DUSLX vs. DGEIX

Last updated Jun 4, 2026

DUSLX (DFA U.S. Large Cap Growth Portfolio) and DGEIX (DFA Global Equity Portfolio Institutional Class) are both mutual funds - DUSLX is a Large Cap Growth Equities fund managed by Dimensional, while DGEIX is a Global Equities fund managed by Dimensional. Over the past 10 years, DUSLX returned 15.59%/yr vs 12.51%/yr for DGEIX. Their correlation of 0.91 suggests significant overlap in exposure. DUSLX charges 0.18%/yr vs 0.25%/yr for DGEIX.

Performance

DUSLX vs. DGEIX - 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 Global Equity Portfolio Institutional Class (DGEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUSLX achieves a 9.87% return, which is significantly lower than DGEIX's 13.03% return. Over the past 10 years, DUSLX has outperformed DGEIX with an annualized return of 15.59%, while DGEIX has yielded a comparatively lower 12.51% annualized return.

DUSLX

• 1D: 0.43%
• 1M: 6.04%
• YTD: 9.87%
• 6M: 9.76%
• 1Y: 18.80%
• 3Y*: 20.42%
• 5Y*: 13.55%
• 10Y*: 15.59%

DGEIX

• 1D: 0.47%
• 1M: 4.90%
• YTD: 13.03%
• 6M: 13.93%
• 1Y: 30.01%
• 3Y*: 20.54%
• 5Y*: 10.87%
• 10Y*: 12.51%

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

DUSLX vs. DGEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DUSLX DFA U.S. Large Cap Growth Portfolio	9.87%	12.62%	23.82%	24.97%	-15.58%	26.43%	21.83%	32.17%	-1.98%	25.05%
DGEIX DFA Global Equity Portfolio Institutional Class	13.03%	19.86%	15.71%	20.35%	-14.72%	20.31%	13.51%	26.68%	-11.48%	21.36%

Correlation

The correlation between DUSLX and DGEIX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.91

The correlation between DUSLX and DGEIX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Return for Risk

DUSLX vs. DGEIX — Risk / Return Rank

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

DUSLX

DUSLX Risk / Return Rank: 35
DUSLX Sharpe Ratio Rank: 34
DUSLX Sortino Ratio Rank: 34
DUSLX Omega Ratio Rank: 33
DUSLX Calmar Ratio Rank: 31
DUSLX Martin Ratio Rank: 42

DGEIX

DGEIX Risk / Return Rank: 77
DGEIX Sharpe Ratio Rank: 81
DGEIX Sortino Ratio Rank: 75
DGEIX Omega Ratio Rank: 72
DGEIX Calmar Ratio Rank: 77
DGEIX Martin Ratio Rank: 81

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. DGEIX - 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 Global Equity Portfolio Institutional Class (DGEIX). 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	DGEIX	Difference
Sharpe ratio Return per unit of total volatility	1.67	2.62	-0.95
Sortino ratio Return per unit of downside risk	2.43	3.63	-1.19
Omega ratio Gain probability vs. loss probability	1.30	1.48	-0.18
Calmar ratio Return relative to maximum drawdown	2.09	3.48	-1.39
Martin ratio Return relative to average drawdown	8.97	15.24	-6.27
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. DGEIX - Sharpe Ratio Comparison

The current DUSLX Sharpe Ratio is 1.67, which is lower than the DGEIX Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of DUSLX and DGEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DUSLX	DGEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.67	2.62	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.70	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	0.74	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	0.51	+0.42

Drawdowns

DUSLX vs. DGEIX - Drawdown Comparison

The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DUSLX and DGEIX.

Drawdown Indicators

	DUSLX	DGEIX	Difference
Max Drawdown Largest peak-to-trough decline	-30.86%	-59.77%	+28.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	-8.85%	-0.63%
Max Drawdown (3Y) Largest decline over 3 years	-18.15%	-16.97%	-1.18%
Max Drawdown (5Y) Largest decline over 5 years	-24.83%	-25.20%	+0.37%
Max Drawdown (10Y) Largest decline over 10 years	-30.86%	-37.00%	+6.14%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.62%	-8.00%	+4.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.02%	+0.18%

Volatility

DUSLX vs. DGEIX - Volatility Comparison

The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 2.78%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 3.28%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUSLX	DGEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	3.28%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	9.09%	+0.28%
Volatility (1Y) Calculated over the trailing 1-year period	11.85%	11.75%	+0.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	15.66%	+0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	16.87%	+0.34%

DUSLX vs. DGEIX - Expense Ratio Comparison

DUSLX has a 0.18% expense ratio, which is lower than DGEIX's 0.25% 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%.

Dividends

DUSLX vs. DGEIX - Dividend Comparison

DUSLX's dividend yield for the trailing twelve months is around 0.82%, less than DGEIX's 2.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGEIX DFA Global Equity Portfolio Institutional Class	2.68%	2.79%	3.64%	3.82%	4.92%	1.94%	2.37%	2.22%	2.62%	1.50%	1.90%	1.98%
DUSLX DFA U.S. Large Cap Growth Portfolio	0.82%	0.88%	1.02%	1.84%	8.37%	6.98%	1.42%	2.41%	4.65%	1.36%	1.72%	1.69%

Frequently Asked Questions

Can I hold both DUSLX and DGEIX in my portfolio?

With a correlation of 0.91, DUSLX and DGEIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DUSLX or DGEIX?

DGEIX has higher volatility (3.28%) compared to DUSLX (2.78%). In terms of maximum drawdown, DUSLX dropped -30.86% vs DGEIX's -59.77%.

Which has better risk-adjusted returns?

DGEIX currently has the higher Sharpe Ratio (2.62 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.