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DUSQX vs. DFIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUSQX vs. DFIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Equity Portfolio (DUSQX) and DFA International Value Portfolio (DFIVX). The values are adjusted to include any dividend payments, if applicable.

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DUSQX vs. DFIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFIVX
DFA International Value Portfolio
2.99%45.24%6.87%17.83%-3.51%18.57%-2.13%15.68%-17.49%26.08%

Returns By Period

In the year-to-date period, DUSQX achieves a -5.94% return, which is significantly lower than DFIVX's 2.99% return. Over the past 10 years, DUSQX has outperformed DFIVX with an annualized return of 13.24%, while DFIVX has yielded a comparatively lower 11.29% annualized return.


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%

DFIVX

1D
0.26%
1M
-8.38%
YTD
2.99%
6M
11.70%
1Y
34.52%
3Y*
21.08%
5Y*
14.04%
10Y*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DUSQX vs. DFIVX - Expense Ratio Comparison

DUSQX has a 0.13% expense ratio, which is lower than DFIVX's 0.30% expense ratio.


Return for Risk

DUSQX vs. DFIVX — Risk / Return Rank

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

DUSQX
DUSQX Risk / Return Rank: 4343
Overall Rank
DUSQX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DUSQX Sortino Ratio Rank: 4747
Sortino Ratio Rank
DUSQX Omega Ratio Rank: 5252
Omega Ratio Rank
DUSQX Calmar Ratio Rank: 3232
Calmar Ratio Rank
DUSQX Martin Ratio Rank: 4242
Martin Ratio Rank

DFIVX
DFIVX Risk / Return Rank: 9292
Overall Rank
DFIVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DFIVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFIVX Omega Ratio Rank: 9090
Omega Ratio Rank
DFIVX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFIVX Martin Ratio Rank: 9393
Martin Ratio Rank
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.

DUSQX vs. DFIVX - 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 International Value Portfolio (DFIVX). 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.


DUSQXDFIVXDifference

Sharpe ratio

Return per unit of total volatility

0.88

2.03

-1.16

Sortino ratio

Return per unit of downside risk

1.35

2.59

-1.25

Omega ratio

Gain probability vs. loss probability

1.21

1.40

-0.20

Calmar ratio

Return relative to maximum drawdown

0.87

2.56

-1.69

Martin ratio

Return relative to average drawdown

4.34

11.62

-7.28

DUSQX vs. DFIVX - Sharpe Ratio Comparison

The current DUSQX Sharpe Ratio is 0.88, which is lower than the DFIVX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of DUSQX and DFIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DUSQXDFIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

2.03

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.87

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.63

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.38

+0.32

Correlation

The correlation between DUSQX and DFIVX is 0.74, 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. DFIVX - Dividend Comparison

DUSQX's dividend yield for the trailing twelve months is around 1.08%, less than DFIVX's 4.09% yield.


TTM20252024202320222021202020192018201720162015
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%
DFIVX
DFA International Value Portfolio
4.09%4.21%3.94%4.40%3.78%4.37%2.42%3.70%6.60%2.85%3.36%3.45%

Drawdowns

DUSQX vs. DFIVX - Drawdown Comparison

The maximum DUSQX drawdown since its inception was -34.83%, smaller than the maximum DFIVX drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for DUSQX and DFIVX.


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Drawdown Indicators


DUSQXDFIVXDifference

Max Drawdown

Largest peak-to-trough decline

-34.83%

-66.61%

+31.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-11.99%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-25.29%

+1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.83%

-48.11%

+13.28%

Current Drawdown

Current decline from peak

-8.32%

-8.44%

+0.12%

Average Drawdown

Average peak-to-trough decline

-4.18%

-12.30%

+8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.75%

-0.15%

Volatility

DUSQX vs. DFIVX - Volatility Comparison

The current volatility for DFA U.S. Large Cap Equity Portfolio (DUSQX) is 4.16%, while DFA International Value Portfolio (DFIVX) has a volatility of 6.28%. This indicates that DUSQX experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSQXDFIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

6.28%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

10.36%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

16.49%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

16.24%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

18.06%

-0.41%