DFUSX vs. AGTHX
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and American Funds The Growth Fund of America Class A (AGTHX).
DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999. AGTHX is managed by Equity. It was launched on Dec 1, 1973.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUSX or AGTHX.
Performance
DFUSX vs. AGTHX - Performance Comparison
Returns By Period
In the year-to-date period, DFUSX achieves a 24.47% return, which is significantly lower than AGTHX's 26.49% return. Both investments have delivered pretty close results over the past 10 years, with DFUSX having a 13.10% annualized return and AGTHX not far ahead at 13.40%.
DFUSX
24.47%
0.21%
11.39%
31.75%
15.29%
13.10%
AGTHX
26.49%
0.63%
11.64%
35.53%
14.94%
13.40%
Key characteristics
| DFUSX | AGTHX | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.38 |
| Sortino Ratio | 3.50 | 3.16 |
| Omega Ratio | 1.49 | 1.43 |
| Calmar Ratio | 3.80 | 1.95 |
| Martin Ratio | 17.16 | 15.40 |
| Ulcer Index | 1.87% | 2.33% |
| Daily Std Dev | 12.27% | 15.08% |
| Max Drawdown | -54.96% | -65.35% |
| Current Drawdown | -2.13% | -3.06% |
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DFUSX vs. AGTHX - Expense Ratio Comparison
DFUSX has a 0.08% expense ratio, which is lower than AGTHX's 0.61% expense ratio.
Correlation
The correlation between DFUSX and AGTHX is 0.94, 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.
Risk-Adjusted Performance
DFUSX vs. AGTHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and American Funds The Growth Fund of America Class A (AGTHX). 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
DFUSX vs. AGTHX - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.12%, less than AGTHX's 5.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 1.12% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
AGTHX American Funds The Growth Fund of America Class A | 5.38% | 6.81% | 0.75% | 8.18% | 4.55% | 7.89% | 12.71% | 7.54% | 6.61% | 8.87% | 9.90% | 6.71% |
Drawdowns
DFUSX vs. AGTHX - Drawdown Comparison
The maximum DFUSX drawdown since its inception was -54.96%, smaller than the maximum AGTHX drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for DFUSX and AGTHX. For additional features, visit the drawdowns tool.
Volatility
DFUSX vs. AGTHX - Volatility Comparison
The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 4.06%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 4.78%. This indicates that DFUSX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.