DUSLX vs. DFIEX
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA International Core Equity Portfolio I (DFIEX).
DUSLX is managed by Dimensional. It was launched on Dec 20, 2012. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DUSLX vs. DFIEX - Performance Comparison
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DUSLX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DUSLX achieves a -7.03% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DUSLX has outperformed DFIEX with an annualized return of 13.69%, while DFIEX has yielded a comparatively lower 9.31% 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%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DUSLX vs. DFIEX - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, 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
DUSLX vs. DFIEX — Risk / Return Rank
DUSLX
DFIEX
DUSLX vs. DFIEX - 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 International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.66 | -1.19 |
Sortino ratioReturn per unit of downside risk | 0.80 | 2.18 | -1.38 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 2.16 | -1.66 |
Martin ratioReturn relative to average drawdown | 2.23 | 8.72 | -6.49 |
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
| DUSLX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.66 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.58 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.57 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.34 | +0.52 |
Correlation
The correlation between DUSLX and DFIEX is 0.73, 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
DUSLX vs. DFIEX - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 0.97%, less than DFIEX's 3.24% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DUSLX vs. DFIEX - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DUSLX and DFIEX.
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Drawdown Indicators
| DUSLX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -62.22% | +31.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -11.01% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -28.66% | +3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -30.86% | -41.04% | +10.18% |
Current DrawdownCurrent decline from peak | -9.48% | -10.45% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -12.26% | +8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.84% | -0.17% |
Volatility
DUSLX vs. DFIEX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 4.38%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSLX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 6.26% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 10.04% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 15.66% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 15.60% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 16.32% | +0.84% |