DRIIX vs. DUSLX
DRIIX (Dimensional 2045 Target Date Retirement Income Fund) and DUSLX (DFA U.S. Large Cap Growth Portfolio) are both mutual funds - DRIIX is a Target Retirement Date fund managed by Dimensional, while DUSLX is a Large Cap Growth Equities fund managed by Dimensional. Over the past 10 years, DRIIX returned 11.78%/yr vs 15.59%/yr for DUSLX. Their correlation of 0.92 suggests significant overlap in exposure. DRIIX charges 0.22%/yr vs 0.18%/yr for DUSLX.
Performance
DRIIX vs. DUSLX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DRIIX having a 10.06% return and DUSLX slightly lower at 9.87%. Over the past 10 years, DRIIX has underperformed DUSLX with an annualized return of 11.78%, while DUSLX has yielded a comparatively higher 15.59% annualized return.
DRIIX
- 1D
- 0.30%
- 1M
- 4.16%
- YTD
- 10.06%
- 6M
- 10.67%
- 1Y
- 23.61%
- 3Y*
- 17.83%
- 5Y*
- 10.41%
- 10Y*
- 11.78%
DUSLX
- 1D
- 0.43%
- 1M
- 6.04%
- YTD
- 9.87%
- 6M
- 9.76%
- 1Y
- 18.80%
- 3Y*
- 20.42%
- 5Y*
- 13.55%
- 10Y*
- 15.59%
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 | 10.06% | 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 | 9.87% | 12.62% | 23.82% | 24.97% | -15.58% | 26.43% | 21.83% | 32.17% | -1.98% | 25.05% |
Correlation
The correlation between DRIIX and DUSLX is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.92 |
The correlation between DRIIX and DUSLX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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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 | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.30 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 2.09 | +1.32 |
| Martin ratioReturn relative to average drawdown | 15.35 | 8.97 | +6.38 |
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
| DRIIX | DUSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 1.67 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.82 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.91 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.93 | -0.12 |
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.
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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 | -7.13% | -9.48% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -13.04% | -18.15% | +5.11% |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -3.62% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.20% | -0.63% |
Volatility
DRIIX vs. DUSLX - Volatility Comparison
Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX) have volatilities of 2.66% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIIX | DUSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.78% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 9.37% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 11.85% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.86% | 16.55% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.62% | 17.21% | -2.59% |
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%.
Dividends
DRIIX vs. DUSLX - Dividend Comparison
DRIIX's dividend yield for the trailing twelve months is around 2.67%, more than DUSLX's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | 2.67% | 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 | 0.82% | 0.88% | 1.02% | 1.84% | 8.37% | 6.98% | 1.42% | 2.41% | 4.65% | 1.36% | 1.72% | 1.69% |
Frequently Asked Questions
DRIIX and DUSLX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUSLX has higher volatility (2.78%) compared to DRIIX (2.66%). In terms of maximum drawdown, DRIIX dropped -32.56% vs DUSLX's -30.86%.
DRIIX currently has the higher Sharpe Ratio (2.71 vs 1.67), 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.
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