DRIIX vs. DUSLX
Compare and contrast key facts about Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX).
DRIIX is managed by Dimensional. It was launched on Nov 1, 2015. DUSLX is managed by Dimensional. It was launched on Dec 20, 2012.
Performance
DRIIX vs. DUSLX - Performance Comparison
Loading graphics...
DRIIX vs. DUSLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | -3.01% | 17.17% | 15.44% | 19.21% | -14.15% | 20.45% | 13.36% | 25.42% | -9.17% | 21.64% |
DUSLX DFA U.S. Large Cap Growth Portfolio | -7.03% | 12.62% | 23.82% | 24.97% | -15.58% | 26.43% | 21.83% | 32.17% | -1.98% | 25.05% |
Returns By Period
In the year-to-date period, DRIIX achieves a -3.01% return, which is significantly higher than DUSLX's -7.03% return. Over the past 10 years, DRIIX has underperformed DUSLX with an annualized return of 10.63%, while DUSLX has yielded a comparatively higher 13.69% annualized return.
DRIIX
- 1D
- -0.21%
- 1M
- -6.70%
- YTD
- -3.01%
- 6M
- -0.46%
- 1Y
- 14.84%
- 3Y*
- 13.88%
- 5Y*
- 8.80%
- 10Y*
- 10.63%
DUSLX
- 1D
- -0.69%
- 1M
- -9.19%
- YTD
- -7.03%
- 6M
- -7.87%
- 1Y
- 7.15%
- 3Y*
- 15.10%
- 5Y*
- 10.71%
- 10Y*
- 13.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DRIIX vs. DUSLX - Expense Ratio Comparison
DRIIX has a 0.22% expense ratio, which is higher than DUSLX's 0.18% 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%.
Return for Risk
DRIIX vs. DUSLX — Risk / Return Rank
DRIIX
DUSLX
DRIIX vs. DUSLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX). 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.
| DRIIX | DUSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.47 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.77 | 0.80 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.11 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.51 | +0.77 |
Martin ratioReturn relative to average drawdown | 6.24 | 2.23 | +4.01 |
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 graphics...
Sharpe Ratios by Period
| DRIIX | DUSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.47 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.65 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.80 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.85 | -0.13 |
Correlation
The correlation between DRIIX and DUSLX is 0.92, 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
DRIIX vs. DUSLX - Dividend Comparison
DRIIX's dividend yield for the trailing twelve months is around 3.03%, more than DUSLX's 0.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | 3.03% | 2.89% | 3.25% | 3.43% | 3.90% | 3.23% | 2.92% | 2.19% | 2.29% | 1.23% | 1.39% | 0.00% |
DUSLX DFA U.S. Large Cap Growth Portfolio | 0.97% | 0.88% | 1.02% | 1.84% | 8.37% | 6.98% | 1.42% | 2.41% | 4.65% | 1.36% | 1.72% | 1.69% |
Drawdowns
DRIIX vs. DUSLX - Drawdown Comparison
The maximum DRIIX drawdown since its inception was -32.56%, which is greater than DUSLX's maximum drawdown of -30.86%. Use the drawdown chart below to compare losses from any high point for DRIIX and DUSLX.
Loading graphics...
Drawdown Indicators
| DRIIX | DUSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -30.86% | -1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -11.76% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -24.83% | +3.06% |
Max Drawdown (10Y)Largest decline over 10 years | -32.56% | -30.86% | -1.70% |
Current DrawdownCurrent decline from peak | -7.13% | -9.48% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -3.65% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.67% | -0.67% |
Volatility
DRIIX vs. DUSLX - Volatility Comparison
The current volatility for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) is 3.67%, while DFA U.S. Large Cap Growth Portfolio (DUSLX) has a volatility of 4.38%. This indicates that DRIIX experiences smaller price fluctuations and is considered to be less risky than DUSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DRIIX | DUSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 4.38% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 8.65% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 17.31% | -4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.83% | 16.50% | -3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 17.16% | -2.55% |