DFUSX vs. DFGBX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and DFA Five Year Global Fixed Income Portfolio (DFGBX).
DFUSX is managed by Dimensional. It was launched on Sep 23, 1999. DFGBX is managed by Dimensional. It was launched on Nov 5, 1990.
Performance
DFUSX vs. DFGBX - Performance Comparison
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DFUSX vs. DFGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | -7.05% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 0.15% | 3.13% | 5.37% | 5.00% | -6.63% | -1.03% | 1.52% | 4.04% | 1.68% | 0.88% |
Returns By Period
In the year-to-date period, DFUSX achieves a -7.05% return, which is significantly lower than DFGBX's 0.15% return. Over the past 10 years, DFUSX has outperformed DFGBX with an annualized return of 13.60%, while DFGBX has yielded a comparatively lower 1.22% annualized return.
DFUSX
- 1D
- -0.40%
- 1M
- -7.66%
- YTD
- -7.05%
- 6M
- -4.63%
- 1Y
- 14.38%
- 3Y*
- 17.12%
- 5Y*
- 11.34%
- 10Y*
- 13.60%
DFGBX
- 1D
- 0.25%
- 1M
- -1.13%
- YTD
- 0.15%
- 6M
- 1.02%
- 1Y
- 2.16%
- 3Y*
- 4.06%
- 5Y*
- 1.09%
- 10Y*
- 1.22%
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DFUSX vs. DFGBX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is lower than DFGBX's 0.23% 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%.
Return for Risk
DFUSX vs. DFGBX — Risk / Return Rank
DFUSX
DFGBX
DFUSX vs. DFGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and DFA Five Year Global Fixed Income Portfolio (DFGBX). 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.
| DFUSX | DFGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.33 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.56 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.47 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.64 | -0.77 |
Martin ratioReturn relative to average drawdown | 4.25 | 5.29 | -1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFUSX | DFGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.33 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.51 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.63 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.74 | -0.31 |
Correlation
The correlation between DFUSX and DFGBX is -0.19. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DFUSX vs. DFGBX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.14%, less than DFGBX's 3.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 1.14% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
DFGBX DFA Five Year Global Fixed Income Portfolio | 3.47% | 2.91% | 4.69% | 3.61% | 1.63% | 0.73% | 0.03% | 2.30% | 4.74% | 0.89% | 1.16% | 1.72% |
Drawdowns
DFUSX vs. DFGBX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than DFGBX's maximum drawdown of -9.63%. Use the drawdown chart below to compare losses from any high point for DFUSX and DFGBX.
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Drawdown Indicators
| DFUSX | DFGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -9.63% | -45.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -1.38% | -10.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -9.63% | -14.95% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -9.63% | -24.16% |
Current DrawdownCurrent decline from peak | -8.88% | -1.13% | -7.75% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -0.94% | -9.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 0.43% | +2.19% |
Volatility
DFUSX vs. DFGBX - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) has a higher volatility of 4.25% compared to DFA Five Year Global Fixed Income Portfolio (DFGBX) at 0.76%. This indicates that DFUSX's price experiences larger fluctuations and is considered to be riskier than DFGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUSX | DFGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 0.76% | +3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 0.97% | +7.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 1.64% | +16.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 2.16% | +14.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 1.93% | +16.10% |