DFUSX vs. INPFX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX).
DFUSX is managed by Dimensional. It was launched on Sep 23, 1999. INPFX is managed by American Funds. It was launched on May 18, 2012.
Performance
DFUSX vs. INPFX - Performance Comparison
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DFUSX vs. INPFX - 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% |
INPFX American Funds Conservative Growth and Income Portfolio Class F-1 | -1.32% | 14.29% | 9.20% | 9.46% | -8.74% | 12.90% | 5.67% | 15.76% | -3.57% | 11.43% |
Returns By Period
In the year-to-date period, DFUSX achieves a -7.05% return, which is significantly lower than INPFX's -1.32% return. Over the past 10 years, DFUSX has outperformed INPFX with an annualized return of 13.60%, while INPFX has yielded a comparatively lower 6.84% 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%
INPFX
- 1D
- 0.07%
- 1M
- -5.13%
- YTD
- -1.32%
- 6M
- 0.78%
- 1Y
- 9.95%
- 3Y*
- 9.75%
- 5Y*
- 5.98%
- 10Y*
- 6.84%
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DFUSX vs. INPFX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is lower than INPFX's 0.66% expense ratio.
Return for Risk
DFUSX vs. INPFX — Risk / Return Rank
DFUSX
INPFX
DFUSX vs. INPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX). 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 | INPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.36 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.89 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.55 | -0.68 |
Martin ratioReturn relative to average drawdown | 4.25 | 6.91 | -2.66 |
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 | INPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.36 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.80 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.82 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.88 | -0.46 |
Correlation
The correlation between DFUSX and INPFX is 0.88, 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. INPFX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.14%, less than INPFX's 5.61% 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% |
INPFX American Funds Conservative Growth and Income Portfolio Class F-1 | 5.61% | 5.61% | 5.15% | 4.76% | 4.84% | 4.38% | 5.54% | 4.53% | 4.79% | 3.25% | 3.53% | 3.85% |
Drawdowns
DFUSX vs. INPFX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than INPFX's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for DFUSX and INPFX.
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Drawdown Indicators
| DFUSX | INPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -21.31% | -33.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -6.25% | -5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -15.37% | -9.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -21.31% | -12.48% |
Current DrawdownCurrent decline from peak | -8.88% | -5.13% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -2.32% | -8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 1.40% | +1.22% |
Volatility
DFUSX vs. INPFX - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) has a higher volatility of 4.25% compared to American Funds Conservative Growth and Income Portfolio Class F-1 (INPFX) at 2.46%. This indicates that DFUSX's price experiences larger fluctuations and is considered to be riskier than INPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUSX | INPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 2.46% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 4.38% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 7.55% | +10.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 7.48% | +9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 8.34% | +9.69% |