Last Update: 31 Aug 2021

Category: Stocks
ETF: DFA US Large Company I (DFUSX)

In the last 10 years, the DFA US Large Company I (DFUSX) ETF obtained a 16.26% compound annual return, with a 13.35% standard deviation.

In the last 20 years, a 9.27% compound annual return, with a 14.68% standard deviation.

In 2020, the portfolio granted a 4.39% dividend yield. If you are interested in getting periodic income, please refer to the DFA US Large Company I (DFUSX): Dividend Yield page.

The DFA US Large Company I (DFUSX) ETF is present in the following Lazy Portfolios:

Portfolio Name Author ETF Weight
Dimensional Retirement Income Fund DFA 6.4%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the DFA US Large Company I (DFUSX): Dividend Yield page.

Capital Growth:

ETF Returns, up to December 1999, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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Period Returns
Aug 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+3.03%
0.00%
1 - 0
3M
+7.91%
0.00%
3 - 0
6M
+19.47%
0.00%
6 - 0
YTD
+21.51%
-1.03%
Jan 2021 - Jan 2021
7 - 1
1Y
+31.13%
12.92%
-6.38%
Sep 2020 - Oct 2020
9 - 3
3Y
+18.02%
annualized
18.23%
-19.61%
Jan 2020 - Mar 2020
26 - 10
5Y
+17.96%
annualized
14.85%
-19.61%
Jan 2020 - Mar 2020
47 - 13
10Y
+16.26%
annualized
13.35%
-19.61%
Jan 2020 - Mar 2020
88 - 32
MAX
01 Jan 1994
+10.60%
annualized
14.75%
-50.68%
Nov 2007 - Feb 2009
223 - 109

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

DFA US Large Company I (DFUSX) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+11.80% +56.34%
Apr 2020 - Mar 2021
-43.03%
Mar 2008 - Feb 2009
18.07%
2 Years
+10.71% +37.17%
Mar 2009 - Feb 2011
-25.90%
Mar 2007 - Feb 2009
18.45%
3 Years
+10.03% +32.35%
Apr 1995 - Mar 1998
-16.21%
Apr 2000 - Mar 2003
19.87%
5 Years
+8.89% +28.45%
Jan 1995 - Dec 1999
-6.55%
Mar 2004 - Feb 2009
17.95%
7 Years
+7.81% +18.02%
Jan 1994 - Dec 2000
-3.83%
Mar 2002 - Feb 2009
2.81%
10 Years
+7.45% +16.60%
Mar 2009 - Feb 2019
-3.42%
Mar 1999 - Feb 2009
11.27%
15 Years
+6.85% +10.88%
Sep 2006 - Aug 2021
+3.73%
Sep 2000 - Aug 2015
0.00%
20 Years
+7.55% +9.86%
Dec 1994 - Nov 2014
+4.75%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the DFA US Large Company I (DFUSX) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the DFA US Large Company I (DFUSX) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.59
57%
0.01
57%
1.11
68%
2.56
82%
0.73
68%
0.35
68%
1.17
61%
-0.12
64%
-0.06
59%
1.53
63%
2.21
81%
1.19
78%
Best
Year
8.0
2019
6.9
1998
9.7
2000
12.8
2020
6.3
1997
7.0
2019
7.9
1997
7.2
2020
8.9
2010
11.0
2011
10.9
2020
6.7
2010
Worst
Year
-8.3
2009
-10.6
2009
-12.4
2020
-6.1
2002
-8.0
2010
-8.4
2008
-7.7
2002
-14.1
1998
-10.8
2002
-16.7
2008
-7.9
2000
-9.0
2018

For further information about the seasonality, check the Asset Class Seasonality page.

Investing in DFA US Large Company I (DFUSX) ETF: detail of monthly returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+21.51% -1.0 2.8 4.4 5.3 0.7 2.3 2.4 3.0
2020
+18.40% 0.0 -8.2 -12.4 12.8 4.8 2.0 5.6 7.2 -3.8 -2.7 10.9 3.9
2019
+31.42% 8.0 3.2 1.9 4.1 -6.4 7.0 1.5 -1.6 1.9 2.2 3.6 3.0
2018
-4.43% 5.8 -3.7 -2.6 0.4 2.4 0.6 3.7 3.2 0.6 -6.9 2.0 -9.0
2017
+21.73% 1.9 4.0 0.1 1.0 1.4 0.6 2.1 0.3 2.1 2.4 3.0 1.1
2016
+11.90% -5.0 -0.1 6.8 0.4 1.8 0.2 3.7 0.1 0.1 -1.8 3.7 2.0
2015
+1.38% -3.0 5.8 -1.6 0.9 1.3 -1.9 2.1 -6.0 -2.5 8.4 0.4 -1.6
2014
+13.53% -3.5 4.6 0.8 0.7 2.3 2.1 -1.4 4.0 -1.4 2.4 2.7 -0.3
2013
+32.33% 5.2 1.4 3.8 1.9 2.3 -1.3 5.1 -2.9 3.2 4.6 3.0 2.6
2012
+15.82% 4.4 4.3 3.4 -0.6 -6.1 4.1 1.4 2.2 2.6 -1.9 0.6 0.9
2011
+2.10% 2.4 3.4 0.1 2.9 -1.1 -1.7 -2.0 -5.4 -7.1 11.0 -0.3 1.1
2010
+15.00% -3.5 3.1 6.1 1.5 -8.0 -5.2 7.0 -4.5 8.9 3.8 0.0 6.7
2009
+26.62% -8.3 -10.6 8.8 9.6 5.7 0.1 7.6 3.6 3.8 -1.9 6.0 1.9
2008
-36.76% -6.0 -3.2 -0.4 4.8 1.3 -8.4 -0.8 1.4 -8.8 -16.7 -7.1 1.1
2007
+5.52% 1.5 -2.0 1.1 4.5 3.4 -1.6 -3.1 1.5 3.8 1.6 -4.2 -0.6
2006
+15.72% 2.7 0.2 1.3 1.4 -2.9 0.2 0.6 2.4 2.5 3.3 1.9 1.4
2005
+4.98% -2.4 2.2 -1.8 -1.8 3.1 0.2 3.8 -0.9 0.8 -1.7 3.8 0.0
2004
+10.77% 1.8 1.4 -1.5 -1.6 1.4 2.0 -3.4 0.4 1.1 1.5 4.1 3.4
2003
+28.53% -2.6 -1.5 0.9 8.3 5.3 1.3 1.7 1.9 -1.1 5.8 0.9 5.1
2002
-22.23% -1.5 -1.9 3.7 -6.1 -0.7 -7.1 -7.7 0.6 -10.8 8.8 5.9 -6.0
2001
-12.06% 3.5 -9.1 -6.4 7.8 0.6 -2.5 -0.9 -6.3 -8.0 1.8 7.7 0.8
2000
-9.15% -5.1 -1.8 9.7 -3.1 -2.0 2.3 -1.4 6.3 -5.3 -0.4 -7.9 0.6
1999
+20.39% 3.5 -3.2 4.2 3.8 -2.3 5.5 -3.1 -0.5 -2.2 6.4 1.7 5.7
1998
+28.69% 1.3 6.9 4.9 1.3 -2.1 4.3 -1.4 -14.1 6.4 8.1 5.6 6.5
1997
+33.48% 6.2 1.0 -4.4 6.3 6.3 4.1 7.9 -5.2 4.8 -2.5 3.9 1.9
1996
+22.49% 3.6 0.3 1.7 1.1 2.3 0.9 -4.5 1.9 5.6 3.2 7.3 -2.4
1995
+38.05% 3.4 4.1 2.8 3.0 4.0 2.0 3.2 0.5 4.2 -0.3 4.5 1.6
1994
+0.40% 3.5 -2.9 -4.2 1.1 1.6 -2.3 3.2 3.8 -2.5 2.8 -4.0 0.7

ETF Returns, up to December 1999, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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