Correlation
The correlation between DUSLX and DFSIX 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.
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.
Performance
DUSLX vs. DFSIX - Performance Comparison
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Key characteristics
DUSLX:
0.83
DFSIX:
0.59
DUSLX:
1.18
DFSIX:
0.89
DUSLX:
1.16
DFSIX:
1.13
DUSLX:
0.78
DFSIX:
0.54
DUSLX:
2.89
DFSIX:
1.94
DUSLX:
4.90%
DFSIX:
5.60%
DUSLX:
18.85%
DFSIX:
20.52%
DUSLX:
-30.86%
DFSIX:
-53.65%
DUSLX:
-3.28%
DFSIX:
-5.30%
Returns By Period
In the year-to-date period, DUSLX achieves a 2.92% return, which is significantly higher than DFSIX's -0.64% return. Both investments have delivered pretty close results over the past 10 years, with DUSLX having a 11.81% annualized return and DFSIX not far behind at 11.58%.
DUSLX
2.92%
6.01%
-1.24%
15.50%
13.87%
13.08%
11.81%
DFSIX
-0.64%
6.18%
-4.46%
12.10%
13.90%
15.60%
11.58%
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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 Rank
DUSLX
DFSIX
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.
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Dividends
DUSLX vs. DFSIX - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 0.99%, which matches DFSIX's 0.99% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 0.99% | 1.02% | 1.84% | 8.37% | 7.42% | 1.42% | 2.41% | 4.65% | 1.74% | 1.72% | 2.27% | 1.94% |
DFSIX DFA U.S. Sustainability Core 1 Portfolio | 0.99% | 0.99% | 1.21% | 1.35% | 2.13% | 1.19% | 2.02% | 2.31% | 2.39% | 2.33% | 2.62% | 2.70% |
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.
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Volatility
DUSLX vs. DFSIX - Volatility Comparison
DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA U.S. Sustainability Core 1 Portfolio (DFSIX) have volatilities of 5.05% and 5.29%, 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.
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