	3.21	3.55	-0.34
Martin ratio: Return relative to average drawdown	14.70	15.51	-0.81
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. DFVX - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 2.35, which is comparable to the DFVX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of DFUS and DFVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFUS	DFVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.37	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	1.60	-0.82

Drawdowns

DFUS vs. DFVX - Drawdown Comparison

The maximum DFUS drawdown since its inception was -24.62%, which is greater than DFVX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for DFUS and DFVX.

Drawdown Indicators

	DFUS	DFVX	Difference
Max Drawdown Largest peak-to-trough decline	-24.62%	-16.71%	-7.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-7.17%	-1.79%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	—	—
Current Drawdown Current decline from peak	-0.66%	-0.20%	-0.46%
Average Drawdown Average peak-to-trough decline	-5.82%	-1.79%	-4.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	1.64%	+0.31%

Volatility

DFUS vs. DFVX - Volatility Comparison

Dimensional U.S. Equity Market ETF (DFUS) has a higher volatility of 3.07% compared to Dimensional US Large Cap Vector ETF (DFVX) at 2.41%. This indicates that DFUS's price experiences larger fluctuations and is considered to be riskier than DFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUS	DFVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	2.41%	+0.66%
Volatility (6M) Calculated over the trailing 6-month period	9.18%	8.01%	+1.17%
Volatility (1Y) Calculated over the trailing 1-year period	12.23%	10.77%	+1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	13.66%	+3.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	13.66%	+3.55%

DFUS vs. DFVX - Expense Ratio Comparison

DFUS has a 0.09% expense ratio, which is lower than DFVX's 0.22% 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%.

Dividends

DFUS vs. DFVX - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 0.83%, less than DFVX's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.83%	0.88%	1.04%	1.33%	1.48%	0.85%
DFVX Dimensional US Large Cap Vector ETF	1.17%	1.21%	1.22%	0.32%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFUS and DFVX in my portfolio?

With a correlation of 0.91, DFUS and DFVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DFUS or DFVX?

DFUS has higher volatility (3.07%) compared to DFVX (2.41%). In terms of maximum drawdown, DFUS dropped -24.62% vs DFVX's -16.71%.

Which ETF is better, DFUS or DFVX?

On 1-year performance, DFUS leads with 28.63% vs 25.35% for DFVX. On fees, DFUS is cheaper at 0.09% per year. On volatility, DFVX has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUS or DFVX?

Over the 1-year period, DFUS has performed better with a 28.63% return vs 25.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUS or DFVX?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.22% for DFVX.

Which ETF pays a higher dividend yield, DFUS or DFVX?

DFVX has the higher dividend yield at 1.17%, compared with 0.83% for DFUS.

What is the main difference between DFUS and DFVX?

DFUS is categorized as Large Cap Blend Equities, while DFVX is Large Cap Value Equities. Their fees differ too: 0.09% for DFUS and 0.22% for DFVX.

Which has better risk-adjusted returns?

DFVX currently has the higher Sharpe Ratio (2.37 vs 2.35), 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.