DFA US Large Company I (DFUSX): Historical Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 12 2024
Category: Stocks
DFA US Large Company I (DFUSX) Fund
FUND • LIVE PERFORMANCE (USD currency)
1.42%
1 Day
Apr 12 2024
2.44%
Current Month
April 2024

In the last 30 Years, the DFA US Large Company I (DFUSX) Fund obtained a 10.57% compound annual return, with a 15.11% standard deviation.

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The DFA US Large Company I (DFUSX) Fund is part of the following Lazy Portfolios:

Portfolio Name Author DFUSX Weight Currency
Dimensional Retirement Income Fund DFA 6.40% USD

Investment Returns as of Mar 31, 2024

The DFA US Large Company I (DFUSX) Fund guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
DFA US LARGE COMPANY I (DFUSX) FUND
Consolidated returns as of 31 March 2024
Live Update: Apr 12 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Mar 31, 2024
  1 Day Time ET(*) Apr 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
DFA US Large Company I (DFUSX) Fund -1.42 -2.44 3.22 23.43 29.84 14.99 12.89 10.57 9.03
US Inflation Adjusted return 2.83 21.47 25.48 10.36 9.78 7.83 6.76
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Mar 2024. Current inflation (annualized) is 1Y: 3.48% , 5Y: 4.19% , 10Y: 2.84% , 30Y: 2.54%

In 2023, the DFA US Large Company I (DFUSX) Fund granted a 5.10% dividend yield. If you are interested in getting periodic income, please refer to the DFA US Large Company I (DFUSX) Fund: Dividend Yield page.

Capital Growth as of Mar 31, 2024

An investment of 1$, since April 1994, now would be worth 20.40$, with a total return of 1939.53% (10.57% annualized).

The Inflation Adjusted Capital now would be 9.61$, with a net total return of 860.88% (7.83% annualized).
An investment of 1$, since January 1871, now would be worth 565338.91$, with a total return of 56533791.11% (9.03% annualized).

The Inflation Adjusted Capital now would be 22594.20$, with a net total return of 2259320.08% (6.76% annualized).

Investment Metrics as of Mar 31, 2024

Metrics of DFA US Large Company I (DFUSX) Fund, updated as of 31 March 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
DFA US LARGE COMPANY I (DFUSX) FUND
Advanced Metrics
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Swipe left to see all data
Metrics as of Mar 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) 3.22 10.53 23.43 29.84 11.41 14.99 12.89 10.13 10.57 9.03
Infl. Adjusted Return (%) details 2.83 9.30 21.47 25.48 5.47 10.36 9.78 7.34 7.83 6.76
US Inflation (%) 0.38 1.13 1.61 3.48 5.63 4.19 2.84 2.59 2.54 2.12
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.23 -23.93 -23.93 -23.93 -50.68 -50.68 -83.65
Start to Recovery (# months) details 4 24 24 24 53 53 186
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Start to Bottom (# months) 3 9 9 9 16 16 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 06
Bottom to End (# months) 1 15 15 15 37 37 152
End (yyyy mm) 2023 11 2023 12 2023 12 2023 12 2012 03 2012 03 1945 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-44.85
same as
deepest
Start to Recovery (# months) details 75
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 09 1929 09
Start to Bottom (# months) 3 9 9 9 16 25 34
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09 1932 06
Bottom to End (# months) 1 15 15 15 37 50 152
End (yyyy mm) 2023 11 2023 12 2023 12 2023 12 2012 03 2006 11 1945 02
Longest negative period (# months) details 4 27 27 27 68 141 187
Period Start (yyyy mm) 2023 07 2021 08 2021 08 2021 08 2005 01 2000 01 1929 09
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2010 08 2011 09 1945 03
Annualized Return (%) -15.06 -0.57 -0.57 -0.57 -0.37 -0.41 -0.12
Deepest Drawdown Depth (%) -9.10 -27.92 -27.92 -27.92 -51.50 -54.15 -79.35
Start to Recovery (# months) details 5 27 27 27 65 153 188
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 09 1929 09
Start to Bottom (# months) 3 9 9 9 16 102 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 18 18 18 49 51 155
End (yyyy mm) 2023 12 2024 03 2024 03 2024 03 2013 03 2013 05 1945 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2000 09 1929 09
Start to Bottom (# months) 3 9 9 9 16 102 33
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Bottom to End (# months) 2 18 18 18 49 51 155
End (yyyy mm) 2023 12 2024 03 2024 03 2024 03 2013 03 2013 05 1945 04
Longest negative period (# months) details 6 31 34 34 90 164 256
Period Start (yyyy mm) 2023 05 2021 04 2021 01 2021 01 2004 04 1999 05 1911 03
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 09 2012 12 1932 06
Annualized Return (%) -0.22 -2.18 -0.29 -0.29 -0.42 -0.11 -0.07
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 13.03 17.35 18.21 15.10 14.88 15.11 16.52
Sharpe Ratio 1.89 0.51 0.72 0.77 0.59 0.55 0.30
Sortino Ratio 2.63 0.68 0.95 1.03 0.77 0.72 0.43
Ulcer Index 2.90 9.90 8.39 6.39 12.09 14.73 18.02
Ratio: Return / Standard Deviation 2.29 0.66 0.82 0.85 0.68 0.70 0.55
Ratio: Return / Deepest Drawdown 3.63 0.48 0.63 0.54 0.20 0.21 0.11
% Positive Months details 75% 63% 65% 69% 67% 66% 61%
Positive Months 9 23 39 83 163 240 1132
Negative Months 3 13 21 37 77 120 707
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 12.89 16.60 16.60 21.28
Worst 10 Years Return (%) - Annualized 6.45 -3.42 -5.38
Best 10 Years Return (%) - Annualized 9.78 14.58 14.58 20.08
Worst 10 Years Return (%) - Annualized 4.62 -5.86 -5.86
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 56.34 32.35 28.45 16.60 10.34 10.57
Worst Rolling Return (%) - Annualized -43.03 -16.21 -6.55 -3.42 4.75
% Positive Periods 80% 81% 83% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.74 23.12 14.08 7.19 4.46 8.97
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.80 8.04
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 52.35 29.34 25.47 14.58 7.65 7.83
Worst Rolling Return (%) - Annualized -43.04 -18.22 -8.96 -5.86 2.61
% Positive Periods 78% 78% 70% 87% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.74 23.12 14.08 7.19 4.46 8.97
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 1.80 8.04
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Mar 2024)
Best Rolling Return (%) - Annualized 160.57 42.43 35.15 21.28 17.88 14.57
Worst Rolling Return (%) - Annualized -67.84 -42.65 -17.97 -5.38 1.60 3.02
% Positive Periods 72% 84% 89% 96% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.80 16.42 9.43 5.56 3.30 2.87
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.44
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 179.03 40.17 33.81 20.08 13.50 11.59
Worst Rolling Return (%) - Annualized -64.30 -38.10 -13.67 -5.86 -0.64 1.22
% Positive Periods 68% 78% 80% 88% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 57.80 16.42 9.43 5.56 3.30 2.87
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.44
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Mar 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of DFA US Large Company I (DFUSX) Fund vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

DFA US LARGE COMPANY I (DFUSX) FUND
Monthly correlations as of 31 March 2024
Swipe left to see all data
Correlation vs DFUSX
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
1.00
1.00
1.00
0.99
0.99
SPY
US Large Cap
1.00
1.00
1.00
1.00
1.00
IJR
US Small Cap
0.84
0.87
0.85
0.81
0.81
VNQ
US REITs
0.89
0.85
0.75
0.61
0.60
QQQ
US Technology
0.86
0.93
0.92
0.83
0.82
PFF
Preferred Stocks
0.82
0.80
0.73
0.46
0.46
EFA
EAFE Stocks
0.91
0.90
0.87
0.83
0.80
VT
World All Countries
0.98
0.98
0.97
0.95
0.94
EEM
Emerging Markets
0.85
0.73
0.70
0.73
0.70
VGK
Europe
0.88
0.89
0.86
0.84
0.83
VPL
Pacific
0.93
0.85
0.83
0.71
0.66
FLLA
Latin America
0.82
0.69
0.57
0.64
0.63
BND
US Total Bond Market
0.71
0.52
0.38
0.16
0.17
TLT
Long Term Treasuries
0.79
0.20
0.09
-0.11
-0.09
BIL
US Cash
0.28
-0.03
0.00
0.00
0.00
TIP
TIPS
0.69
0.62
0.49
0.20
0.21
LQD
Invest. Grade Bonds
0.77
0.67
0.57
0.32
0.33
HYG
High Yield Bonds
0.85
0.85
0.81
0.67
0.67
CWB
US Convertible Bonds
0.85
0.85
0.86
0.84
0.84
BNDX
International Bonds
0.65
0.57
0.43
0.15
0.16
EMB
Emerg. Market Bonds
0.90
0.78
0.67
0.56
0.56
GLD
Gold
0.19
0.26
0.10
0.05
0.04
DBC
Commodities
0.04
0.46
0.41
0.31
0.31

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DFA US LARGE COMPANY I (DFUSX) FUND
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

DFA US LARGE COMPANY I (DFUSX) FUND
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

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

Seasonality

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

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.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the DFA US Large Company I (DFUSX) Fund over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

DFA US LARGE COMPANY I (DFUSX) FUND
Monthly Returns Distribution
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
240 Positive Months (67%) - 120 Negative Months (33%)
1132 Positive Months (62%) - 707 Negative Months (38%)
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Investment Returns, up to December 1999, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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