DUSLX vs. DRIIX
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and Dimensional 2045 Target Date Retirement Income Fund (DRIIX).
DUSLX is managed by Dimensional. It was launched on Dec 20, 2012. DRIIX is managed by Dimensional. It was launched on Nov 1, 2015.
Performance
DUSLX vs. DRIIX - Performance Comparison
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DUSLX vs. DRIIX - 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% |
DRIIX Dimensional 2045 Target Date Retirement Income Fund | -3.01% | 17.17% | 15.44% | 19.21% | -14.15% | 20.45% | 13.36% | 25.42% | -9.17% | 21.64% |
Returns By Period
In the year-to-date period, DUSLX achieves a -7.03% return, which is significantly lower than DRIIX's -3.01% return. Over the past 10 years, DUSLX has outperformed DRIIX with an annualized return of 13.69%, while DRIIX has yielded a comparatively lower 10.63% 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%
DRIIX
- 1D
- -0.21%
- 1M
- -6.70%
- YTD
- -3.01%
- 6M
- -0.46%
- 1Y
- 14.84%
- 3Y*
- 13.88%
- 5Y*
- 8.80%
- 10Y*
- 10.63%
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DUSLX vs. DRIIX - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is lower than DRIIX's 0.22% 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. DRIIX — Risk / Return Rank
DUSLX
DRIIX
DUSLX vs. DRIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and Dimensional 2045 Target Date Retirement Income Fund (DRIIX). 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 | DRIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.21 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.77 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.27 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.28 | -0.77 |
Martin ratioReturn relative to average drawdown | 2.23 | 6.24 | -4.01 |
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 | DRIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.21 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.69 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.73 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.73 | +0.13 |
Correlation
The correlation between DUSLX and DRIIX 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. DRIIX - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 0.97%, less than DRIIX's 3.03% 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% |
DRIIX Dimensional 2045 Target Date Retirement Income Fund | 3.03% | 2.89% | 3.25% | 3.43% | 3.90% | 3.23% | 2.92% | 2.19% | 2.29% | 1.23% | 1.39% | 0.00% |
Drawdowns
DUSLX vs. DRIIX - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum DRIIX drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for DUSLX and DRIIX.
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Drawdown Indicators
| DUSLX | DRIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -32.56% | +1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -9.30% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -21.77% | -3.06% |
Max Drawdown (10Y)Largest decline over 10 years | -30.86% | -32.56% | +1.70% |
Current DrawdownCurrent decline from peak | -9.48% | -7.13% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -4.04% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.00% | +0.67% |
Volatility
DUSLX vs. DRIIX - Volatility Comparison
DFA U.S. Large Cap Growth Portfolio (DUSLX) has a higher volatility of 4.38% compared to Dimensional 2045 Target Date Retirement Income Fund (DRIIX) at 3.67%. This indicates that DUSLX's price experiences larger fluctuations and is considered to be riskier than DRIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSLX | DRIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 3.67% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 6.58% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 12.61% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 12.83% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 14.61% | +2.55% |