DFVX vs. DFUSX

Last updated Jun 24, 2026

DFVX (Dimensional US Large Cap Vector ETF) and DFUSX (DFA U.S. Large Company Portfolio) are both funds - DFVX is a Large Cap Value Equities fund actively managed by Dimensional, while DFUSX is a Large Cap Blend Equities fund tracking the S&P 500 Index. DFVX is actively managed, while DFUSX is passively managed. Over the past year, DFVX returned 22.03% vs 25.48% for DFUSX. Their correlation of 0.90 suggests significant overlap in exposure. DFVX charges 0.22%/yr vs 0.08%/yr for DFUSX.

Performance

DFVX vs. DFUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Large Cap Vector ETF (DFVX) and DFA U.S. Large Company Portfolio (DFUSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with DFVX having a 9.66% return and DFUSX slightly higher at 9.80%.

DFVX

• 1D: -1.12%
• 1M: -0.60%
• YTD: 9.66%
• 6M: 8.81%
• 1Y: 22.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFUSX

• 1D: -0.36%
• 1M: 0.12%
• YTD: 9.80%
• 6M: 8.80%
• 1Y: 25.48%
• 3Y*: 21.34%
• 5Y*: 13.54%
• 10Y*: 15.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFVX vs. DFUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFVX Dimensional US Large Cap Vector ETF	9.66%	15.35%	17.72%	10.84%
DFUSX DFA U.S. Large Company Portfolio	9.80%	17.76%	24.91%	12.91%

Correlation

The correlation between DFVX and DFUSX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023	0.90

The correlation between DFVX and DFUSX has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

Return for Risk

DFVX vs. DFUSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFVX

DFVX Risk / Return Rank: 66
DFVX Sharpe Ratio Rank: 64
DFVX Sortino Ratio Rank: 63
DFVX Omega Ratio Rank: 62
DFVX Calmar Ratio Rank: 66
DFVX Martin Ratio Rank: 74

DFUSX

DFUSX Risk / Return Rank: 68
DFUSX Sharpe Ratio Rank: 68
DFUSX Sortino Ratio Rank: 64
DFUSX Omega Ratio Rank: 62
DFUSX Calmar Ratio Rank: 69
DFUSX Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFVX vs. DFUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Vector ETF (DFVX) and DFA U.S. Large Company Portfolio (DFUSX). 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.

	DFVX	DFUSX	Difference
Sharpe ratio: Return per unit of total volatility	1.97	2.22	-0.24
Sortino ratio: Return per unit of downside risk	2.74	3.04	-0.30
Omega ratio: Gain probability vs. loss probability	1.36	1.40	-0.04
Calmar ratio: Return relative to maximum drawdown	3.08	3.05	+0.04
Martin ratio: Return relative to average drawdown	13.19	13.76	-0.57

DFVX vs. DFUSX - Sharpe Ratio Comparison

The current DFVX Sharpe Ratio is 1.97, which is comparable to the DFUSX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DFVX and DFUSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFVX vs. DFUSX - Drawdown Comparison

The maximum DFVX drawdown since its inception was -16.71%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DFVX and DFUSX.

Drawdown Indicators

	DFVX	DFUSX	Difference
Max Drawdown Largest peak-to-trough decline	-16.71%	-54.96%	+38.25%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-8.88%	+1.71%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.79%	—
Current Drawdown Current decline from peak	-2.29%	-1.70%	-0.59%
Average Drawdown Average peak-to-trough decline	-1.78%	-10.58%	+8.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	1.95%	-0.28%

Volatility

DFVX vs. DFUSX - Volatility Comparison

The current volatility for Dimensional US Large Cap Vector ETF (DFVX) is 3.99%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 4.72%. This indicates that DFVX experiences smaller price fluctuations and is considered to be less risky than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFVX	DFUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.99%	4.72%	-0.73%
Volatility (6M) Calculated over the trailing 6-month period	8.67%	9.87%	-1.20%
Volatility (1Y) Calculated over the trailing 1-year period	11.23%	12.23%	-1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.73%	16.96%	-3.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.73%	18.12%	-4.39%

DFVX vs. DFUSX - Expense Ratio Comparison

DFVX has a 0.22% expense ratio, which is higher than DFUSX's 0.08% 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

DFVX vs. DFUSX - Dividend Comparison

DFVX's dividend yield for the trailing twelve months is around 1.18%, more than DFUSX's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUSX DFA U.S. Large Company Portfolio	0.97%	1.04%	1.24%	4.17%	6.24%	6.57%	3.82%	2.74%	2.64%	1.56%	1.95%	2.87%
DFVX Dimensional US Large Cap Vector ETF	1.18%	1.21%	1.22%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFVX and DFUSX in my portfolio?

DFVX and DFUSX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFVX or DFUSX?

DFUSX has higher volatility (4.72%) compared to DFVX (3.99%). In terms of maximum drawdown, DFVX dropped -16.71% vs DFUSX's -54.96%.

Which has better risk-adjusted returns?

DFUSX currently has the higher Sharpe Ratio (2.22 vs 1.97), 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.