DUSLX vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 Index (^GSPC).

DUSLX is managed by Dimensional. It was launched on Dec 20, 2012.

Performance

DUSLX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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	-3.46%	12.62%	23.82%	24.97%	-15.58%	26.43%	21.83%	32.17%	-1.98%	25.05%
^GSPC S&P 500 Index	-3.84%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, DUSLX achieves a -3.46% return, which is significantly higher than ^GSPC's -3.84% return. Over the past 10 years, DUSLX has outperformed ^GSPC with an annualized return of 14.12%, while ^GSPC has yielded a comparatively lower 12.29% annualized return.

DUSLX

• 1D: 0.78%
• 1M: -4.60%
• YTD: -3.46%
• 6M: -5.04%
• 1Y: 10.13%
• 3Y*: 16.55%
• 5Y*: 11.29%
• 10Y*: 14.12%

^GSPC

• 1D: 0.11%
• 1M: -3.43%
• YTD: -3.84%
• 6M: -1.98%
• 1Y: 16.08%
• 3Y*: 16.86%
• 5Y*: 10.37%
• 10Y*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DUSLX vs. ^GSPC — Risk / Return Rank

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

DUSLX

DUSLX Risk / Return Rank: 23
DUSLX Sharpe Ratio Rank: 18
DUSLX Sortino Ratio Rank: 20
DUSLX Omega Ratio Rank: 19
DUSLX Calmar Ratio Rank: 26
DUSLX Martin Ratio Rank: 33

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

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.

	DUSLX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.62	0.88	-0.26
Sortino ratio Return per unit of downside risk	1.02	1.37	-0.35
Omega ratio Gain probability vs. loss probability	1.14	1.21	-0.06
Calmar ratio Return relative to maximum drawdown	1.04	1.39	-0.35
Martin ratio Return relative to average drawdown	4.47	6.43	-1.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUSLX vs. ^GSPC - Sharpe Ratio Comparison

The current DUSLX Sharpe Ratio is 0.62, which is comparable to the ^GSPC Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DUSLX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DUSLX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	0.88	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.62	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.68	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.46	+0.42

Correlation

The correlation between DUSLX and ^GSPC is 0.96, 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.

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.

Drawdown Indicators

	DUSLX	^GSPC	Difference
Max Drawdown Largest 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 (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 Drawdown Current decline from peak	-6.01%	-5.67%	-0.34%
Average Drawdown Average peak-to-trough decline	-3.66%	-10.75%	+7.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	2.62%	+0.11%

Volatility

DUSLX vs. ^GSPC - Volatility Comparison

DFA U.S. Large Cap Growth Portfolio (DUSLX) has a higher volatility of 5.61% compared to S&P 500 Index (^GSPC) at 5.29%. This indicates that DUSLX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUSLX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	5.29%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	9.16%	9.55%	-0.39%
Volatility (1Y) Calculated over the trailing 1-year period	17.54%	18.33%	-0.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	16.90%	-0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.19%	18.04%	-0.85%