DFUSX vs. DFEQX

Last updated Jun 13, 2026

DFUSX (DFA U.S. Large Company Portfolio) and DFEQX (DFA Short-Term Extended Quality Portfolio) are both mutual funds - DFUSX is a Large Cap Blend Equities fund managed by Dimensional, while DFEQX is a Short-Term Bond fund managed by Dimensional. Over the past 10 years, DFUSX returned 15.30%/yr vs 1.93%/yr for DFEQX. At a correlation of -0.05, they often move in opposite directions. DFUSX charges 0.08%/yr vs 0.19%/yr for DFEQX.

Performance

DFUSX vs. DFEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Company Portfolio (DFUSX) and DFA Short-Term Extended Quality Portfolio (DFEQX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFUSX achieves a 8.57% return, which is significantly higher than DFEQX's 1.50% return. Over the past 10 years, DFUSX has outperformed DFEQX with an annualized return of 15.30%, while DFEQX has yielded a comparatively lower 1.93% annualized return.

DFUSX

• 1D: 1.80%
• 1M: -0.12%
• YTD: 8.57%
• 6M: 8.90%
• 1Y: 25.09%
• 3Y*: 20.99%
• 5Y*: 13.26%
• 10Y*: 15.30%

DFEQX

• 1D: 0.19%
• 1M: 0.62%
• YTD: 1.50%
• 6M: 1.79%
• 1Y: 3.70%
• 3Y*: 4.87%
• 5Y*: 2.03%
• 10Y*: 1.93%

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

DFUSX vs. DFEQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFUSX DFA U.S. Large Company Portfolio	8.57%	17.76%	24.91%	26.28%	-18.14%	28.53%	18.41%	32.08%	-4.45%	21.04%
DFEQX DFA Short-Term Extended Quality Portfolio	1.50%	4.27%	5.50%	5.44%	-5.18%	-0.60%	2.24%	4.51%	1.34%	1.51%

Correlation

The correlation between DFUSX and DFEQX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012	-0.05

The correlation between DFUSX and DFEQX shifts across timeframes, from -0.05 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

DFUSX vs. DFEQX — Risk / Return Rank

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

DFUSX

DFUSX Risk / Return Rank: 74
DFUSX Sharpe Ratio Rank: 74
DFUSX Sortino Ratio Rank: 71
DFUSX Omega Ratio Rank: 70
DFUSX Calmar Ratio Rank: 74
DFUSX Martin Ratio Rank: 84

DFEQX

DFEQX Risk / Return Rank: 97
DFEQX Sharpe Ratio Rank: 98
DFEQX Sortino Ratio Rank: 98
DFEQX Omega Ratio Rank: 98
DFEQX Calmar Ratio Rank: 95
DFEQX Martin Ratio Rank: 96

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.

DFUSX vs. DFEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and DFA Short-Term Extended Quality Portfolio (DFEQX). 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	DFEQX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	3.53	-1.50
Sortino ratio: Return per unit of downside risk	2.79	5.64	-2.86
Omega ratio: Gain probability vs. loss probability	1.36	2.08	-0.72
Calmar ratio: Return relative to maximum drawdown	2.76	5.07	-2.32
Martin ratio: Return relative to average drawdown	12.54	21.16	-8.62

DFUSX vs. DFEQX - Sharpe Ratio Comparison

The current DFUSX Sharpe Ratio is 2.03, which is lower than the DFEQX Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of DFUSX and DFEQX, 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. DFEQX - Drawdown Comparison

The maximum DFUSX drawdown since its inception was -54.96%, which is greater than DFEQX's maximum drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for DFUSX and DFEQX.

Drawdown Indicators

	DFUSX	DFEQX	Difference
Max Drawdown Largest peak-to-trough decline	-54.96%	-8.40%	-46.56%
Max Drawdown (1Y) Largest decline over 1 year	-8.88%	-0.76%	-8.12%
Max Drawdown (3Y) Largest decline over 3 years	-18.76%	-1.16%	-17.60%
Max Drawdown (5Y) Largest decline over 5 years	-24.58%	-8.40%	-16.18%
Max Drawdown (10Y) Largest decline over 10 years	-33.79%	-8.40%	-25.39%
Current Drawdown Current decline from peak	-2.81%	0.00%	-2.81%
Average Drawdown Average peak-to-trough decline	-10.59%	-0.95%	-9.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	0.18%	+1.76%

Volatility

DFUSX vs. DFEQX - Volatility Comparison

DFA U.S. Large Company Portfolio (DFUSX) has a higher volatility of 4.46% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.46%. This indicates that DFUSX's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUSX	DFEQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	0.46%	+4.00%
Volatility (6M) Calculated over the trailing 6-month period	9.73%	0.91%	+8.82%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	1.10%	+10.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.95%	2.08%	+14.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.10%	1.69%	+16.41%

DFUSX vs. DFEQX - Expense Ratio Comparison

DFUSX has a 0.08% expense ratio, which is lower than DFEQX's 0.19% 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. DFEQX - Dividend Comparison

DFUSX's dividend yield for the trailing twelve months is around 0.98%, less than DFEQX's 4.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFEQX DFA Short-Term Extended Quality Portfolio	4.12%	3.62%	4.40%	3.34%	1.78%	1.05%	0.47%	2.18%	3.14%	1.51%	1.59%	1.72%
DFUSX DFA U.S. Large Company Portfolio	0.98%	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 DFEQX in my portfolio?

DFUSX and DFEQX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUSX or DFEQX?

DFUSX has higher volatility (4.46%) compared to DFEQX (0.46%). In terms of maximum drawdown, DFUSX dropped -54.96% vs DFEQX's -8.40%.

Which has better risk-adjusted returns?

DFEQX currently has the higher Sharpe Ratio (3.53 vs 2.03), 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.