DUSLX vs. ^GSPC
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 (^GSPC).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or ^GSPC.
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.
Performance
DUSLX vs. ^GSPC - Performance Comparison
Key characteristics
DUSLX:
1.97
^GSPC:
1.98
DUSLX:
2.76
^GSPC:
2.65
DUSLX:
1.35
^GSPC:
1.37
DUSLX:
3.25
^GSPC:
2.93
DUSLX:
11.18
^GSPC:
12.73
DUSLX:
2.25%
^GSPC:
1.95%
DUSLX:
12.80%
^GSPC:
12.59%
DUSLX:
-30.86%
^GSPC:
-56.78%
DUSLX:
-4.05%
^GSPC:
-1.96%
Returns By Period
The year-to-date returns for both stocks are quite close, with DUSLX having a 25.24% return and ^GSPC slightly lower at 25.18%. Over the past 10 years, DUSLX has outperformed ^GSPC with an annualized return of 13.92%, while ^GSPC has yielded a comparatively lower 11.14% annualized return.
DUSLX
25.24%
-2.31%
7.63%
25.08%
15.31%
13.92%
^GSPC
25.18%
-0.47%
9.35%
24.83%
13.03%
11.14%
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Risk-Adjusted Performance
DUSLX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 (^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.
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. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. ^GSPC - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 3.78%, while S&P 500 (^GSPC) has a volatility of 4.07%. 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.