DILRX vs. SPY
Compare and contrast key facts about DFA International Large Cap Growth Portfolio (DILRX) and State Street SPDR S&P 500 ETF (SPY).
DILRX is managed by Dimensional. It was launched on Dec 19, 2012. 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.
Performance
DILRX vs. SPY - Performance Comparison
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DILRX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | -0.70% | 25.59% | 1.70% | 18.51% | -19.75% | 15.20% | 14.72% | 26.40% | -12.92% | 26.41% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, DILRX achieves a -0.70% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, DILRX has underperformed SPY with an annualized return of 8.36%, while SPY has yielded a comparatively higher 14.06% annualized return.
DILRX
- 1D
- 3.24%
- 1M
- -8.11%
- YTD
- -0.70%
- 6M
- 0.80%
- 1Y
- 17.28%
- 3Y*
- 11.01%
- 5Y*
- 6.10%
- 10Y*
- 8.36%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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DILRX vs. SPY - Expense Ratio Comparison
DILRX has a 0.29% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
DILRX vs. SPY — Risk / Return Rank
DILRX
SPY
DILRX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Large Cap Growth Portfolio (DILRX) and State Street 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.
| DILRX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.96 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.49 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.53 | -0.24 |
Martin ratioReturn relative to average drawdown | 5.25 | 7.27 | -2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DILRX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.96 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.70 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.79 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.08 |
Correlation
The correlation between DILRX and SPY is 0.79, 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.
Dividends
DILRX vs. SPY - Dividend Comparison
DILRX's dividend yield for the trailing twelve months is around 1.96%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DILRX DFA International Large Cap Growth Portfolio | 1.96% | 1.98% | 2.03% | 1.95% | 2.56% | 2.37% | 1.34% | 2.09% | 2.55% | 1.94% | 2.40% | 2.34% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
DILRX vs. SPY - Drawdown Comparison
The maximum DILRX drawdown since its inception was -32.19%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DILRX and SPY.
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Drawdown Indicators
| DILRX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.19% | -55.19% | +23.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -12.05% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -32.02% | -24.50% | -7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -32.19% | -33.72% | +1.53% |
Current DrawdownCurrent decline from peak | -9.47% | -5.53% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -9.09% | +2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.54% | +0.50% |
Volatility
DILRX vs. SPY - Volatility Comparison
DFA International Large Cap Growth Portfolio (DILRX) has a higher volatility of 8.06% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. This indicates that DILRX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DILRX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.35% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 9.50% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 19.06% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 17.06% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 17.92% | -2.15% |