DFUVX vs. DFEOX
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFUVX vs. DFEOX - Performance Comparison
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DFUVX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 2.17% | 15.83% | 12.87% | 11.65% | -5.73% | 22.75% | -0.45% | 25.62% | -11.58% | 18.60% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFUVX achieves a 2.17% return, which is significantly higher than DFEOX's -4.34% return. Over the past 10 years, DFUVX has underperformed DFEOX with an annualized return of 10.31%, while DFEOX has yielded a comparatively higher 12.94% annualized return.
DFUVX
- 1D
- -0.52%
- 1M
- -5.53%
- YTD
- 2.17%
- 6M
- 6.85%
- 1Y
- 16.29%
- 3Y*
- 14.07%
- 5Y*
- 8.50%
- 10Y*
- 10.31%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DFUVX vs. DFEOX - Expense Ratio Comparison
Both DFUVX and DFEOX have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
DFUVX vs. DFEOX — Risk / Return Rank
DFUVX
DFEOX
DFUVX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DFUVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.93 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.43 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.98 | +0.14 |
Martin ratioReturn relative to average drawdown | 4.72 | 4.74 | -0.02 |
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
| DFUVX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.93 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.62 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.72 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.08 |
Correlation
The correlation between DFUVX and DFEOX is 0.94, 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
DFUVX vs. DFEOX - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.71%, more than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.71% | 1.31% | 1.94% | 5.68% | 5.84% | 1.77% | 2.09% | 5.04% | 9.79% | 7.99% | 4.90% | 8.03% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DFUVX vs. DFEOX - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than DFEOX's maximum drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFUVX and DFEOX.
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Drawdown Indicators
| DFUVX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.60% | -56.77% | -8.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -12.58% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.33% | -22.86% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -41.76% | -36.55% | -5.21% |
Current DrawdownCurrent decline from peak | -5.85% | -8.28% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -7.25% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.69% | +0.40% |
Volatility
DFUVX vs. DFEOX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 3.56%, while DFA US Core Equity 1 Portfolio I (DFEOX) has a volatility of 4.20%. This indicates that DFUVX experiences smaller price fluctuations and is considered to be less risky than DFEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFUVX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.20% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 8.49% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 17.87% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 16.88% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 17.98% | +0.43% |