DRIJX vs. DFUSX
DRIJX (Dimensional 2050 Target Date Retirement Income Fund) and DFUSX (DFA U.S. Large Company Portfolio) are both mutual funds - DRIJX is a Target Retirement Date fund managed by Dimensional, while DFUSX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 10 years, DRIJX returned 12.53%/yr vs 15.43%/yr for DFUSX. With a 0.96 correlation, they move nearly in lockstep. DRIJX charges 0.22%/yr vs 0.08%/yr for DFUSX.
Performance
DRIJX vs. DFUSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DRIJX having a 10.97% return and DFUSX slightly lower at 10.89%. Over the past 10 years, DRIJX has underperformed DFUSX with an annualized return of 12.53%, while DFUSX has yielded a comparatively higher 15.43% annualized return.
DRIJX
- 1D
- -0.65%
- 1M
- 3.15%
- YTD
- 10.97%
- 6M
- 11.55%
- 1Y
- 26.45%
- 3Y*
- 19.92%
- 5Y*
- 11.37%
- 10Y*
- 12.53%
DFUSX
- 1D
- -0.73%
- 1M
- 4.17%
- YTD
- 10.89%
- 6M
- 10.78%
- 1Y
- 27.96%
- 3Y*
- 22.39%
- 5Y*
- 13.84%
- 10Y*
- 15.43%
DRIJX vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIJX Dimensional 2050 Target Date Retirement Income Fund | 10.97% | 19.64% | 17.05% | 21.37% | -15.25% | 21.63% | 14.09% | 25.59% | -9.14% | 21.76% |
DFUSX DFA U.S. Large Company Portfolio | 10.89% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
Correlation
The correlation between DRIJX and DFUSX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.96 |
The correlation between DRIJX and DFUSX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
DRIJX vs. DFUSX — Risk / Return Rank
DRIJX
DFUSX
DRIJX vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2050 Target Date Retirement Income Fund (DRIJX) 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.
| DRIJX | DFUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.44 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 3.19 | +0.12 |
| Martin ratioReturn relative to average drawdown | 15.00 | 14.94 | +0.06 |
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
| DRIJX | DFUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.61 | 2.45 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.83 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.86 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.46 | +0.35 |
Drawdowns
DRIJX vs. DFUSX - Drawdown Comparison
The maximum DRIJX drawdown since its inception was -33.55%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DRIJX and DFUSX.
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Drawdown Indicators
| DRIJX | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -54.96% | +21.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.12% | -8.88% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -15.25% | -18.76% | +3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -24.58% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | -33.79% | +0.24% |
Current DrawdownCurrent decline from peak | -0.65% | -0.73% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -10.60% | +6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.89% | -0.10% |
Volatility
DRIJX vs. DFUSX - Volatility Comparison
Dimensional 2050 Target Date Retirement Income Fund (DRIJX) and DFA U.S. Large Company Portfolio (DFUSX) have volatilities of 2.99% and 2.91%, 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
| DRIJX | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.91% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 9.00% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.32% | 11.58% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 16.87% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 18.07% | -2.44% |
DRIJX vs. DFUSX - Expense Ratio Comparison
DRIJX 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
DRIJX vs. DFUSX - Dividend Comparison
DRIJX's dividend yield for the trailing twelve months is around 2.28%, more than DFUSX's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 0.96% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
DRIJX Dimensional 2050 Target Date Retirement Income Fund | 2.28% | 2.49% | 2.53% | 3.40% | 3.98% | 2.87% | 4.15% | 2.18% | 2.29% | 1.25% | 1.40% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, DRIJX and DFUSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DRIJX has higher volatility (2.99%) compared to DFUSX (2.91%). In terms of maximum drawdown, DRIJX dropped -33.55% vs DFUSX's -54.96%.
DRIJX currently has the higher Sharpe Ratio (2.61 vs 2.45), 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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