DFUSX vs. SPY

The year-to-date returns for both stocks are quite close, with DFUSX having a -3.38% return and SPY slightly lower at -3.42%. Over the past 10 years, DFUSX has underperformed SPY with an annualized return of 10.40%, while SPY has yielded a comparatively higher 12.35% annualized return.

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DFUSX has a 0.08% expense ratio, which is lower than SPY's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Company Portfolio (DFUSX) and SPDR S&P 500 ETF (SPY). 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.

The current DFUSX Sharpe Ratio is 0.51, which is comparable to the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of DFUSX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFUSX's dividend yield for the trailing twelve months is around 1.29%, more than SPY's 1.27% yield.

The maximum DFUSX drawdown since its inception was -54.96%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DFUSX and SPY. For additional features, visit the drawdowns tool.

The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 6.80%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.48%. This indicates that DFUSX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.