Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/12/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DFUSX (U.S. LARGE COMPANY PORTFOLIO U.S. LARGE COMPANY PORTFOLIO) | -0.51% | 12.98% | 12.92% | 13.47% | 11.01% | 12.22% | 9.12% | 6.38% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFUSX (U.S. LARGE COMPANY PORTFOLIO U.S. LARGE COMPANY PORTFOLIO) | 12/17/1999 | 05/12/2025 |
The return data shown below all have the same latest date: 05/12/2025.
AR inception is since 12/17/1999.
AR inception is since 12/17/1999.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.47 | 12.98 | 12.92 | 13.47 | 11.01 | 12.22 | 9.12 | 6.38 | -0.51 | 24.87 | 22.68 | -21.71 | 21.85 | 15.77 | 31.41 | -4.43 | 21.73 | 11.87 | 1.38 | 13.54 | 32.33 | 15.82 | 2.10 | 14.65 | 23.73 | -38.33 | 3.52 | 13.63 | 3.17 | 8.74 | 26.45 | -23.39 | -13.07 | -9.94 | 3.37 |
| Sharpe Ratio | NA | 0.17 | 0.37 | 0.53 | 0.49 | NA | NA | 0.24 | -0.48 | 1.44 | 1.39 | -0.95 | 1.50 | 0.48 | 2.40 | -0.34 | 3.18 | 0.88 | 0.09 | 1.19 | 2.91 | 1.25 | 0.09 | 0.81 | 0.87 | -0.96 | 0.03 | 1.04 | 0.10 | 0.70 | 1.52 | -0.94 | -0.73 | -0.63 | 16.52 |
| Standard Deviation(%) | NA | 19.33 | 18.21 | 18.17 | 18.20 | NA | NA | 19.42 | 27.26 | 12.69 | 13.37 | 24.32 | 14.55 | 32.54 | 12.52 | 17.10 | 6.67 | 13.23 | 15.55 | 11.39 | 11.10 | 12.72 | 23.32 | 18.06 | 27.02 | 40.85 | 16.03 | 10.02 | 10.45 | 11.17 | 16.96 | 25.96 | 21.45 | 22.18 | 9.05 |
| Draw Down(%) | NA | 19.00 | 19.00 | 27.19 | 33.79 | NA | NA | 56.36 | 19.00 | 8.46 | 9.89 | 24.58 | 8.11 | 33.79 | 6.64 | 19.34 | 2.61 | 10.26 | 12.08 | 7.31 | 5.53 | 9.56 | 18.62 | 15.64 | 27.01 | 48.26 | 9.87 | 7.88 | 7.19 | 8.04 | 13.99 | 33.59 | 29.67 | 17.31 | 0.22 |
| Yield(%) | 0.00 | 1.07 | 1.44 | 1.85 | 2.72 | 4.12 | 3.14 | 2.06 | 0.00 | 1.50 | 1.63 | 1.21 | 1.40 | 1.80 | 2.88 | 2.44 | 2.51 | 2.94 | 2.83 | 2.04 | 2.26 | 2.38 | 2.04 | 1.47 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.16 | 0.22 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFUSX (U.S. LARGE COMPANY PORTFOLIO U.S. LARGE COMPANY PORTFOLIO) |
-17.28%
Mar 2000 - Mar 2003 |
-8.37%
Feb 2004 - Feb 2009 |
-3.50%
Aug 2000 - Aug 2010 |
2.54%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFUSX (U.S. LARGE COMPANY PORTFOLIO U.S. LARGE COMPANY PORTFOLIO) |
24.40%
Feb 2009 - Feb 2012 |
22.30%
Feb 2009 - Feb 2014 |
16.30%
Feb 2009 - Feb 2019 |
14.62%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart