DUSLX vs. ^GSPC
DUSLX (DFA U.S. Large Cap Growth Portfolio) is Large Cap Growth Equities fund managed by Dimensional, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, DUSLX returned 14.96%/yr vs 13.26%/yr for ^GSPC. Their 0.96 correlation means they have historically moved very closely together.
Performance
DUSLX vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DUSLX achieves a 8.30% return, which is significantly lower than ^GSPC's 9.41% return. Over the past 10 years, DUSLX has outperformed ^GSPC with an annualized return of 14.96%, while ^GSPC has yielded a comparatively lower 13.26% annualized return.
DUSLX
- 1D
- 1.34%
- 1M
- -1.56%
- 6M
- 7.72%
- YTD
- 8.30%
- 1Y
- 13.56%
- 3Y*
- 16.95%
- 5Y*
- 11.74%
- 10Y*
- 14.96%
- ALL TIME*
- 14.75%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
| $0.00 | $0.00 | $0.00 |
DUSLX vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 8.30% | 12.62% | 23.82% | 24.97% | -15.58% | 26.43% | 21.83% | 32.17% | -1.98% | 25.05% |
^GSPC S&P 500 Index | 9.41% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between DUSLX and ^GSPC is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.96 |
The correlation between DUSLX and ^GSPC has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DUSLX vs. ^GSPC — Risk / Return Rank
DUSLX
^GSPC
DUSLX vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 Index (^GSPC). 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.
| DUSLX | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.00 | -0.66 |
| Martin ratioReturn relative to average drawdown | 5.47 | 8.49 | -3.02 |
Loading charts...
Drawdowns
DUSLX vs. ^GSPC - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DUSLX and ^GSPC.
Loading charts...
Drawdown Indicators
| DUSLX | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -56.78% | +25.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -9.10% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -18.15% | -18.90% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -25.43% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -30.86% | -33.92% | +3.06% |
Current DrawdownCurrent decline from peak | -2.82% | -1.58% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -10.70% | +7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.14% | +0.17% |
Volatility
DUSLX vs. ^GSPC - Volatility Comparison
DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 Index (^GSPC) have volatilities of 3.46% and 3.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DUSLX | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 3.51% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 10.11% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 12.87% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 17.01% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 18.07% | -0.83% |
Frequently Asked Questions
With a correlation of 0.93, DUSLX and ^GSPC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
^GSPC has higher volatility (3.51%) compared to DUSLX (3.46%). In terms of maximum drawdown, DUSLX dropped -30.86% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.42 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DUSLX and ^GSPC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer