DRIWX vs. DFUSX
Compare and contrast key facts about Dimensional 2030 Target Date Retirement Income Fund (DRIWX) and DFA U.S. Large Company Portfolio (DFUSX).
DRIWX is managed by Dimensional. It was launched on Nov 1, 2015. DFUSX is managed by Dimensional. It was launched on Sep 23, 1999.
Performance
DRIWX vs. DFUSX - Performance Comparison
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DRIWX vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIWX Dimensional 2030 Target Date Retirement Income Fund | -1.66% | 9.89% | 5.12% | 10.05% | -22.34% | 13.46% | 18.33% | 21.04% | -7.35% | 15.68% |
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, DRIWX achieves a -1.66% return, which is significantly higher than DFUSX's -7.05% return. Over the past 10 years, DRIWX has underperformed DFUSX with an annualized return of 5.87%, while DFUSX has yielded a comparatively higher 13.60% annualized return.
DRIWX
- 1D
- 0.67%
- 1M
- -5.04%
- YTD
- -1.66%
- 6M
- -1.03%
- 1Y
- 6.17%
- 3Y*
- 5.63%
- 5Y*
- 2.02%
- 10Y*
- 5.87%
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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DRIWX vs. DFUSX - Expense Ratio Comparison
DRIWX has a 0.20% 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
DRIWX vs. DFUSX — Risk / Return Rank
DRIWX
DFUSX
DRIWX vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2030 Target Date Retirement Income Fund (DRIWX) 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.
| DRIWX | DFUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.85 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.32 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 0.87 | +0.09 |
Martin ratioReturn relative to average drawdown | 3.51 | 4.25 | -0.74 |
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
| DRIWX | DFUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.85 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.68 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.76 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.42 | +0.19 |
Correlation
The correlation between DRIWX and DFUSX is 0.71, 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
DRIWX vs. DFUSX - Dividend Comparison
DRIWX's dividend yield for the trailing twelve months is around 7.09%, more than DFUSX's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIWX Dimensional 2030 Target Date Retirement Income Fund | 7.09% | 6.89% | 6.04% | 4.10% | 6.63% | 5.81% | 3.93% | 2.39% | 2.45% | 1.33% | 1.40% | 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
DRIWX vs. DFUSX - Drawdown Comparison
The maximum DRIWX drawdown since its inception was -27.45%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DRIWX and DFUSX.
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Drawdown Indicators
| DRIWX | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.45% | -54.96% | +27.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -12.10% | +5.62% |
Max Drawdown (5Y)Largest decline over 5 years | -27.45% | -24.58% | -2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -27.45% | -33.79% | +6.34% |
Current DrawdownCurrent decline from peak | -5.11% | -8.88% | +3.77% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -10.66% | +4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.62% | -0.84% |
Volatility
DRIWX vs. DFUSX - Volatility Comparison
The current volatility for Dimensional 2030 Target Date Retirement Income Fund (DRIWX) is 3.10%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 4.25%. This indicates that DRIWX experiences smaller price fluctuations and is considered to be less risky than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIWX | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 4.25% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 8.64% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 17.96% | -8.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.65% | 16.83% | -6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.09% | 18.03% | -7.94% |