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DUSG vs. VBK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUSG vs. VBK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Small Cap Growth Portfolio: ETF Class Shares (DUSG) and Vanguard Small-Cap Growth ETF (VBK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DUSG

1D
0.22%
1M
-0.04%
6M
YTD
1Y
3Y*
5Y*
10Y*

VBK

1D
-0.13%
1M
-1.68%
6M
9.08%
YTD
16.25%
1Y
26.84%
3Y*
14.87%
5Y*
5.50%
10Y*
11.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUSG vs. VBK - Yearly Performance Comparison


Correlation

The correlation between DUSG and VBK is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 6, 2026

0.77

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Return for Risk

DUSG vs. VBK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DUSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VBK
VBK Risk / Return Rank: 5151
Overall Rank
VBK Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 4646
Sortino Ratio Rank
VBK Omega Ratio Rank: 4343
Omega Ratio Rank
VBK Calmar Ratio Rank: 5858
Calmar Ratio Rank
VBK Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DUSG vs. VBK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Small Cap Growth Portfolio: ETF Class Shares (DUSG) and Vanguard Small-Cap Growth ETF (VBK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DUSGVBKDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.36

Martin ratioReturn relative to average drawdown

8.65

DUSG vs. VBK - Sharpe Ratio Comparison


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Drawdowns

DUSG vs. VBK - Drawdown Comparison

The maximum DUSG drawdown since its inception was -4.19%, smaller than the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for DUSG and VBK.


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Drawdown Indicators


DUSGVBKDifference

Max Drawdown

Largest peak-to-trough decline

-4.19%

-58.68%

+54.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

Current Drawdown

Current decline from peak

-2.34%

-4.17%

+1.83%

Average Drawdown

Average peak-to-trough decline

-1.13%

-10.11%

+8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

DUSG vs. VBK - Volatility Comparison


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Volatility by Period


DUSGVBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.64%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

20.19%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

23.65%

-8.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.71%

22.88%

-8.17%

DUSG vs. VBK - Expense Ratio Comparison

DUSG has a 0.32% expense ratio, which is higher than VBK's 0.05% expense ratio.


Dividends

DUSG vs. VBK - Dividend Comparison

DUSG's dividend yield for the trailing twelve months is around 0.14%, less than VBK's 0.44% yield.


PositionTTM20252024202320222021202020192018201720162015
DUSG
U.S. Small Cap Growth Portfolio: ETF Class Shares
0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBK
Vanguard Small-Cap Growth ETF
0.44%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Frequently Asked Questions


DUSG and VBK have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VBK is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VBK is cheaper with a 0.05% expense ratio, compared with 0.32% for DUSG.

VBK has the higher dividend yield at 0.44%, compared with 0.14% for DUSG.

They also come from different issuers: Dimensional Fund Advisors and Vanguard. Their fees differ too: 0.32% for DUSG and 0.05% for VBK.

Portfolio Optimizer

Find the right allocation for DUSG and VBK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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