VRVIX vs. DFUSX

Last updated Jun 24, 2026

VRVIX (Vanguard Russell 1000 Value Index Fund Institutional Shares) and DFUSX (DFA U.S. Large Company Portfolio) are both mutual funds - VRVIX is a Large Cap Value Equities fund managed by Vanguard, while DFUSX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, VRVIX returned 11.80%/yr vs 15.66%/yr for DFUSX. Their correlation of 0.91 suggests significant overlap in exposure. VRVIX charges 0.07%/yr vs 0.08%/yr for DFUSX.

Performance

VRVIX vs. DFUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) and DFA U.S. Large Company Portfolio (DFUSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VRVIX achieves a 16.67% return, which is significantly higher than DFUSX's 9.80% return. Over the past 10 years, VRVIX has underperformed DFUSX with an annualized return of 11.80%, while DFUSX has yielded a comparatively higher 15.66% annualized return.

VRVIX

• 1D: 0.55%
• 1M: 3.40%
• YTD: 16.67%
• 6M: 15.93%
• 1Y: 29.73%
• 3Y*: 18.82%
• 5Y*: 11.30%
• 10Y*: 11.80%

DFUSX

• 1D: -0.36%
• 1M: 0.12%
• YTD: 9.80%
• 6M: 8.80%
• 1Y: 25.48%
• 3Y*: 21.34%
• 5Y*: 13.54%
• 10Y*: 15.66%

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

VRVIX vs. DFUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares	16.67%	15.31%	14.32%	11.41%	-7.64%	25.09%	2.75%	26.49%	-8.30%	13.58%
DFUSX DFA U.S. Large Company Portfolio	9.80%	17.76%	24.91%	26.28%	-18.14%	28.53%	18.41%	32.08%	-4.45%	21.04%

Correlation

The correlation between VRVIX 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	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010	0.91

The correlation between VRVIX and DFUSX shifts across timeframes, from 0.77 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VRVIX vs. DFUSX — Risk / Return Rank

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

VRVIX

VRVIX Risk / Return Rank: 89
VRVIX Sharpe Ratio Rank: 90
VRVIX Sortino Ratio Rank: 86
VRVIX Omega Ratio Rank: 81
VRVIX Calmar Ratio Rank: 91
VRVIX Martin Ratio Rank: 94

DFUSX

DFUSX Risk / Return Rank: 68
DFUSX Sharpe Ratio Rank: 68
DFUSX Sortino Ratio Rank: 64
DFUSX Omega Ratio Rank: 62
DFUSX Calmar Ratio Rank: 69
DFUSX Martin Ratio Rank: 79

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.

VRVIX vs. DFUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) 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.

	VRVIX	DFUSX	Difference
Sharpe ratio: Return per unit of total volatility	2.74	2.22	+0.53
Sortino ratio: Return per unit of downside risk	3.83	3.04	+0.79
Omega ratio: Gain probability vs. loss probability	1.49	1.40	+0.09
Calmar ratio: Return relative to maximum drawdown	4.54	3.05	+1.50
Martin ratio: Return relative to average drawdown	18.88	13.76	+5.12

VRVIX vs. DFUSX - Sharpe Ratio Comparison

The current VRVIX Sharpe Ratio is 2.74, which is comparable to the DFUSX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of VRVIX and DFUSX, 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

VRVIX vs. DFUSX - Drawdown Comparison

The maximum VRVIX drawdown since its inception was -38.29%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for VRVIX and DFUSX.

Drawdown Indicators

	VRVIX	DFUSX	Difference
Max Drawdown Largest peak-to-trough decline	-38.29%	-54.96%	+16.67%
Max Drawdown (1Y) Largest decline over 1 year	-6.80%	-8.88%	+2.08%
Max Drawdown (3Y) Largest decline over 3 years	-16.00%	-18.76%	+2.76%
Max Drawdown (5Y) Largest decline over 5 years	-19.06%	-24.58%	+5.52%
Max Drawdown (10Y) Largest decline over 10 years	-38.29%	-33.79%	-4.50%
Current Drawdown Current decline from peak	-0.08%	-1.70%	+1.62%
Average Drawdown Average peak-to-trough decline	-3.91%	-10.58%	+6.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	1.95%	-0.32%

Volatility

VRVIX vs. DFUSX - Volatility Comparison

The current volatility for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) is 3.96%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 4.72%. This indicates that VRVIX experiences smaller price fluctuations and is considered to be less risky than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VRVIX	DFUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	4.72%	-0.76%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	9.87%	-1.19%
Volatility (1Y) Calculated over the trailing 1-year period	11.28%	12.23%	-0.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.87%	16.96%	-2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.38%	18.12%	-0.74%

VRVIX vs. DFUSX - Expense Ratio Comparison

VRVIX has a 0.07% 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

VRVIX vs. DFUSX - Dividend Comparison

VRVIX's dividend yield for the trailing twelve months is around 1.62%, more than DFUSX's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUSX DFA U.S. Large Company Portfolio	0.97%	1.04%	1.24%	4.17%	6.24%	6.57%	3.82%	2.74%	2.64%	1.56%	1.95%	2.87%
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares	1.62%	1.41%	1.98%	2.10%	2.24%	1.69%	2.25%	2.30%	2.60%	2.21%	2.43%	2.42%

Frequently Asked Questions

Can I hold both VRVIX and DFUSX in my portfolio?

VRVIX 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.

Which is riskier, VRVIX or DFUSX?

DFUSX has higher volatility (4.72%) compared to VRVIX (3.96%). In terms of maximum drawdown, VRVIX dropped -38.29% vs DFUSX's -54.96%.

Which has better risk-adjusted returns?

VRVIX currently has the higher Sharpe Ratio (2.74 vs 2.22), 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.