DUSLX vs. DFQTX
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DUSLX is managed by Dimensional. It was launched on Dec 20, 2012. DFQTX is managed by Dimensional.
Performance
DUSLX vs. DFQTX - Performance Comparison
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DUSLX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | -4.21% | 12.62% | 23.82% | 24.97% | -15.58% | 26.43% | 21.83% | 32.17% | -1.98% | 25.05% |
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
Returns By Period
In the year-to-date period, DUSLX achieves a -4.21% return, which is significantly lower than DFQTX's -1.39% return. Over the past 10 years, DUSLX has outperformed DFQTX with an annualized return of 14.03%, while DFQTX has yielded a comparatively lower 12.92% annualized return.
DUSLX
- 1D
- 3.02%
- 1M
- -6.38%
- YTD
- -4.21%
- 6M
- -5.80%
- 1Y
- 9.98%
- 3Y*
- 16.25%
- 5Y*
- 11.12%
- 10Y*
- 14.03%
DFQTX
- 1D
- 2.74%
- 1M
- -5.00%
- YTD
- -1.39%
- 6M
- 0.96%
- 1Y
- 18.95%
- 3Y*
- 16.80%
- 5Y*
- 10.55%
- 10Y*
- 12.92%
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DUSLX vs. DFQTX - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is lower than DFQTX's 0.19% 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. DFQTX — Risk / Return Rank
DUSLX
DFQTX
DUSLX vs. DFQTX - 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 US Core Equity 2 Portfolio I (DFQTX). 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 | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.08 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.63 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.35 | -0.55 |
Martin ratioReturn relative to average drawdown | 3.49 | 6.35 | -2.86 |
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 | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.08 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.62 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.71 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.48 | +0.39 |
Correlation
The correlation between DUSLX and DFQTX is 0.92, 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. DFQTX - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 0.97%, less than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 0.94% | 0.88% | 1.02% | 1.84% | 8.37% | 6.98% | 1.42% | 2.41% | 4.65% | 1.36% | 1.72% | 1.69% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.09% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DUSLX vs. DFQTX - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DUSLX and DFQTX.
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Drawdown Indicators
| DUSLX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -59.35% | +28.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -12.73% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -22.64% | -2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -30.86% | -37.21% | +6.35% |
Current DrawdownCurrent decline from peak | -9.48% | -5.96% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -7.84% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.73% | -0.06% |
Volatility
DUSLX vs. DFQTX - Volatility Comparison
DFA U.S. Large Cap Growth Portfolio (DUSLX) has a higher volatility of 5.57% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 5.24%. This indicates that DUSLX's price experiences larger fluctuations and is considered to be riskier than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSLX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 5.24% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 9.06% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.54% | 18.23% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 17.04% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 18.27% | -1.08% |