VO vs. DFUSX
VO (Vanguard Mid-Cap ETF) and DFUSX (DFA U.S. Large Company Portfolio) are both funds - VO is a Mid Cap Blend Equities fund tracking the CRSP US Mid Cap Index, while DFUSX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 10 years, VO returned 11.77%/yr vs 15.30%/yr for DFUSX. Their correlation of 0.92 suggests significant overlap in exposure. VO charges 0.03%/yr vs 0.08%/yr for DFUSX.
Performance
VO vs. DFUSX - Performance Comparison
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Returns By Period
In the year-to-date period, VO achieves a 10.43% return, which is significantly higher than DFUSX's 8.57% return. Over the past 10 years, VO has underperformed DFUSX with an annualized return of 11.77%, while DFUSX has yielded a comparatively higher 15.30% annualized return.
VO
- 1D
- 0.97%
- 1M
- 2.97%
- YTD
- 10.43%
- 6M
- 9.31%
- 1Y
- 19.60%
- 3Y*
- 15.74%
- 5Y*
- 7.79%
- 10Y*
- 11.77%
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%
VO vs. DFUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VO Vanguard Mid-Cap ETF | 10.43% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
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 VO and DFUSX is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.92 |
The correlation between VO and DFUSX shifts across timeframes, from 0.75 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VO vs. DFUSX — Risk / Return Rank
VO
DFUSX
VO vs. DFUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap ETF (VO) 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.
| VO | DFUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.76 | -0.52 |
| Martin ratioReturn relative to average drawdown | 8.44 | 12.54 | -4.11 |
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Drawdowns
VO vs. DFUSX - Drawdown Comparison
The maximum VO drawdown since its inception was -58.87%, which is greater than DFUSX's maximum drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for VO and DFUSX.
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Drawdown Indicators
| VO | DFUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.87% | -54.96% | -3.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -8.88% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -18.76% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | -24.58% | -2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.37% | -33.79% | -5.58% |
Current DrawdownCurrent decline from peak | -0.45% | -2.81% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -10.59% | +2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.94% | +0.22% |
Volatility
VO vs. DFUSX - Volatility Comparison
Vanguard Mid-Cap ETF (VO) and DFA U.S. Large Company Portfolio (DFUSX) have volatilities of 4.31% and 4.46%, 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
| VO | DFUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 4.46% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 9.73% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 12.09% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 16.95% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 18.10% | +0.86% |
VO vs. DFUSX - Expense Ratio Comparison
VO has a 0.03% expense ratio, which is lower than DFUSX's 0.08% 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%.
Dividends
VO vs. DFUSX - Dividend Comparison
VO's dividend yield for the trailing twelve months is around 1.36%, more 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% |
VO Vanguard Mid-Cap ETF | 1.36% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Frequently Asked Questions
VO and DFUSX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFUSX has higher volatility (4.46%) compared to VO (4.31%). In terms of maximum drawdown, VO dropped -58.87% vs DFUSX's -54.96%.
DFUSX currently has the higher Sharpe Ratio (2.03 vs 1.43), 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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