DUSLX vs. VVIAX

Last updated Aug 1, 2026

DUSLX (DFA U.S. Large Cap Growth Portfolio) and VVIAX (Vanguard Value Index Fund Admiral Shares) are both mutual funds - DUSLX is a Large Cap Growth Equities fund managed by Dimensional, while VVIAX is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, DUSLX returned 14.96%/yr vs 12.53%/yr for VVIAX. Their correlation of 0.83 means they have usually moved in the same direction. DUSLX charges 0.18%/yr vs 0.05%/yr for VVIAX.

Performance

DUSLX vs. VVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard Value Index Fund Admiral Shares (VVIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUSLX achieves a 8.30% return, which is significantly lower than VVIAX's 16.65% return. Over the past 10 years, DUSLX has outperformed VVIAX with an annualized return of 14.96%, while VVIAX has yielded a comparatively lower 12.53% annualized return.

DUSLX

• 1D: 1.34%
• 1M: -1.56%
• 6M: 7.72%
• YTD: 8.30%
• 1Y: 13.56%
• 3Y*: 16.95%
• 5Y*: 11.74%
• 10Y*: 14.96%
• ALL TIME*: 14.75%

VVIAX

• 1D: 0.31%
• 1M: 0.58%
• 6M: 11.53%
• YTD: 16.65%
• 1Y: 28.22%
• 3Y*: 17.11%
• 5Y*: 12.33%
• 10Y*: 12.53%
• ALL TIME*: 8.15%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DUSLX DFA U.S. Large Cap Growth Portfolio	$0.00	$0.00	$0.00
VVIAX Vanguard Value Index Fund Admiral Shares	$0.00	$0.00	$0.00

DUSLX vs. VVIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DUSLX DFA U.S. Large Cap Growth Portfolio	8.30%	12.62%	23.82%	24.97%	-15.58%	26.43%	21.83%	32.17%	-1.98%	25.05%
VVIAX Vanguard Value Index Fund Admiral Shares	16.65%	15.27%	16.00%	9.22%	-2.07%	26.51%	2.29%	25.81%	-5.45%	17.13%

Correlation

The correlation between DUSLX and VVIAX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (5Y) Shows whether the relationship held over a longer period.	0.78
Correlation (10Y) Provides a long-term view across more market conditions.	0.80
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.83

The correlation between DUSLX and VVIAX shifts across timeframes, from 0.68 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DUSLX vs. VVIAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DUSLX

DUSLX Risk / Return Rank: 33
DUSLX Sharpe Ratio Rank: 31
DUSLX Sortino Ratio Rank: 31
DUSLX Omega Ratio Rank: 31
DUSLX Calmar Ratio Rank: 31
DUSLX Martin Ratio Rank: 38

VVIAX

VVIAX Risk / Return Rank: 93
VVIAX Sharpe Ratio Rank: 95
VVIAX Sortino Ratio Rank: 93
VVIAX Omega Ratio Rank: 88
VVIAX Calmar Ratio Rank: 95
VVIAX Martin Ratio Rank: 96

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DUSLX vs. VVIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DUSLX	VVIAX	Difference
Sharpe ratio: Return per unit of total volatility	0.99	2.52	-1.53
Sortino ratio: Return per unit of downside risk	1.48	3.60	-2.12
Omega ratio: Gain probability vs. loss probability	1.18	1.45	-0.27
Calmar ratio: Return relative to maximum drawdown	1.34	4.10	-2.76
Martin ratio: Return relative to average drawdown	5.47	15.85	-10.38

DUSLX vs. VVIAX - Sharpe Ratio Comparison

The current DUSLX Sharpe Ratio is 0.99, which is lower than the VVIAX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of DUSLX and VVIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DUSLX vs. VVIAX - Drawdown Comparison

The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for DUSLX and VVIAX.

Drawdown Indicators

	DUSLX	VVIAX	Difference
Max Drawdown Largest peak-to-trough decline	-30.86%	-59.32%	+28.46%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	-6.36%	-3.12%
Max Drawdown (3Y) Largest decline over 3 years	-18.15%	-14.39%	-3.76%
Max Drawdown (5Y) Largest decline over 5 years	-24.83%	-17.14%	-7.69%
Max Drawdown (10Y) Largest decline over 10 years	-30.86%	-36.80%	+5.94%
Current Drawdown Current decline from peak	-2.82%	-1.07%	-1.75%
Average Drawdown Average peak-to-trough decline	-3.60%	-9.56%	+5.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	1.65%	+0.66%

Volatility

DUSLX vs. VVIAX - Volatility Comparison

DFA U.S. Large Cap Growth Portfolio (DUSLX) has a higher volatility of 3.46% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 2.63%. This indicates that DUSLX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUSLX	VVIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	2.63%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	7.79%	+2.80%
Volatility (1Y) Calculated over the trailing 1-year period	12.81%	10.37%	+2.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.68%	13.86%	+2.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	16.69%	+0.55%

DUSLX vs. VVIAX - Expense Ratio Comparison

DUSLX has a 0.18% expense ratio, which is higher than VVIAX's 0.05% expense ratio. However, 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. VVIAX - Dividend Comparison

DUSLX's dividend yield for the trailing twelve months is around 0.81%, less than VVIAX's 1.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUSLX DFA U.S. Large Cap Growth Portfolio	0.81%	0.88%	1.02%	1.84%	8.37%	6.98%	1.42%	2.41%	4.65%	1.36%	1.72%	1.69%
VVIAX Vanguard Value Index Fund Admiral Shares	1.84%	2.04%	2.30%	2.45%	2.51%	2.14%	2.55%	2.49%	2.72%	2.29%	2.45%	2.60%

Frequently Asked Questions

Can I hold both DUSLX and VVIAX in my portfolio?

DUSLX and VVIAX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUSLX or VVIAX?

DUSLX has higher volatility (3.46%) compared to VVIAX (2.63%). In terms of maximum drawdown, DUSLX dropped -30.86% vs VVIAX's -59.32%.

Which has better risk-adjusted returns?

VVIAX currently has the higher Sharpe Ratio (2.52 vs 0.99), 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.