DFUSX vs. DFSVX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DFUSX is managed by Dimensional. It was launched on Sep 23, 1999. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DFUSX vs. DFSVX - Performance Comparison
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DFUSX vs. DFSVX - 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DFUSX achieves a -7.05% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DFUSX has outperformed DFSVX with an annualized return of 13.60%, while DFSVX has yielded a comparatively lower 10.61% 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%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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DFUSX vs. DFSVX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DFUSX vs. DFSVX — Risk / Return Rank
DFUSX
DFSVX
DFUSX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.03 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.55 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.34 | -0.47 |
Martin ratioReturn relative to average drawdown | 4.25 | 4.99 | -0.75 |
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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.03 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.44 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.45 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.51 | -0.09 |
Correlation
The correlation between DFUSX and DFSVX is 0.81, 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. DFSVX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.14%, less than DFSVX's 1.66% 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DFUSX vs. DFSVX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DFUSX and DFSVX.
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Drawdown Indicators
| DFUSX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -66.70% | +11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -15.11% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -27.69% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -52.12% | +18.33% |
Current DrawdownCurrent decline from peak | -8.88% | -7.77% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -9.51% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 4.14% | -1.52% |
Volatility
DFUSX vs. DFSVX - Volatility Comparison
The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 4.25%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DFUSX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUSX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 5.00% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 12.75% | -4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 23.31% | -5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 21.67% | -4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 23.92% | -5.89% |