DUSLX vs. DFSVX
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DUSLX is managed by Dimensional. It was launched on Dec 20, 2012. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DUSLX vs. DFSVX - Performance Comparison
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DUSLX vs. DFSVX - 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DUSLX achieves a -7.03% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, DUSLX has outperformed DFSVX with an annualized return of 13.69%, while DFSVX has yielded a comparatively lower 10.61% 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%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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DUSLX vs. DFSVX - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DUSLX vs. DFSVX — Risk / Return Rank
DUSLX
DFSVX
DUSLX vs. DFSVX - 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 U.S. Small Cap Value Portfolio I (DFSVX). 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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.03 | -0.56 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.55 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.34 | -0.84 |
Martin ratioReturn relative to average drawdown | 2.23 | 4.99 | -2.76 |
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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.03 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.44 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.45 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.51 | +0.34 |
Correlation
The correlation between DUSLX and DFSVX 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
DUSLX vs. DFSVX - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 0.97%, less than DFSVX's 1.66% 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DUSLX vs. DFSVX - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DUSLX and DFSVX.
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Drawdown Indicators
| DUSLX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -66.70% | +35.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -15.11% | +3.35% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -27.69% | +2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -30.86% | -52.12% | +21.26% |
Current DrawdownCurrent decline from peak | -9.48% | -7.77% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -9.51% | +5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 4.14% | -1.47% |
Volatility
DUSLX vs. DFSVX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 4.38%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.00%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSLX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 5.00% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 12.75% | -4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 23.31% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 21.67% | -5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 23.92% | -6.76% |