DFYGX vs. DFUSX

Last updated Jun 4, 2026

DFYGX (DFA Two-Year Government Portfolio) and DFUSX (DFA U.S. Large Company Portfolio) are both mutual funds - DFYGX is a Ultrashort Bond fund managed by Dimensional, while DFUSX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 10 years, DFYGX returned 1.43%/yr vs 15.52%/yr for DFUSX. At a correlation of -0.13, they often move in opposite directions. DFYGX charges 0.17%/yr vs 0.08%/yr for DFUSX.

Performance

DFYGX vs. DFUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Two-Year Government Portfolio (DFYGX) 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, DFYGX achieves a 1.41% return, which is significantly lower than DFUSX's 11.70% return. Over the past 10 years, DFYGX has underperformed DFUSX with an annualized return of 1.43%, while DFUSX has yielded a comparatively higher 15.52% annualized return.

DFYGX

• 1D: 0.00%
• 1M: 0.21%
• YTD: 1.41%
• 6M: 1.69%
• 1Y: 2.63%
• 3Y*: 3.92%
• 5Y*: 1.99%
• 10Y*: 1.43%

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%

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

DFYGX vs. DFUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFYGX DFA Two-Year Government Portfolio	1.41%	2.16%	5.15%	5.00%	-3.02%	-0.51%	0.38%	2.20%	1.42%	0.29%
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%

Correlation

The correlation between DFYGX and DFUSX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Sep 24, 1999	-0.13

The correlation between DFYGX and DFUSX shifts across timeframes, from -0.13 (all time) to 0.09 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DFYGX vs. DFUSX — Risk / Return Rank

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

DFYGX

DFYGX Risk / Return Rank: 55
DFYGX Sharpe Ratio Rank: 52
DFYGX Sortino Ratio Rank: 35
DFYGX Omega Ratio Rank: 99
DFYGX Calmar Ratio Rank: 46
DFYGX Martin Ratio Rank: 44

DFUSX

DFUSX Risk / Return Rank: 77
DFUSX Sharpe Ratio Rank: 80
DFUSX Sortino Ratio Rank: 75
DFUSX Omega Ratio Rank: 70
DFUSX Calmar Ratio Rank: 75
DFUSX Martin Ratio Rank: 84

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.

DFYGX vs. DFUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Two-Year Government Portfolio (DFYGX) 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.

	DFYGX	DFUSX	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.60	-0.48
Sortino ratio: Return per unit of downside risk	2.45	3.60	-1.15
Omega ratio: Gain probability vs. loss probability	2.55	1.47	+1.08
Calmar ratio: Return relative to maximum drawdown	2.57	3.39	-0.81
Martin ratio: Return relative to average drawdown	9.22	15.85	-6.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFYGX vs. DFUSX - Sharpe Ratio Comparison

The current DFYGX Sharpe Ratio is 2.12, which is comparable to the DFUSX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of DFYGX 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.

Sharpe Ratios by Period

	DFYGX	DFUSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	2.60	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.62	0.85	+0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.44	0.86	+0.58
Sharpe Ratio (All Time) Calculated using the full available price history	1.85	0.46	+1.39

Drawdowns

DFYGX vs. DFUSX - Drawdown Comparison

The maximum DFYGX drawdown since its inception was -4.46%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DFYGX and DFUSX.

Drawdown Indicators

	DFYGX	DFUSX	Difference
Max Drawdown Largest peak-to-trough decline	-4.46%	-54.96%	+50.50%
Max Drawdown (1Y) Largest decline over 1 year	-1.04%	-8.88%	+7.84%
Max Drawdown (3Y) Largest decline over 3 years	-1.04%	-18.76%	+17.72%
Max Drawdown (5Y) Largest decline over 5 years	-4.36%	-24.58%	+20.22%
Max Drawdown (10Y) Largest decline over 10 years	-4.46%	-33.79%	+29.33%
Current Drawdown Current decline from peak	-0.10%	0.00%	-0.10%
Average Drawdown Average peak-to-trough decline	-0.30%	-10.60%	+10.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.29%	1.88%	-1.59%

Volatility

DFYGX vs. DFUSX - Volatility Comparison

The current volatility for DFA Two-Year Government Portfolio (DFYGX) is 0.34%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 2.81%. This indicates that DFYGX 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

	DFYGX	DFUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.34%	2.81%	-2.47%
Volatility (6M) Calculated over the trailing 6-month period	0.54%	8.99%	-8.45%
Volatility (1Y) Calculated over the trailing 1-year period	1.26%	11.55%	-10.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.24%	16.87%	-15.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.00%	18.07%	-17.07%

DFYGX vs. DFUSX - Expense Ratio Comparison

DFYGX has a 0.17% 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

DFYGX vs. DFUSX - Dividend Comparison

DFYGX's dividend yield for the trailing twelve months is around 2.80%, more than DFUSX's 0.95% 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%
DFYGX DFA Two-Year Government Portfolio	2.80%	2.04%	4.84%	3.07%	1.14%	0.00%	0.27%	1.87%	1.82%	1.01%	0.58%	0.49%

Frequently Asked Questions

Can I hold both DFYGX and DFUSX in my portfolio?

DFYGX and DFUSX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFYGX or DFUSX?

DFUSX has higher volatility (2.81%) compared to DFYGX (0.34%). In terms of maximum drawdown, DFYGX dropped -4.46% vs DFUSX's -54.96%.

Which has better risk-adjusted returns?

DFUSX currently has the higher Sharpe Ratio (2.60 vs 2.12), 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.