In the last 30 Years, the DFA US Large Company I (DFUSX) Fund obtained a 9.77% compound annual return, with a 14.61% standard deviation.
In 2021, the Fund granted a 7.98% dividend yield. If you are interested in getting periodic income, please refer to the DFA US Large Company I (DFUSX) Fund: Dividend Yield page.
The DFA US Large Company I (DFUSX) Fund is part of the following Lazy Portfolios:
Portfolio Name | Author | DFUSX Weight |
---|---|---|
Dimensional Retirement Income Fund | DFA | 6.4% |
Historical Returns as of Jun 30, 2022
Historical returns and stats of DFA US Large Company I (DFUSX) Fund. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-8.26
|
-8.26
|
-8.26
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-16.11
|
-17.20
|
-16.11
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-19.98
|
-23.10
|
-19.98
Jan 2022 - Jun 2022
|
2 - 4
|
|
YTD
|
-19.98
|
-23.10
|
-19.98
Jan 2022 - Jun 2022
|
2 - 4
|
|
1Y
|
-10.69
|
-16.98
|
17.09
|
-19.98
Jan 2022 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
10.55
|
5.78
|
18.37
|
-19.98
Jan 2022 - Jun 2022
|
23 - 13
64% pos
|
5Y(*)
|
11.25
|
7.38
|
16.81
|
-19.98
Jan 2022 - Jun 2022
|
42 - 18
70% pos
|
10Y(*)
|
12.89
|
10.18
|
13.65
|
-19.98
Jan 2022 - Jun 2022
|
86 - 34
72% pos
|
15Y(*)
|
8.52
|
6.08
|
15.72
|
-50.68
Nov 2007 - Feb 2009
|
120 - 60
67% pos
|
20Y(*)
|
9.05
|
6.44
|
14.77
|
-50.68
Nov 2007 - Feb 2009
|
163 - 77
68% pos
|
25Y(*)
|
7.92
|
5.37
|
15.38
|
-50.68
Nov 2007 - Feb 2009
|
194 - 106
65% pos
|
30Y(*)
|
9.77
|
7.12
|
14.61
|
-50.68
Nov 2007 - Feb 2009
|
240 - 120
67% pos
|
MAX(*)
01 Jan 1972
|
10.29
|
6.10
|
15.28
|
-50.68
Nov 2007 - Feb 2009
|
383 - 223
63% pos
|
US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%
ETF Returns, up to December 1999, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
Capital Growth as of Jun 30, 2022
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) Fund: Dividend Yield page.
The Inflation Adjusted Capital now would be 7867.08$, with a net total return of 686.71% (7.12% annualized).
The Inflation Adjusted Capital now would be 19862.78$, with a net total return of 1886.28% (6.10% annualized).
Drawdowns
Worst drawdowns since July 1992.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-50.68% | Nov 2007 | Feb 2009 | 16 | Mar 2012 | 37 | 53 |
-44.85% | Sep 2000 | Sep 2002 | 25 | Nov 2006 | 50 | 75 |
-19.98% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-19.61% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
-15.28% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
-13.55% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-8.34% | Aug 2015 | Sep 2015 | 2 | May 2016 | 8 | 10 |
-6.98% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
-6.79% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 |
-6.66% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
-6.38% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-6.37% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-6.17% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 |
-5.76% | Jul 1999 | Sep 1999 | 3 | Oct 1999 | 1 | 4 |
-5.18% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 |
-5.03% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
-4.71% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
-4.66% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-4.49% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
-4.41% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
Worst drawdowns since January 1972.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-50.68% | Nov 2007 | Feb 2009 | 16 | Mar 2012 | 37 | 53 |
-44.87% | Jan 1973 | Sep 1974 | 21 | Sep 1976 | 24 | 45 |
-44.85% | Sep 2000 | Sep 2002 | 25 | Nov 2006 | 50 | 75 |
-29.78% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 |
-19.98% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-19.61% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
-17.00% | Dec 1980 | Jul 1982 | 20 | Oct 1982 | 3 | 23 |
-15.28% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
-14.86% | Jan 1977 | Feb 1978 | 14 | Aug 1978 | 6 | 20 |
-14.70% | Jun 1990 | Oct 1990 | 5 | Feb 1991 | 4 | 9 |
-13.55% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-9.81% | Mar 1980 | Mar 1980 | 1 | Jun 1980 | 3 | 4 |
-9.41% | Sep 1978 | Oct 1978 | 2 | Mar 1979 | 5 | 7 |
-8.34% | Aug 2015 | Sep 2015 | 2 | May 2016 | 8 | 10 |
-8.31% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
-7.44% | Dec 1983 | May 1984 | 6 | Aug 1984 | 3 | 9 |
-6.98% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
-6.79% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 |
-6.72% | Jan 1990 | Jan 1990 | 1 | May 1990 | 4 | 5 |
-6.66% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
Rolling Returns ( more details)
DFA US Large Company I (DFUSX) Fund: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
11.99 |
58.83 Jul 1982 - Jun 1983 |
-43.03 Mar 2008 - Feb 2009 |
20.17% |
2 Years |
11.34 |
37.17 Mar 2009 - Feb 2011 |
-25.90 Mar 2007 - Feb 2009 |
14.92% |
3 Years |
11.24 |
32.80 Aug 1984 - Jul 1987 |
-16.21 Apr 2000 - Mar 2003 |
12.96% |
5 Years |
11.22 |
28.95 Aug 1982 - Jul 1987 |
-6.55 Mar 2004 - Feb 2009 |
10.05% |
7 Years |
11.20 |
22.44 Aug 1982 - Jul 1989 |
-3.83 Mar 2002 - Feb 2009 |
1.34% |
10 Years |
11.22 |
19.25 Sep 1990 - Aug 2000 |
-3.42 Mar 1999 - Feb 2009 |
4.93% |
15 Years |
11.02 |
19.24 Aug 1982 - Jul 1997 |
3.73 Sep 2000 - Aug 2015 |
0.00% |
20 Years |
10.99 |
17.88 Apr 1980 - Mar 2000 |
4.75 Apr 2000 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the DFA US Large Company I (DFUSX) Fund: Rolling Returns page.
Seasonality
DFA US Large Company I (DFUSX) Fund: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
1.18 57% |
0.36 57% |
1.10 69% |
1.65 71% |
1.04 67% |
0.51 61% |
0.85 52% |
0.41 62% |
-0.62 52% |
1.23 62% |
1.82 74% |
1.47 76% |
Best Year |
13.3 1987 |
7.6 1986 |
9.7 2000 |
12.8 2020 |
9.7 1990 |
7.0 2019 |
9.0 1989 |
12.4 1982 |
8.9 2010 |
18.3 1974 |
11.0 1980 |
11.4 1991 |
Worst Year |
-8.3 2009 |
-10.6 2009 |
-12.4 2020 |
-8.7 2022 |
-8.0 2010 |
-8.4 2008 |
-8.0 1974 |
-14.1 1998 |
-11.5 1974 |
-21.7 1987 |
-10.9 1973 |
-9.0 2018 |
Monthly/Yearly Returns
DFA US Large Company I (DFUSX) Fund monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-19.98 | -23.10 | -5.2 | -3.0 | 3.7 | -8.7 | 0.2 | -8.3 | ||||||
2021 |
+28.60 | +20.08 | -1.0 | 2.8 | 4.4 | 5.3 | 0.7 | 2.3 | 2.4 | 3.0 | -4.7 | 7.0 | -0.7 | 4.5 |
2020 |
+18.40 | +16.90 | 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 | +28.51 | 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 | -6.23 | 5.7 | -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 | +19.19 | 1.9 | 4.0 | 0.1 | 1.0 | 1.4 | 0.6 | 2.1 | 0.3 | 2.1 | 2.3 | 3.0 | 1.1 |
2016 |
+11.90 | +9.65 | -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 | +0.74 | -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 | +12.80 | -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 | +30.36 | 5.2 | 1.4 | 3.8 | 1.9 | 2.3 | -1.3 | 5.1 | -2.9 | 3.1 | 4.6 | 3.0 | 2.6 |
2012 |
+15.82 | +13.82 | 4.4 | 4.3 | 3.3 | -0.6 | -6.1 | 4.1 | 1.4 | 2.2 | 2.6 | -1.8 | 0.6 | 0.8 |
2011 |
+2.10 | -0.93 | 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 | +13.37 | -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 | +23.15 | -8.3 | -10.6 | 8.8 | 9.6 | 5.7 | 0.1 | 7.6 | 3.6 | 3.7 | -1.9 | 6.0 | 1.9 |
2008 |
-36.76 | -36.75 | -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 | +1.36 | 1.5 | -2.0 | 1.1 | 4.5 | 3.4 | -1.6 | -3.1 | 1.5 | 3.7 | 1.6 | -4.2 | -0.6 |
2006 |
+15.72 | +12.87 | 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 | +1.58 | -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 | +7.19 | 1.8 | 1.4 | -1.5 | -1.6 | 1.4 | 2.0 | -3.4 | 0.3 | 1.1 | 1.5 | 4.1 | 3.4 |
2003 |
+28.53 | +25.96 | -2.6 | -1.5 | 0.9 | 8.3 | 5.3 | 1.3 | 1.7 | 1.9 | -1.1 | 5.8 | 0.8 | 5.1 |
2002 |
-22.23 | -24.11 | -1.4 | -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 | -13.45 | 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 | -12.17 | -5.0 | -1.8 | 9.7 | -3.1 | -2.0 | 2.3 | -1.4 | 6.2 | -5.3 | -0.4 | -7.9 | 0.6 |
1999 |
+20.39 | +17.25 | 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 | +26.65 | 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 | +31.25 | 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 | +18.49 | 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 | +34.64 | 3.4 | 4.1 | 2.8 | 3.0 | 4.0 | 2.0 | 3.2 | 0.4 | 4.2 | -0.3 | 4.4 | 1.6 |
1994 |
+0.40 | -2.14 | 3.5 | -2.9 | -4.2 | 1.1 | 1.6 | -2.3 | 3.2 | 3.8 | -2.5 | 2.8 | -4.0 | 0.7 |
1993 |
+9.89 | +6.89 | 0.8 | 1.4 | 2.1 | -2.4 | 2.7 | 0.3 | -0.4 | 3.8 | -0.8 | 2.1 | -1.0 | 1.2 |
1992 |
+7.42 | +4.33 | -1.9 | 1.2 | -1.9 | 2.9 | 0.5 | -1.5 | 4.0 | -2.1 | 1.2 | 0.3 | 3.4 | 1.2 |
1991 |
+30.22 | +26.45 | 4.4 | 7.1 | 2.4 | 0.2 | 4.3 | -4.6 | 4.6 | 2.3 | -1.7 | 1.3 | -4.0 | 11.4 |
1990 |
-3.32 | -9.02 | -6.7 | 1.3 | 2.6 | -2.5 | 9.7 | -0.7 | -0.4 | -9.0 | -4.9 | -0.4 | 6.4 | 2.7 |
1989 |
+31.36 | +25.54 | 7.3 | -2.5 | 2.3 | 5.2 | 4.0 | -0.6 | 9.0 | 1.9 | -0.4 | -2.3 | 2.0 | 2.4 |
1988 |
+16.22 | +11.31 | 4.2 | 4.6 | -3.0 | 1.0 | 0.8 | 4.6 | -0.4 | -3.4 | 4.3 | 2.7 | -1.5 | 1.7 |
1987 |
+4.71 | +0.36 | 13.3 | 4.0 | 2.9 | -1.0 | 1.0 | 5.0 | 4.9 | 3.8 | -2.3 | -21.7 | -8.2 | 7.6 |
1986 |
+18.06 | +16.68 | 0.4 | 7.6 | 5.5 | -1.3 | 5.5 | 1.7 | -5.7 | 7.5 | -8.3 | 5.6 | 2.6 | -2.6 |
1985 |
+31.23 | +26.43 | 7.6 | 1.4 | 0.0 | -0.3 | 6.0 | 1.4 | -0.2 | -0.7 | -3.1 | 4.4 | 6.9 | 4.7 |
1984 |
+6.21 | +2.08 | -0.5 | -3.3 | 1.6 | 0.7 | -5.4 | 2.2 | -1.5 | 11.2 | 0.0 | 0.3 | -1.0 | 2.6 |
1983 |
+21.29 | +16.87 | 3.4 | 2.5 | 3.5 | 7.6 | -0.9 | 3.7 | -3.2 | 1.8 | 1.3 | -1.4 | 2.3 | -0.6 |
1982 |
+20.97 | +16.51 | -1.5 | -5.1 | -0.7 | 4.1 | -2.8 | -1.6 | -2.2 | 12.4 | 1.0 | 11.1 | 4.2 | 1.7 |
1981 |
-5.21 | -12.96 | -4.4 | 2.1 | 3.7 | -2.2 | 0.6 | -0.9 | 0.0 | -5.4 | -5.0 | 5.2 | 4.4 | -2.8 |
1980 |
+31.92 | +17.41 | 5.9 | 0.4 | -9.8 | 4.3 | 5.5 | 2.8 | 6.6 | 1.3 | 2.7 | 2.0 | 11.0 | -3.1 |
1979 |
+18.05 | +4.23 | 4.1 | -2.9 | 5.7 | 0.4 | -1.7 | 4.0 | 1.1 | 6.1 | 0.2 | -6.5 | 5.1 | 1.8 |
1978 |
+5.87 | -2.86 | -6.0 | -1.7 | 2.6 | 8.5 | 1.3 | -1.6 | 5.7 | 3.4 | -0.6 | -8.9 | 2.6 | 1.7 |
1977 |
-7.84 | -13.61 | -5.0 | -1.4 | -1.3 | 0.0 | -1.5 | 4.5 | -1.5 | -1.4 | 0.0 | -4.2 | 3.5 | 0.5 |
1976 |
+24.18 | +18.23 | 12.2 | -0.8 | 2.7 | -1.0 | -1.0 | 5.0 | -0.7 | 0.2 | 2.5 | -2.1 | 0.3 | 5.4 |
1975 |
+36.95 | +27.83 | 12.3 | 6.5 | 2.6 | 5.2 | 5.7 | 5.0 | -6.7 | -2.0 | -3.6 | 6.5 | 3.2 | -1.3 |
1974 |
-26.93 | -34.81 | -1.1 | -0.3 | -2.3 | -4.0 | -2.4 | -1.9 | -8.0 | -8.7 | -11.5 | 18.3 | -4.0 | -2.2 |
1973 |
-16.18 | -23.06 | -2.0 | -3.7 | -0.4 | -4.6 | -1.4 | -0.8 | 4.6 | -3.1 | 4.5 | -0.2 | -10.9 | 1.5 |
1972 |
+18.95 | +15.04 | 2.2 | 3.0 | 0.8 | 0.7 | 1.9 | -1.9 | 0.0 | 3.9 | -0.4 | 1.2 | 4.9 | 1.4 |
ETF Returns, up to December 1999, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.