DFUSX vs. SPY
Compare and contrast key facts about DFA U.S. Large Company Portfolio (DFUSX) and SPDR S&P 500 ETF (SPY).
DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUSX or SPY.
Correlation
The correlation between DFUSX and SPY is 0.98, 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
DFUSX vs. SPY - Performance Comparison
Key characteristics
DFUSX:
0.31
SPY:
0.30
DFUSX:
0.56
SPY:
0.56
DFUSX:
1.08
SPY:
1.08
DFUSX:
0.31
SPY:
0.31
DFUSX:
1.40
SPY:
1.40
DFUSX:
4.19%
SPY:
4.18%
DFUSX:
19.00%
SPY:
19.64%
DFUSX:
-54.96%
SPY:
-55.19%
DFUSX:
-13.84%
SPY:
-13.86%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFUSX having a -9.86% return and SPY slightly lower at -9.91%. Over the past 10 years, DFUSX has underperformed SPY with an annualized return of 9.64%, while SPY has yielded a comparatively higher 11.57% annualized return.
DFUSX
-9.86%
-5.83%
-9.03%
6.47%
11.27%
9.64%
SPY
-9.91%
-5.89%
-9.03%
6.50%
14.62%
11.57%
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DFUSX vs. SPY - Expense Ratio Comparison
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%.
Risk-Adjusted Performance
DFUSX vs. SPY — Risk-Adjusted Performance Rank
DFUSX
SPY
DFUSX vs. SPY - Risk-Adjusted Performance Comparison
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.
Dividends
DFUSX vs. SPY - Dividend Comparison
DFUSX's dividend yield for the trailing twelve months is around 1.38%, more than SPY's 1.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUSX DFA U.S. Large Company Portfolio | 1.38% | 1.21% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% |
SPY SPDR S&P 500 ETF | 1.36% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DFUSX vs. SPY - Drawdown Comparison
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.
Volatility
DFUSX vs. SPY - Volatility Comparison
The current volatility for DFA U.S. Large Company Portfolio (DFUSX) is 13.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 14.52%. 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.