DFUSX vs. VOO
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and Vanguard S&P 500 ETF (VOO).
DFUSX is managed by Dimensional. It was launched on Sep 23, 1999. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DFUSX vs. VOO - Performance Comparison
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DFUSX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DFUSX achieves a -7.05% return, which is significantly lower than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with DFUSX having a 13.60% annualized return and VOO not far ahead at 14.05%.
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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DFUSX vs. VOO - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is higher than VOO'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%.
Return for Risk
DFUSX vs. VOO — Risk / Return Rank
DFUSX
VOO
DFUSX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.98 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.50 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.53 | -0.66 |
Martin ratioReturn relative to average drawdown | 4.25 | 7.29 | -3.05 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.98 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.70 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.78 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.83 | -0.41 |
Correlation
The correlation between DFUSX and VOO is 0.99, 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. VOO - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.14%, less than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DFUSX vs. VOO - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFUSX and VOO.
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Drawdown Indicators
| DFUSX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -33.99% | -20.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -11.98% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -24.52% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -33.99% | +0.20% |
Current DrawdownCurrent decline from peak | -8.88% | -6.29% | -2.59% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -3.72% | -6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.52% | +0.10% |
Volatility
DFUSX vs. VOO - Volatility Comparison
The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 4.25%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that DFUSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUSX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 5.29% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.64% | 9.44% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 18.10% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 16.82% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 17.99% | +0.04% |