DFUSX vs. DFEOX

Last updated Aug 2, 2026

DFUSX (DFA U.S. Large Company Portfolio) and DFEOX (DFA US Core Equity 1 Portfolio I) are both Large Cap Blend Equities funds from Dimensional. Over the past 10 years, DFUSX returned 14.86%/yr vs 14.11%/yr for DFEOX. Their 0.97 correlation means they have historically moved very closely together. DFUSX charges 0.08%/yr vs 0.14%/yr for DFEOX.

Performance

DFUSX vs. DFEOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Company Portfolio (DFUSX) and DFA US Core Equity 1 Portfolio I (DFEOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFUSX achieves a 9.37% return, which is significantly lower than DFEOX's 11.80% return. Over the past 10 years, DFUSX has outperformed DFEOX with an annualized return of 14.86%, while DFEOX has yielded a comparatively lower 14.11% annualized return.

DFUSX

• 1D: 1.67%
• 1M: -0.56%
• 6M: 7.80%
• YTD: 9.37%
• 1Y: 20.58%
• 3Y*: 18.99%
• 5Y*: 12.63%
• 10Y*: 14.86%
• ALL TIME*: 8.65%

DFEOX

• 1D: 1.21%
• 1M: 0.00%
• 6M: 9.03%
• YTD: 11.80%
• 1Y: 22.86%
• 3Y*: 18.05%
• 5Y*: 12.12%
• 10Y*: 14.11%
• ALL TIME*: 10.69%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFEOX DFA US Core Equity 1 Portfolio I	$0.00	$0.00	$0.00
DFUSX DFA U.S. Large Company Portfolio	$0.00	$0.00	$0.00

DFUSX vs. DFEOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFUSX DFA U.S. Large Company Portfolio	9.37%	17.76%	24.91%	26.28%	-18.14%	28.53%	18.41%	32.08%	-4.45%	21.04%
DFEOX DFA US Core Equity 1 Portfolio I	11.80%	16.00%	21.35%	22.97%	-14.99%	27.51%	16.44%	30.20%	-7.81%	20.26%

Correlation

The correlation between DFUSX and DFEOX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.97
Correlation (3Y) Balances recent behavior with more history.	0.97
Correlation (5Y) Shows whether the relationship held over a longer period.	0.98
Correlation (10Y) Provides a long-term view across more market conditions.	0.97
Correlation (All Time) Calculated using the full available price history since Sep 16, 2005	0.97

The correlation between DFUSX and DFEOX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

DFUSX vs. DFEOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFUSX

DFUSX Risk / Return Rank: 65
DFUSX Sharpe Ratio Rank: 63
DFUSX Sortino Ratio Rank: 61
DFUSX Omega Ratio Rank: 60
DFUSX Calmar Ratio Rank: 65
DFUSX Martin Ratio Rank: 76

DFEOX

DFEOX Risk / Return Rank: 78
DFEOX Sharpe Ratio Rank: 76
DFEOX Sortino Ratio Rank: 74
DFEOX Omega Ratio Rank: 72
DFEOX Calmar Ratio Rank: 79
DFEOX Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFUSX vs. DFEOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.

	DFUSX	DFEOX	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.73	-0.26
Sortino ratio: Return per unit of downside risk	2.08	2.45	-0.37
Omega ratio: Gain probability vs. loss probability	1.26	1.31	-0.05
Calmar ratio: Return relative to maximum drawdown	2.08	2.51	-0.43
Martin ratio: Return relative to average drawdown	8.94	11.08	-2.14

DFUSX vs. DFEOX - Sharpe Ratio Comparison

The current DFUSX Sharpe Ratio is 1.47, which is comparable to the DFEOX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of DFUSX and DFEOX, 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

DFUSX vs. DFEOX - Drawdown Comparison

The maximum DFUSX drawdown since its inception was -54.96%, roughly equal to the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFUSX and DFEOX.

Drawdown Indicators

	DFUSX	DFEOX	Difference
Max Drawdown Largest peak-to-trough decline	-54.96%	-56.77%	+1.81%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-8.28%	-0.60%
Max Drawdown (3Y) Largest decline over 3 years	-18.76%	-19.24%	+0.48%
Max Drawdown (5Y) Largest decline over 5 years	-24.58%	-22.86%	-1.72%
Max Drawdown (10Y) Largest decline over 10 years	-33.79%	-36.55%	+2.76%
Current Drawdown Current decline from peak	-2.09%	-0.95%	-1.14%
Average Drawdown Average peak-to-trough decline	-10.55%	-7.14%	-3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	1.87%	+0.19%

Volatility

DFUSX vs. DFEOX - Volatility Comparison

DFA U.S. Large Company Portfolio (DFUSX) has a higher volatility of 3.45% compared to DFA US Core Equity 1 Portfolio I (DFEOX) at 2.92%. This indicates that DFUSX's price experiences larger fluctuations and is considered to be riskier than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUSX	DFEOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	2.92%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	10.12%	9.40%	+0.72%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	12.03%	+0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.99%	16.91%	+0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.07%	17.96%	+0.11%

DFUSX vs. DFEOX - Expense Ratio Comparison

DFUSX has a 0.08% expense ratio, which is lower than DFEOX'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%.

Dividends

DFUSX vs. DFEOX - Dividend Comparison

DFUSX's dividend yield for the trailing twelve months is around 0.99%, more than DFEOX's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFEOX DFA US Core Equity 1 Portfolio I	0.98%	1.06%	1.13%	1.43%	4.08%	3.69%	1.36%	3.02%	2.37%	1.61%	1.61%	2.98%
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

Can I hold both DFUSX and DFEOX in my portfolio?

With a correlation of 0.97, DFUSX and DFEOX 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, DFUSX or DFEOX?

DFUSX has higher volatility (3.45%) compared to DFEOX (2.92%). In terms of maximum drawdown, DFUSX dropped -54.96% vs DFEOX's -56.77%.

Which has better risk-adjusted returns?

DFEOX currently has the higher Sharpe Ratio (1.73 vs 1.47), 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.