DRIKX vs. DFUSX

Last updated Jun 25, 2026

DRIKX (Dimensional 2055 Target Date Retirement Income Fund) and DFUSX (DFA U.S. Large Company Portfolio) are both mutual funds - DRIKX is a Target Retirement Date fund managed by Dimensional, while DFUSX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, DRIKX returned 12.73%/yr vs 15.49%/yr for DFUSX. With a 0.95 correlation, they move nearly in lockstep. DRIKX charges 0.22%/yr vs 0.08%/yr for DFUSX.

Performance

DRIKX vs. DFUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2055 Target Date Retirement Income Fund (DRIKX) 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, DRIKX achieves a 9.63% return, which is significantly higher than DFUSX's 8.24% return. Over the past 10 years, DRIKX has underperformed DFUSX with an annualized return of 12.73%, while DFUSX has yielded a comparatively higher 15.49% annualized return.

DRIKX

• 1D: -1.65%
• 1M: -0.59%
• YTD: 9.63%
• 6M: 8.64%
• 1Y: 22.60%
• 3Y*: 18.97%
• 5Y*: 10.97%
• 10Y*: 12.73%

DFUSX

• 1D: -1.43%
• 1M: -1.31%
• YTD: 8.24%
• 6M: 6.89%
• 1Y: 22.31%
• 3Y*: 20.76%
• 5Y*: 13.08%
• 10Y*: 15.49%

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

DRIKX vs. DFUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRIKX Dimensional 2055 Target Date Retirement Income Fund	9.63%	19.29%	17.19%	21.26%	-15.32%	21.28%	14.20%	25.63%	-9.16%	21.59%
DFUSX DFA U.S. Large Company Portfolio	8.24%	17.76%	24.91%	26.28%	-18.14%	28.53%	18.41%	32.08%	-4.45%	21.04%

Correlation

The correlation between DRIKX and DFUSX is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.95

The correlation between DRIKX and DFUSX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

Return for Risk

DRIKX vs. DFUSX — Risk / Return Rank

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

DRIKX

DRIKX Risk / Return Rank: 70
DRIKX Sharpe Ratio Rank: 70
DRIKX Sortino Ratio Rank: 67
DRIKX Omega Ratio Rank: 65
DRIKX Calmar Ratio Rank: 72
DRIKX Martin Ratio Rank: 77

DFUSX

DFUSX Risk / Return Rank: 54
DFUSX Sharpe Ratio Rank: 52
DFUSX Sortino Ratio Rank: 49
DFUSX Omega Ratio Rank: 49
DFUSX Calmar Ratio Rank: 55
DFUSX Martin Ratio Rank: 67

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.

DRIKX vs. DFUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2055 Target Date Retirement Income Fund (DRIKX) 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.

	DRIKX	DFUSX	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.96	+0.22
Sortino ratio: Return per unit of downside risk	3.01	2.70	+0.31
Omega ratio: Gain probability vs. loss probability	1.39	1.35	+0.04
Calmar ratio: Return relative to maximum drawdown	3.03	2.70	+0.33
Martin ratio: Return relative to average drawdown	12.97	12.15	+0.81

DRIKX vs. DFUSX - Sharpe Ratio Comparison

The current DRIKX Sharpe Ratio is 2.17, which is comparable to the DFUSX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of DRIKX 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

DRIKX vs. DFUSX - Drawdown Comparison

The maximum DRIKX drawdown since its inception was -33.48%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DRIKX and DFUSX.

Drawdown Indicators

	DRIKX	DFUSX	Difference
Max Drawdown Largest peak-to-trough decline	-33.48%	-54.96%	+21.48%
Max Drawdown (1Y) Largest decline over 1 year	-8.59%	-8.88%	+0.29%
Max Drawdown (3Y) Largest decline over 3 years	-16.02%	-18.76%	+2.74%
Max Drawdown (5Y) Largest decline over 5 years	-23.49%	-24.58%	+1.09%
Max Drawdown (10Y) Largest decline over 10 years	-33.48%	-33.79%	+0.31%
Current Drawdown Current decline from peak	-2.45%	-3.10%	+0.65%
Average Drawdown Average peak-to-trough decline	-4.23%	-10.58%	+6.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	1.96%	-0.02%

Volatility

DRIKX vs. DFUSX - Volatility Comparison

Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and DFA U.S. Large Company Portfolio (DFUSX) have volatilities of 4.78% and 4.94%, 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.

Volatility by Period

	DRIKX	DFUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	4.94%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	9.67%	9.96%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	12.00%	12.30%	-0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.94%	16.98%	-2.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.72%	18.08%	-2.36%

DRIKX vs. DFUSX - Expense Ratio Comparison

DRIKX 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

DRIKX vs. DFUSX - Dividend Comparison

DRIKX's dividend yield for the trailing twelve months is around 1.35%, more than DFUSX's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUSX DFA U.S. Large Company Portfolio	0.98%	1.04%	1.24%	4.17%	6.24%	6.57%	3.82%	2.74%	2.64%	1.56%	1.95%	2.87%
DRIKX Dimensional 2055 Target Date Retirement Income Fund	1.35%	1.24%	2.44%	3.19%	3.92%	2.37%	2.41%	2.12%	2.27%	1.18%	1.39%	0.00%

Frequently Asked Questions

Can I hold both DRIKX and DFUSX in my portfolio?

With a correlation of 0.92, DRIKX 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.

Which is riskier, DRIKX or DFUSX?

DFUSX has higher volatility (4.94%) compared to DRIKX (4.78%). In terms of maximum drawdown, DRIKX dropped -33.48% vs DFUSX's -54.96%.

Which has better risk-adjusted returns?

DRIKX currently has the higher Sharpe Ratio (2.17 vs 1.96), 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.