Data Source: from January 1972 to June 2022
Consolidated Returns as of 30 Jun 2022
Live Update: Jul 01 2022
Category: Stocks
Fund: DFA US Large Company I (DFUSX)
FUND • LIVE PERFORMANCE (USD currency)
1.04%
1 Day
Jul 01 2022
1.04%
Current Month
July 2022

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.

DFA US LARGE COMPANY I (DFUSX) FUND
Consolidated returns as of 30 Jun 2022
Data Source: from January 1972 to June 2022
Swipe left to see all data
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
(*) Returns over 1 year are annualized

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.

An investment of 1000$, since July 1992, now would be worth 16367.24$, with a total return of 1536.72% (9.77% annualized).

The Inflation Adjusted Capital now would be 7867.08$, with a net total return of 686.71% (7.12% annualized).
An investment of 1000$, since January 1972, now would be worth 140863.32$, with a total return of 13986.33% (10.29% 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.

Swipe left to see all data
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.

Swipe left to see all data
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

Swipe left to see all data
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%
(*) 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) Fund: Rolling Returns page.

Seasonality

DFA US Large Company I (DFUSX) Fund: in which months is it better to invest?

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

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
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
Statistics calculated for the period Jan 1972 - Jun 2022

Monthly/Yearly Returns

DFA US Large Company I (DFUSX) Fund monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
383 Positive Months (63%) - 223 Negative Months (37%)
Jan 1972 - Jun 2022
Swipe left to see all data
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.

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