DUSLX vs. GRNY

Last updated Jun 4, 2026

DUSLX (DFA U.S. Large Cap Growth Portfolio) and GRNY (Fundstrat Granny Shots US Large Cap ETF) are both funds - DUSLX is a Large Cap Growth Equities fund managed by Dimensional, while GRNY is a Large Cap Blend Equities fund actively managed by Tidal ETFs. Over the past year, DUSLX returned 18.80% vs 29.75% for GRNY. Their correlation of 0.84 suggests significant overlap in exposure. DUSLX charges 0.18%/yr vs 0.75%/yr for GRNY.

Performance

DUSLX vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Growth Portfolio (DUSLX) and Fundstrat Granny Shots US Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUSLX achieves a 9.87% return, which is significantly lower than GRNY's 11.15% return.

DUSLX

• 1D: 0.43%
• 1M: 6.04%
• YTD: 9.87%
• 6M: 9.76%
• 1Y: 18.80%
• 3Y*: 20.42%
• 5Y*: 13.55%
• 10Y*: 15.59%

GRNY

• 1D: -0.76%
• 1M: 3.30%
• YTD: 11.15%
• 6M: 9.73%
• 1Y: 29.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DUSLX vs. GRNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DUSLX DFA U.S. Large Cap Growth Portfolio	9.87%	12.62%	-3.00%
GRNY Fundstrat Granny Shots US Large Cap ETF	11.15%	24.05%	-1.09%

Correlation

The correlation between DUSLX and GRNY is 0.82, 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	0.82
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024	0.84

The correlation between DUSLX and GRNY has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

Return for Risk

DUSLX vs. GRNY — Risk / Return Rank

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

DUSLX

DUSLX Risk / Return Rank: 35
DUSLX Sharpe Ratio Rank: 34
DUSLX Sortino Ratio Rank: 34
DUSLX Omega Ratio Rank: 33
DUSLX Calmar Ratio Rank: 31
DUSLX Martin Ratio Rank: 42

GRNY

GRNY Risk / Return Rank: 47
GRNY Sharpe Ratio Rank: 48
GRNY Sortino Ratio Rank: 45
GRNY Omega Ratio Rank: 44
GRNY Calmar Ratio Rank: 51
GRNY Martin Ratio Rank: 47

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. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and Fundstrat Granny Shots US Large Cap ETF (GRNY). 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	GRNY	Difference
Sharpe ratio Return per unit of total volatility	1.67	1.70	-0.03
Sortino ratio Return per unit of downside risk	2.43	2.30	+0.14
Omega ratio Gain probability vs. loss probability	1.30	1.29	+0.01
Calmar ratio Return relative to maximum drawdown	2.09	2.57	-0.48
Martin ratio Return relative to average drawdown	8.97	7.85	+1.12
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. GRNY - Sharpe Ratio Comparison

The current DUSLX Sharpe Ratio is 1.67, which is comparable to the GRNY Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of DUSLX and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DUSLX	GRNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.67	1.70	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	0.96	-0.02

Drawdowns

DUSLX vs. GRNY - Drawdown Comparison

The maximum DUSLX drawdown since its inception was -30.86%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for DUSLX and GRNY.

Drawdown Indicators

	DUSLX	GRNY	Difference
Max Drawdown Largest peak-to-trough decline	-30.86%	-24.18%	-6.68%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	-11.63%	+2.15%
Max Drawdown (3Y) Largest decline over 3 years	-18.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-30.86%	—	—
Current Drawdown Current decline from peak	0.00%	-0.76%	+0.76%
Average Drawdown Average peak-to-trough decline	-3.62%	-4.03%	+0.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	3.80%	-1.60%

Volatility

DUSLX vs. GRNY - Volatility Comparison

The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 2.78%, while Fundstrat Granny Shots US Large Cap ETF (GRNY) has a volatility of 4.23%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUSLX	GRNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	4.23%	-1.45%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	12.70%	-3.33%
Volatility (1Y) Calculated over the trailing 1-year period	11.85%	17.59%	-5.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	23.19%	-6.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	23.19%	-5.98%

DUSLX vs. GRNY - Expense Ratio Comparison

DUSLX has a 0.18% expense ratio, which is lower than GRNY's 0.75% expense ratio.

Dividends

DUSLX vs. GRNY - Dividend Comparison

DUSLX's dividend yield for the trailing twelve months is around 0.82%, while GRNY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUSLX DFA U.S. Large Cap Growth Portfolio	0.82%	0.88%	1.02%	1.84%	8.37%	6.98%	1.42%	2.41%	4.65%	1.36%	1.72%	1.69%
GRNY Fundstrat Granny Shots US Large Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DUSLX and GRNY in my portfolio?

DUSLX and GRNY have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUSLX or GRNY?

GRNY has higher volatility (4.23%) compared to DUSLX (2.78%). In terms of maximum drawdown, DUSLX dropped -30.86% vs GRNY's -24.18%.

Which has better risk-adjusted returns?

GRNY currently has the higher Sharpe Ratio (1.70 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.