Performance Comparison
Comparison Box

Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/16/2020.
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
DFCVX (THE U.S. LARGE CAP VALUE PORTFOLIO II THE U.S. LARGE CAP VALUE PORTFOLIO II) NA 11.22% 7.92% 8.54% 12.00% 7.82% 7.01% 7.35%
More Performance Analytics Comparison
Name Start Date End Date
DFCVX (THE U.S. LARGE CAP VALUE PORTFOLIO II THE U.S. LARGE CAP VALUE PORTFOLIO II) 08/31/1994 03/16/2020
The return data shown below all have the same latest date: 03/16/2020.
AR inception is since 08/31/1994.
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994
Annualized Return (%) 0.00 11.22 7.92 8.54 12.00 7.82 7.01 7.35 -46.25 17.64 -20.67 7.96 13.04 -5.60 8.12 38.02 19.67 -4.91 17.86 27.27 -70.26 -9.15 15.96 8.53 16.88 32.97 -16.06 -3.10 -10.17 -11.37 3.61 21.31 16.13 33.44 -5.81
Sharpe Ratio NA -1.05 -1.07 -1.07 -0.78 NA NA -0.67 -0.90 -0.39 -2.15 -1.03 -1.34 -1.45 -0.82 1.50 0.07 -0.85 -0.03 0.23 -1.10 -1.71 -0.53 -1.11 -0.23 0.77 -1.47 -1.23 -2.92 0.59 1.72 -1.65 1.63 -2.75 0.17
Standard Deviation(%) NA 63.19 38.87 31.66 26.06 NA NA 27.44 137.34 14.46 19.68 11.02 15.69 16.66 12.73 12.95 15.12 27.61 21.68 38.04 81.17 18.30 12.14 11.22 11.96 17.65 24.44 20.06 26.96 22.91 21.43 15.36 11.12 10.40 10.19
Draw Down(%) NA 48.29 53.38 53.38 53.38 NA NA 83.86 46.85 8.59 30.50 7.92 12.45 14.65 10.40 6.15 12.99 27.41 19.19 36.47 72.97 19.67 8.45 7.56 7.46 16.89 32.63 24.66 20.86 28.21 27.59 13.15 10.80 5.98 8.56
Yield(%) 0.00 54.69 23.44 17.16 17.31 8.00 7.48 9.07 45.43 7.63 9.32 10.78 5.86 2.23 2.04 2.08 2.32 1.85 2.71 2.10 29.68 1.42 1.81 1.81 1.37 1.43 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
DFCVX (THE U.S. LARGE CAP VALUE PORTFOLIO II THE U.S. LARGE CAP VALUE PORTFOLIO II) -22.43%
Feb 2006 - Feb 2009 		-11.46%
Mar 1998 - Mar 2003 		-5.66%
Feb 1999 - Feb 2009 		1.30%
Jul 1997 - Jul 2012
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
DFCVX (THE U.S. LARGE CAP VALUE PORTFOLIO II THE U.S. LARGE CAP VALUE PORTFOLIO II) 30.87%
Feb 2009 - Feb 2012 		28.05%
Feb 2009 - Feb 2014 		17.82%
Feb 2009 - Feb 2019 		11.07%
Jan 2003 - Jan 2018
Annualized Rolling Returns Comparison Chart