DFUSX vs. IVV
DFUSX (DFA U.S. Large Company Portfolio) and IVV (iShares Core S&P 500 ETF) are both funds - DFUSX is a Large Cap Blend Equities fund managed by Dimensional, while IVV is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, DFUSX returned 15.30%/yr vs 15.47%/yr for IVV. With a 0.99 correlation, they move nearly in lockstep. DFUSX charges 0.08%/yr vs 0.03%/yr for IVV.
Performance
DFUSX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, DFUSX achieves a 8.57% return, which is significantly lower than IVV's 9.08% return. Both investments have delivered pretty close results over the past 10 years, with DFUSX having a 15.30% annualized return and IVV not far ahead at 15.47%.
DFUSX
- 1D
- 1.80%
- 1M
- -0.12%
- YTD
- 8.57%
- 6M
- 8.90%
- 1Y
- 25.09%
- 3Y*
- 20.99%
- 5Y*
- 13.26%
- 10Y*
- 15.30%
IVV
- 1D
- 0.55%
- 1M
- -0.85%
- YTD
- 9.08%
- 6M
- 9.43%
- 1Y
- 25.77%
- 3Y*
- 20.95%
- 5Y*
- 13.42%
- 10Y*
- 15.47%
DFUSX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 8.57% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
IVV iShares Core S&P 500 ETF | 9.08% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between DFUSX and IVV is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.99 |
The correlation between DFUSX and IVV has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
DFUSX vs. IVV — Risk / Return Rank
DFUSX
IVV
DFUSX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and iShares Core S&P 500 ETF (IVV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFUSX | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.76 | 0.00 |
| Martin ratioReturn relative to average drawdown | 12.54 | 12.43 | +0.11 |
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Drawdowns
DFUSX vs. IVV - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for DFUSX and IVV.
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Drawdown Indicators
| DFUSX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -55.25% | +0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -8.89% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -18.75% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -24.53% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -33.90% | +0.11% |
Current DrawdownCurrent decline from peak | -2.81% | -2.35% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -10.77% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.97% | -0.03% |
Volatility
DFUSX vs. IVV - Volatility Comparison
DFA U.S. Large Company Portfolio (DFUSX) and iShares Core S&P 500 ETF (IVV) have volatilities of 4.46% and 4.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUSX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 4.37% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 9.59% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 12.28% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 16.95% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 18.08% | +0.02% |
DFUSX vs. IVV - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is higher than IVV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DFUSX vs. IVV - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 0.98%, less than IVV's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 0.98% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
With a correlation of 0.97, DFUSX and IVV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DFUSX has higher volatility (4.46%) compared to IVV (4.37%). In terms of maximum drawdown, DFUSX dropped -54.96% vs IVV's -55.25%.
DFUSX currently has the higher Sharpe Ratio (2.03 vs 2.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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