DUSLX vs. DFEMX

Last updated Apr 1, 2026

Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA Emerging Markets Portfolio (DFEMX).

DUSLX is managed by Dimensional. It was launched on Dec 20, 2012. DFEMX is managed by Dimensional. It was launched on Apr 24, 1994.

Performance

DUSLX vs. DFEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA Emerging Markets Portfolio (DFEMX). The values are adjusted to include any dividend payments, if applicable.

DUSLX vs. DFEMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DUSLX DFA U.S. Large Cap Growth Portfolio	-7.03%	12.62%	23.82%	24.97%	-15.58%	26.43%	21.83%	32.17%	-1.98%	25.05%
DFEMX DFA Emerging Markets Portfolio	1.14%	33.57%	6.90%	13.08%	-16.91%	2.53%	13.89%	16.02%	-13.62%	36.57%

Returns By Period

In the year-to-date period, DUSLX achieves a -7.03% return, which is significantly lower than DFEMX's 1.14% return. Over the past 10 years, DUSLX has outperformed DFEMX with an annualized return of 13.69%, while DFEMX has yielded a comparatively lower 8.54% annualized return.

DUSLX

• 1D: -0.69%
• 1M: -9.19%
• YTD: -7.03%
• 6M: -7.87%
• 1Y: 7.15%
• 3Y*: 15.10%
• 5Y*: 10.71%
• 10Y*: 13.69%

DFEMX

• 1D: -0.99%
• 1M: -12.13%
• YTD: 1.14%
• 6M: 6.55%
• 1Y: 31.39%
• 3Y*: 15.76%
• 5Y*: 5.86%
• 10Y*: 8.54%

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

DUSLX vs. DFEMX - Expense Ratio Comparison

DUSLX has a 0.18% expense ratio, which is lower than DFEMX's 0.36% expense ratio.

DFEMX

DFA Emerging Markets Portfolio

DUSLX

DFA U.S. Large Cap Growth Portfolio

Return for Risk

DUSLX vs. DFEMX — Risk / Return Rank

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

DUSLX

DUSLX Risk / Return Rank: 19
DUSLX Sharpe Ratio Rank: 19
DUSLX Sortino Ratio Rank: 19
DUSLX Omega Ratio Rank: 19
DUSLX Calmar Ratio Rank: 17
DUSLX Martin Ratio Rank: 21

DFEMX

DFEMX Risk / Return Rank: 88
DFEMX Sharpe Ratio Rank: 91
DFEMX Sortino Ratio Rank: 90
DFEMX Omega Ratio Rank: 87
DFEMX Calmar Ratio Rank: 87
DFEMX Martin Ratio Rank: 85

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.

DUSLX vs. DFEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA Emerging Markets Portfolio (DFEMX). 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.

	DUSLX	DFEMX	Difference
Sharpe ratio Return per unit of total volatility	0.47	1.93	-1.46
Sortino ratio Return per unit of downside risk	0.80	2.50	-1.71
Omega ratio Gain probability vs. loss probability	1.11	1.37	-0.26
Calmar ratio Return relative to maximum drawdown	0.51	2.22	-1.72
Martin ratio Return relative to average drawdown	2.23	8.71	-6.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUSLX vs. DFEMX - Sharpe Ratio Comparison

The current DUSLX Sharpe Ratio is 0.47, which is lower than the DFEMX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DUSLX and DFEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DUSLX	DFEMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	1.93	-1.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.39	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.52	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.37	+0.48

Correlation

The correlation between DUSLX and DFEMX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DUSLX vs. DFEMX - Dividend Comparison

DUSLX's dividend yield for the trailing twelve months is around 0.97%, less than DFEMX's 2.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUSLX DFA U.S. Large Cap Growth Portfolio	0.97%	0.88%	1.02%	1.84%	8.37%	6.98%	1.42%	2.41%	4.65%	1.36%	1.72%	1.69%
DFEMX DFA Emerging Markets Portfolio	2.52%	2.55%	3.14%	3.34%	3.90%	6.13%	1.45%	2.33%	2.14%	1.74%	1.92%	2.08%

Drawdowns

DUSLX vs. DFEMX - Drawdown Comparison

The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum DFEMX drawdown of -62.43%. Use the drawdown chart below to compare losses from any high point for DUSLX and DFEMX.

Drawdown Indicators

	DUSLX	DFEMX	Difference
Max Drawdown Largest peak-to-trough decline	-30.86%	-62.43%	+31.57%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	-12.85%	+1.09%
Max Drawdown (5Y) Largest decline over 5 years	-24.83%	-31.84%	+7.01%
Max Drawdown (10Y) Largest decline over 10 years	-30.86%	-40.44%	+9.58%
Current Drawdown Current decline from peak	-9.48%	-12.85%	+3.37%
Average Drawdown Average peak-to-trough decline	-3.65%	-15.41%	+11.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	3.28%	-0.61%

Volatility

DUSLX vs. DFEMX - Volatility Comparison

The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 4.38%, while DFA Emerging Markets Portfolio (DFEMX) has a volatility of 8.01%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than DFEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUSLX	DFEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.38%	8.01%	-3.63%
Volatility (6M) Calculated over the trailing 6-month period	8.65%	11.89%	-3.24%
Volatility (1Y) Calculated over the trailing 1-year period	17.31%	16.27%	+1.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	15.17%	+1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	16.33%	+0.83%