DFUSX vs. DGEIX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and DFA Global Equity Portfolio Institutional Class (DGEIX).
DFUSX is managed by Dimensional. It was launched on Sep 23, 1999. DGEIX is managed by Dimensional. It was launched on Dec 24, 2003.
Performance
DFUSX vs. DGEIX - Performance Comparison
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DFUSX vs. DGEIX - 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% |
DGEIX DFA Global Equity Portfolio Institutional Class | -2.92% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
Returns By Period
In the year-to-date period, DFUSX achieves a -7.05% return, which is significantly lower than DGEIX's -2.92% return. Over the past 10 years, DFUSX has outperformed DGEIX with an annualized return of 13.60%, while DGEIX has yielded a comparatively lower 11.09% 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%
DGEIX
- 1D
- -0.46%
- 1M
- -8.33%
- YTD
- -2.92%
- 6M
- 0.08%
- 1Y
- 18.73%
- 3Y*
- 15.30%
- 5Y*
- 8.85%
- 10Y*
- 11.09%
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DFUSX vs. DGEIX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is lower than DGEIX's 0.25% 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. DGEIX — Risk / Return Rank
DFUSX
DGEIX
DFUSX vs. DGEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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 | DGEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.16 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.69 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.39 | -0.51 |
Martin ratioReturn relative to average drawdown | 4.25 | 6.66 | -2.41 |
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 | DGEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.16 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.57 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.66 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.48 | -0.06 |
Correlation
The correlation between DFUSX and DGEIX is 0.95, 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. DGEIX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.14%, less than DGEIX's 3.13% 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% |
DGEIX DFA Global Equity Portfolio Institutional Class | 3.13% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 1.98% |
Drawdowns
DFUSX vs. DGEIX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DFUSX and DGEIX.
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Drawdown Indicators
| DFUSX | DGEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -59.77% | +4.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -12.05% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -25.20% | +0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -37.00% | +3.21% |
Current DrawdownCurrent decline from peak | -8.88% | -8.85% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -8.05% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.51% | +0.11% |
Volatility
DFUSX vs. DGEIX - Volatility Comparison
The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 4.25%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 4.58%. This indicates that DFUSX experiences smaller price fluctuations and is considered to be less risky than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUSX | DGEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 4.58% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 8.84% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 16.42% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 15.61% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.84% | +1.19% |