DFUSX vs. VRVIX
DFUSX (DFA U.S. Large Company Portfolio) and VRVIX (Vanguard Russell 1000 Value Index Fund Institutional Shares) are both mutual funds - DFUSX is a Large Cap Blend Equities fund managed by Dimensional, while VRVIX is a Large Cap Value Equities fund managed by Vanguard. Over the past 10 years, DFUSX returned 15.52%/yr vs 11.31%/yr for VRVIX. Their correlation of 0.91 suggests significant overlap in exposure. DFUSX charges 0.08%/yr vs 0.07%/yr for VRVIX.
Performance
DFUSX vs. VRVIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFUSX achieves a 11.70% return, which is significantly lower than VRVIX's 14.28% return. Over the past 10 years, DFUSX has outperformed VRVIX with an annualized return of 15.52%, while VRVIX has yielded a comparatively lower 11.31% annualized return.
DFUSX
- 1D
- 0.14%
- 1M
- 5.79%
- YTD
- 11.70%
- 6M
- 11.72%
- 1Y
- 28.90%
- 3Y*
- 22.69%
- 5Y*
- 14.21%
- 10Y*
- 15.52%
VRVIX
- 1D
- 0.79%
- 1M
- 4.27%
- YTD
- 14.28%
- 6M
- 14.88%
- 1Y
- 28.30%
- 3Y*
- 18.37%
- 5Y*
- 10.30%
- 10Y*
- 11.31%
DFUSX vs. VRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 11.70% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares | 14.28% | 15.31% | 14.32% | 11.41% | -7.64% | 25.09% | 2.75% | 26.49% | -8.30% | 13.58% |
Correlation
The correlation between DFUSX and VRVIX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2010 | 0.91 |
The correlation between DFUSX and VRVIX shifts across timeframes, from 0.77 (3 years) to 0.91 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFUSX vs. VRVIX — Risk / Return Rank
DFUSX
VRVIX
DFUSX vs. VRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX). 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 | VRVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.49 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 4.29 | -0.90 |
| Martin ratioReturn relative to average drawdown | 15.85 | 17.97 | -2.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DFUSX | VRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 2.70 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.70 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.65 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.71 | -0.25 |
Drawdowns
DFUSX vs. VRVIX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, which is greater than VRVIX's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for DFUSX and VRVIX.
Loading charts...
Drawdown Indicators
| DFUSX | VRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.96% | -38.29% | -16.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -6.80% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -16.00% | -2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -19.06% | -5.52% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -38.29% | +4.50% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -3.92% | -6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.62% | +0.26% |
Volatility
DFUSX vs. VRVIX - Volatility Comparison
The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 2.81%, while Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) has a volatility of 3.06%. This indicates that DFUSX experiences smaller price fluctuations and is considered to be less risky than VRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DFUSX | VRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 3.06% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 8.18% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 10.82% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 14.84% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.35% | +0.72% |
DFUSX vs. VRVIX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is higher than VRVIX's 0.07% 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. VRVIX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 0.95%, less than VRVIX's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 0.95% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares | 1.64% | 1.41% | 1.98% | 2.10% | 2.24% | 1.69% | 2.25% | 2.30% | 2.60% | 2.21% | 2.43% | 2.42% |
Frequently Asked Questions
DFUSX and VRVIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRVIX has higher volatility (3.06%) compared to DFUSX (2.81%). In terms of maximum drawdown, DFUSX dropped -54.96% vs VRVIX's -38.29%.
VRVIX currently has the higher Sharpe Ratio (2.70 vs 2.60), 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.
Find the right allocation for DFUSX and VRVIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer