DSFIX vs. DFUSX
Compare and contrast key facts about DFA Social Fixed Income Portfolio (DSFIX) and DFA U.S. Large Company Portfolio (DFUSX).
DSFIX is managed by Dimensional. It was launched on Apr 5, 2016. DFUSX is managed by Dimensional. It was launched on Sep 23, 1999.
Performance
DSFIX vs. DFUSX - Performance Comparison
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DSFIX vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | -0.34% | 6.80% | 1.81% | 7.18% | -13.07% | -2.19% | 9.26% | 9.83% | -0.32% | 3.24% |
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% | 20.00% |
Returns By Period
In the year-to-date period, DSFIX achieves a -0.34% return, which is significantly higher than DFUSX's -7.05% return.
DSFIX
- 1D
- 0.52%
- 1M
- -2.16%
- YTD
- -0.34%
- 6M
- 0.44%
- 1Y
- 3.96%
- 3Y*
- 4.02%
- 5Y*
- 0.51%
- 10Y*
- —
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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DSFIX vs. DFUSX - Expense Ratio Comparison
DSFIX has a 0.21% 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
DSFIX vs. DFUSX — Risk / Return Rank
DSFIX
DFUSX
DSFIX vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Social Fixed Income Portfolio (DSFIX) 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.
| DSFIX | DFUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.85 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.32 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.87 | +0.79 |
Martin ratioReturn relative to average drawdown | 5.05 | 4.25 | +0.80 |
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
| DSFIX | DFUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.85 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.68 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.42 | +0.02 |
Correlation
The correlation between DSFIX and DFUSX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DSFIX vs. DFUSX - Dividend Comparison
DSFIX's dividend yield for the trailing twelve months is around 4.03%, more than DFUSX's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSFIX DFA Social Fixed Income Portfolio | 4.03% | 3.61% | 3.95% | 3.28% | 2.54% | 2.70% | 2.22% | 2.58% | 2.56% | 1.87% | 0.00% | 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
DSFIX vs. DFUSX - Drawdown Comparison
The maximum DSFIX drawdown since its inception was -18.94%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for DSFIX and DFUSX.
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Drawdown Indicators
| DSFIX | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -54.96% | +36.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -12.10% | +9.44% |
Max Drawdown (5Y)Largest decline over 5 years | -18.87% | -24.58% | +5.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.79% | — |
Current DrawdownCurrent decline from peak | -2.16% | -8.88% | +6.72% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -10.66% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 2.62% | -1.75% |
Volatility
DSFIX vs. DFUSX - Volatility Comparison
The current volatility for DFA Social Fixed Income Portfolio (DSFIX) is 1.59%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 4.25%. This indicates that DSFIX 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
| DSFIX | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 4.25% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 2.60% | 8.64% | -6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 17.96% | -13.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.77% | 16.83% | -11.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.97% | 18.03% | -13.06% |