IWM vs. DFUSX
IWM (iShares Russell 2000 ETF) and DFUSX (DFA U.S. Large Company Portfolio) are both funds - IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index, while DFUSX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 10 years, IWM returned 11.27%/yr vs 15.30%/yr for DFUSX. Their correlation of 0.85 suggests significant overlap in exposure. IWM charges 0.19%/yr vs 0.08%/yr for DFUSX.
Performance
IWM vs. DFUSX - Performance Comparison
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Returns By Period
In the year-to-date period, IWM achieves a 19.22% return, which is significantly higher than DFUSX's 8.57% return. Over the past 10 years, IWM has underperformed DFUSX with an annualized return of 11.27%, while DFUSX has yielded a comparatively higher 15.30% annualized return.
IWM
- 1D
- 0.87%
- 1M
- 2.99%
- YTD
- 19.22%
- 6M
- 16.00%
- 1Y
- 41.75%
- 3Y*
- 17.23%
- 5Y*
- 6.07%
- 10Y*
- 11.27%
DFUSX
- 1D
- 1.80%
- 1M
- -0.12%
- YTD
- 8.57%
- 6M
- 8.90%
- 1Y
- 25.09%
- 3Y*
- 20.99%
- 5Y*
- 13.26%
- 10Y*
- 15.30%
IWM vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 19.22% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
DFUSX DFA U.S. Large Company Portfolio | 8.57% | 17.76% | 24.91% | 26.28% | -18.14% | 28.53% | 18.41% | 32.08% | -4.45% | 21.04% |
Correlation
The correlation between IWM and DFUSX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.85 |
The correlation between IWM and DFUSX has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
IWM vs. DFUSX — Risk / Return Rank
IWM
DFUSX
IWM vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and DFA U.S. Large Company Portfolio (DFUSX). 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.
| IWM | DFUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.76 | +0.81 |
| Martin ratioReturn relative to average drawdown | 12.63 | 12.54 | +0.08 |
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Drawdowns
IWM vs. DFUSX - Drawdown Comparison
The maximum IWM drawdown since its inception was -59.05%, which is greater than DFUSX's maximum drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for IWM and DFUSX.
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Drawdown Indicators
| IWM | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -54.96% | -4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -8.88% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -18.76% | -8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.91% | -24.58% | -7.33% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -33.79% | -7.34% |
Current DrawdownCurrent decline from peak | 0.00% | -2.81% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -10.59% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.94% | +1.18% |
Volatility
IWM vs. DFUSX - Volatility Comparison
iShares Russell 2000 ETF (IWM) has a higher volatility of 7.16% compared to DFA U.S. Large Company Portfolio (DFUSX) at 4.46%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWM | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 4.46% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | 9.73% | +4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 12.09% | +7.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.61% | 16.95% | +5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 18.10% | +4.98% |
IWM vs. DFUSX - Expense Ratio Comparison
IWM has a 0.19% expense ratio, which is higher than DFUSX's 0.08% 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
IWM vs. DFUSX - Dividend Comparison
IWM's dividend yield for the trailing twelve months is around 0.87%, less than DFUSX's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 0.98% | 1.04% | 1.24% | 4.17% | 6.24% | 6.57% | 3.82% | 2.74% | 2.64% | 1.56% | 1.95% | 2.87% |
IWM iShares Russell 2000 ETF | 0.87% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Frequently Asked Questions
IWM and DFUSX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWM has higher volatility (7.16%) compared to DFUSX (4.46%). In terms of maximum drawdown, IWM dropped -59.05% vs DFUSX's -54.96%.
DFUSX currently has the higher Sharpe Ratio (2.03 vs 1.99), 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.
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