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 15.94%/yr vs 13.71%/yr for ^GSPC. With a 0.96 correlation, they move nearly in lockstep.
Performance
DUSLX vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, DUSLX achieves a 10.11% return, which is significantly higher than ^GSPC's 7.60% return. Over the past 10 years, DUSLX has outperformed ^GSPC with an annualized return of 15.94%, while ^GSPC has yielded a comparatively lower 13.71% annualized return.
DUSLX
- 1D
- -0.23%
- 1M
- 2.49%
- YTD
- 10.11%
- 6M
- 9.16%
- 1Y
- 19.29%
- 3Y*
- 19.71%
- 5Y*
- 13.23%
- 10Y*
- 15.94%
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
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 | 10.11% | 12.62% | 23.82% | 24.97% | -15.58% | 26.43% | 21.83% | 32.17% | -1.98% | 25.05% |
^GSPC S&P 500 Index | 7.60% | 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, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 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.
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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 | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.46 | -0.28 |
| Martin ratioReturn relative to average drawdown | 9.29 | 10.92 | -1.62 |
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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.
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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 | -0.36% | -3.21% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -10.71% | +7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.04% | +0.17% |
Volatility
DUSLX vs. ^GSPC - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 4.45%, while S&P 500 Index (^GSPC) has a volatility of 4.89%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSLX | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.89% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 9.93% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 12.57% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 17.00% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 18.08% | -0.82% |
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 (4.89%) compared to DUSLX (4.45%). In terms of maximum drawdown, DUSLX dropped -30.86% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.78 vs 1.67), 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.
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