DFUSX vs. DFIEX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and DFA International Core Equity Portfolio I (DFIEX).
DFUSX is managed by Dimensional. It was launched on Sep 23, 1999. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFUSX vs. DFIEX - Performance Comparison
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DFUSX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFUSX achieves a -7.05% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DFUSX has outperformed DFIEX with an annualized return of 13.60%, while DFIEX has yielded a comparatively lower 9.31% 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%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DFUSX vs. DFIEX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is lower than DFIEX's 0.24% 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. DFIEX — Risk / Return Rank
DFUSX
DFIEX
DFUSX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.66 | -0.81 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.18 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 2.16 | -1.29 |
Martin ratioReturn relative to average drawdown | 4.25 | 8.72 | -4.48 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.66 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.58 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.57 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.34 | +0.08 |
Correlation
The correlation between DFUSX and DFIEX is 0.79, 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
DFUSX vs. DFIEX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.14%, less than DFIEX's 3.24% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFUSX vs. DFIEX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFUSX and DFIEX.
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Drawdown Indicators
| DFUSX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -62.22% | +7.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -11.01% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -28.66% | +4.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -41.04% | +7.25% |
Current DrawdownCurrent decline from peak | -8.88% | -10.45% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -12.26% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.84% | -0.22% |
Volatility
DFUSX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 4.25%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFUSX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUSX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 6.26% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 10.04% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 15.66% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 15.60% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.32% | +1.71% |