DUSLX vs. DFSIX
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA U.S. Sustainability Core 1 Portfolio (DFSIX).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. DFSIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 12, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or DFSIX.
Key characteristics
| DUSLX | DFSIX | |
|---|---|---|
| YTD Return | 27.76% | 26.69% |
| 1Y Return | 37.70% | 40.27% |
| 3Y Return (Ann) | 11.91% | 9.63% |
| 5Y Return (Ann) | 16.82% | 16.14% |
| 10Y Return (Ann) | 14.35% | 13.21% |
| Sharpe Ratio | 3.01 | 3.01 |
| Sortino Ratio | 4.19 | 4.07 |
| Omega Ratio | 1.55 | 1.56 |
| Calmar Ratio | 4.84 | 4.88 |
| Martin Ratio | 18.09 | 19.63 |
| Ulcer Index | 2.07% | 2.04% |
| Daily Std Dev | 12.46% | 13.32% |
| Max Drawdown | -30.86% | -53.65% |
| Current Drawdown | -0.78% | -0.42% |
Correlation
The correlation between DUSLX and DFSIX is 0.94, 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. DFSIX - Performance Comparison
The year-to-date returns for both stocks are quite close, with DUSLX having a 27.76% return and DFSIX slightly lower at 26.69%. Over the past 10 years, DUSLX has outperformed DFSIX with an annualized return of 14.35%, while DFSIX has yielded a comparatively lower 13.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DUSLX vs. DFSIX - Expense Ratio Comparison
Both DUSLX and DFSIX have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
DUSLX vs. DFSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA U.S. Sustainability Core 1 Portfolio (DFSIX). 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.
Dividends
DUSLX vs. DFSIX - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 1.01%, which matches DFSIX's 1.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 1.01% | 1.27% | 1.52% | 1.10% | 1.43% | 1.53% | 1.90% | 1.50% | 1.72% | 1.75% | 1.49% | 1.14% |
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 1.02% | 1.21% | 1.35% | 0.95% | 1.19% | 1.18% | 1.34% | 1.43% | 1.49% | 1.55% | 1.36% | 1.23% |
Drawdowns
DUSLX vs. DFSIX - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum DFSIX drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for DUSLX and DFSIX. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. DFSIX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 3.56%, while DFA U.S. Sustainability Core 1 Portfolio (DFSIX) has a volatility of 4.40%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than DFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.