DFWIX vs. DFUSX

Last updated Jun 24, 2026

DFWIX (DFA World ex U.S. Core Equity Portfolio) and DFUSX (DFA U.S. Large Company Portfolio) are both mutual funds - DFWIX is a Foreign Large Cap Equities fund managed by Dimensional, while DFUSX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, DFWIX returned 11.82%/yr vs 15.66%/yr for DFUSX. A 0.77 correlation means they provide meaningful diversification when combined. DFWIX charges 0.31%/yr vs 0.08%/yr for DFUSX.

Performance

DFWIX vs. DFUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA World ex U.S. Core Equity Portfolio (DFWIX) and DFA U.S. Large Company Portfolio (DFUSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFWIX achieves a 15.19% return, which is significantly higher than DFUSX's 9.80% return. Over the past 10 years, DFWIX has underperformed DFUSX with an annualized return of 11.82%, while DFUSX has yielded a comparatively higher 15.66% annualized return.

DFWIX

• 1D: 0.05%
• 1M: 2.27%
• YTD: 15.19%
• 6M: 15.05%
• 1Y: 33.26%
• 3Y*: 20.39%
• 5Y*: 11.88%
• 10Y*: 11.82%

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)

DFWIX vs. DFUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFWIX DFA World ex U.S. Core Equity Portfolio	15.19%	33.45%	4.34%	16.74%	-14.04%	22.41%	9.35%	19.98%	-17.00%	30.17%
DFUSX DFA U.S. Large Company Portfolio	9.80%	17.76%	24.91%	26.28%	-18.14%	28.53%	18.41%	32.08%	-4.45%	21.04%

Correlation

The correlation between DFWIX and DFUSX is 0.79, 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	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.77

The correlation between DFWIX and DFUSX has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

Return for Risk

DFWIX vs. DFUSX — Risk / Return Rank

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

DFWIX

DFWIX Risk / Return Rank: 75
DFWIX Sharpe Ratio Rank: 81
DFWIX Sortino Ratio Rank: 75
DFWIX Omega Ratio Rank: 78
DFWIX Calmar Ratio Rank: 74
DFWIX Martin Ratio Rank: 68

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.

DFWIX vs. DFUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) 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.

	DFWIX	DFUSX	Difference
Sharpe ratio: Return per unit of total volatility	2.45	2.22	+0.23
Sortino ratio: Return per unit of downside risk	3.32	3.04	+0.28
Omega ratio: Gain probability vs. loss probability	1.46	1.40	+0.06
Calmar ratio: Return relative to maximum drawdown	3.18	3.05	+0.14
Martin ratio: Return relative to average drawdown	12.35	13.76	-1.41

DFWIX vs. DFUSX - Sharpe Ratio Comparison

The current DFWIX Sharpe Ratio is 2.45, which is comparable to the DFUSX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DFWIX 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

DFWIX vs. DFUSX - Drawdown Comparison

The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DFWIX and DFUSX.

Drawdown Indicators

	DFWIX	DFUSX	Difference
Max Drawdown Largest peak-to-trough decline	-41.80%	-54.96%	+13.16%
Max Drawdown (1Y) Largest decline over 1 year	-10.82%	-8.88%	-1.94%
Max Drawdown (3Y) Largest decline over 3 years	-13.11%	-18.76%	+5.65%
Max Drawdown (5Y) Largest decline over 5 years	-27.31%	-24.58%	-2.73%
Max Drawdown (10Y) Largest decline over 10 years	-41.80%	-33.79%	-8.01%
Current Drawdown Current decline from peak	-0.21%	-1.70%	+1.49%
Average Drawdown Average peak-to-trough decline	-8.12%	-10.58%	+2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	1.95%	+0.82%

Volatility

DFWIX vs. DFUSX - Volatility Comparison

DFA World ex U.S. Core Equity Portfolio (DFWIX) has a higher volatility of 5.61% compared to DFA U.S. Large Company Portfolio (DFUSX) at 4.72%. This indicates that DFWIX's price experiences larger fluctuations and is considered to be riskier than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFWIX	DFUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	4.72%	+0.89%
Volatility (6M) Calculated over the trailing 6-month period	12.19%	9.87%	+2.32%
Volatility (1Y) Calculated over the trailing 1-year period	14.10%	12.23%	+1.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.28%	16.96%	-1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.64%	18.12%	-2.48%

DFWIX vs. DFUSX - Expense Ratio Comparison

DFWIX has a 0.31% expense ratio, which is higher than DFUSX's 0.08% expense ratio.

Dividends

DFWIX vs. DFUSX - Dividend Comparison

DFWIX's dividend yield for the trailing twelve months is around 2.79%, 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%
DFWIX DFA World ex U.S. Core Equity Portfolio	2.79%	3.00%	3.32%	3.36%	3.11%	10.71%	1.81%	2.36%	3.50%	2.36%	2.59%	2.31%

Frequently Asked Questions

Can I hold both DFWIX and DFUSX in my portfolio?

DFWIX and DFUSX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFWIX or DFUSX?

DFWIX has higher volatility (5.61%) compared to DFUSX (4.72%). In terms of maximum drawdown, DFWIX dropped -41.80% vs DFUSX's -54.96%.

Which has better risk-adjusted returns?

DFWIX currently has the higher Sharpe Ratio (2.45 vs 2.22), 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.