DUSQX vs. DFEOX
Compare and contrast key facts about DFA U.S. Large Cap Equity Portfolio (DUSQX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DUSQX is managed by Dimensional. It was launched on Jun 25, 2013. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DUSQX vs. DFEOX - Performance Comparison
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DUSQX vs. DFEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUSQX DFA U.S. Large Cap Equity Portfolio | -5.94% | 16.76% | 24.25% | 24.23% | -16.85% | 24.31% | 18.89% | 31.52% | -6.22% | 22.09% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DUSQX achieves a -5.94% return, which is significantly lower than DFEOX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with DUSQX having a 13.24% annualized return and DFEOX not far behind at 12.94%.
DUSQX
- 1D
- -0.40%
- 1M
- -7.50%
- YTD
- -5.94%
- 6M
- -3.70%
- 1Y
- 14.51%
- 3Y*
- 16.81%
- 5Y*
- 10.40%
- 10Y*
- 13.24%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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DUSQX vs. DFEOX - Expense Ratio Comparison
DUSQX has a 0.13% expense ratio, which is lower than DFEOX's 0.14% 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
DUSQX vs. DFEOX — Risk / Return Rank
DUSQX
DFEOX
DUSQX vs. DFEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Equity Portfolio (DUSQX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.
| DUSQX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.93 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.43 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.98 | -0.10 |
Martin ratioReturn relative to average drawdown | 4.34 | 4.74 | -0.40 |
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
| DUSQX | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.93 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.62 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.72 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.51 | +0.19 |
Correlation
The correlation between DUSQX and DFEOX is 0.98, 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
DUSQX vs. DFEOX - Dividend Comparison
DUSQX's dividend yield for the trailing twelve months is around 1.08%, less than DFEOX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSQX DFA U.S. Large Cap Equity Portfolio | 1.08% | 0.98% | 1.11% | 4.95% | 4.84% | 2.45% | 1.42% | 1.65% | 1.79% | 1.62% | 1.80% | 1.75% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
Drawdowns
DUSQX vs. DFEOX - Drawdown Comparison
The maximum DUSQX drawdown since its inception was -34.83%, smaller than the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DUSQX and DFEOX.
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Drawdown Indicators
| DUSQX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.83% | -56.77% | +21.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.58% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -22.86% | -1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -34.83% | -36.55% | +1.72% |
Current DrawdownCurrent decline from peak | -8.32% | -8.28% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -7.25% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.69% | -0.09% |
Volatility
DUSQX vs. DFEOX - Volatility Comparison
DFA U.S. Large Cap Equity Portfolio (DUSQX) and DFA US Core Equity 1 Portfolio I (DFEOX) have volatilities of 4.16% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSQX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.20% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 8.49% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 17.87% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 16.88% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 17.98% | -0.33% |