DRILX vs. DFUSX
Compare and contrast key facts about Dimensional 2060 Target Date Retirement Income Fund (DRILX) and DFA U.S. Large Company Portfolio (DFUSX).
DRILX is managed by Dimensional. It was launched on Nov 1, 2015. DFUSX is managed by Dimensional. It was launched on Sep 23, 1999.
Performance
DRILX vs. DFUSX - Performance Comparison
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DRILX vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRILX Dimensional 2060 Target Date Retirement Income Fund | -3.79% | 19.66% | 17.10% | 21.37% | -15.28% | 21.08% | 14.10% | 25.61% | -9.07% | 21.51% |
DFUSX DFA U.S. Large Company Portfolio | -7.05% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
Returns By Period
In the year-to-date period, DRILX achieves a -3.79% return, which is significantly higher than DFUSX's -7.05% return. Over the past 10 years, DRILX has underperformed DFUSX with an annualized return of 11.20%, while DFUSX has yielded a comparatively higher 13.60% annualized return.
DRILX
- 1D
- -0.34%
- 1M
- -8.01%
- YTD
- -3.79%
- 6M
- -0.76%
- 1Y
- 16.93%
- 3Y*
- 15.41%
- 5Y*
- 9.55%
- 10Y*
- 11.20%
DFUSX
- 1D
- -0.40%
- 1M
- -7.66%
- YTD
- -7.05%
- 6M
- -4.63%
- 1Y
- 14.38%
- 3Y*
- 17.12%
- 5Y*
- 11.34%
- 10Y*
- 13.60%
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DRILX vs. DFUSX - Expense Ratio Comparison
DRILX 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%.
Return for Risk
DRILX vs. DFUSX — Risk / Return Rank
DRILX
DFUSX
DRILX vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2060 Target Date Retirement Income Fund (DRILX) 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.
| DRILX | DFUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.85 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.32 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 0.87 | +0.01 |
Martin ratioReturn relative to average drawdown | 4.07 | 4.25 | -0.18 |
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
| DRILX | DFUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.85 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.76 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.42 | +0.30 |
Correlation
The correlation between DRILX and DFUSX is 0.95, 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
DRILX vs. DFUSX - Dividend Comparison
DRILX's dividend yield for the trailing twelve months is around 1.56%, more than DFUSX's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRILX Dimensional 2060 Target Date Retirement Income Fund | 1.56% | 1.47% | 2.40% | 3.26% | 3.97% | 2.25% | 2.11% | 2.12% | 2.25% | 0.91% | 1.96% | 0.00% |
DFUSX DFA U.S. Large Company Portfolio | 1.14% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
Drawdowns
DRILX vs. DFUSX - Drawdown Comparison
The maximum DRILX 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 DRILX and DFUSX.
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Drawdown Indicators
| DRILX | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.48% | -54.96% | +21.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -12.10% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -24.58% | +1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.48% | -33.79% | +0.31% |
Current DrawdownCurrent decline from peak | -8.58% | -8.88% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -10.66% | +6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.62% | +0.41% |
Volatility
DRILX vs. DFUSX - Volatility Comparison
Dimensional 2060 Target Date Retirement Income Fund (DRILX) and DFA U.S. Large Company Portfolio (DFUSX) have volatilities of 4.39% and 4.25%, 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
| DRILX | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 4.25% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 8.64% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.88% | 17.96% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 16.83% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 18.03% | -2.32% |