DFSIX vs. DUSLX
Compare and contrast key facts about DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX).
DFSIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008. DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSIX or DUSLX.
Key characteristics
| DFSIX | DUSLX | |
|---|---|---|
| YTD Return | 26.23% | 27.66% |
| 1Y Return | 40.51% | 38.54% |
| 3Y Return (Ann) | 9.48% | 11.99% |
| 5Y Return (Ann) | 16.03% | 16.86% |
| 10Y Return (Ann) | 13.17% | 14.40% |
| Sharpe Ratio | 3.01 | 3.12 |
| Sortino Ratio | 4.08 | 4.33 |
| Omega Ratio | 1.56 | 1.57 |
| Calmar Ratio | 4.72 | 5.06 |
| Martin Ratio | 19.77 | 18.89 |
| Ulcer Index | 2.05% | 2.07% |
| Daily Std Dev | 13.42% | 12.55% |
| Max Drawdown | -53.65% | -30.86% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DFSIX and DUSLX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFSIX vs. DUSLX - Performance Comparison
In the year-to-date period, DFSIX achieves a 26.23% return, which is significantly lower than DUSLX's 27.66% return. Over the past 10 years, DFSIX has underperformed DUSLX with an annualized return of 13.17%, while DUSLX has yielded a comparatively higher 14.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFSIX vs. DUSLX - Expense Ratio Comparison
Both DFSIX and DUSLX have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFSIX vs. DUSLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Sustainability Core 1 Portfolio (DFSIX) and DFA U.S. Large Cap Growth Portfolio (DUSLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DFSIX vs. DUSLX - Dividend Comparison
DFSIX's dividend yield for the trailing twelve months is around 1.02%, which matches DUSLX's 1.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 1.02% | 1.21% | 1.35% | 0.95% | 1.19% | 1.18% | 1.34% | 1.43% | 1.49% | 1.55% | 1.36% | 1.23% |
DUSLX DFA U.S. Large Cap Growth Portfolio | 1.01% | 1.27% | 1.52% | 1.10% | 1.43% | 1.53% | 1.90% | 1.50% | 1.72% | 1.75% | 1.49% | 1.14% |
Drawdowns
DFSIX vs. DUSLX - Drawdown Comparison
The maximum DFSIX drawdown since its inception was -53.65%, which is greater than DUSLX's maximum drawdown of -30.86%. Use the drawdown chart below to compare losses from any high point for DFSIX and DUSLX. For additional features, visit the drawdowns tool.
Volatility
DFSIX vs. DUSLX - Volatility Comparison
DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a higher volatility of 4.48% compared to DFA U.S. Large Cap Growth Portfolio (DUSLX) at 3.58%. This indicates that DFSIX's price experiences larger fluctuations and is considered to be riskier than DUSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.