DUSLX vs. MOAT
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or MOAT.
Key characteristics
| DUSLX | MOAT | |
|---|---|---|
| YTD Return | 28.01% | 15.46% |
| 1Y Return | 37.79% | 32.71% |
| 3Y Return (Ann) | 12.01% | 9.17% |
| 5Y Return (Ann) | 16.90% | 14.34% |
| 10Y Return (Ann) | 14.38% | 13.44% |
| Sharpe Ratio | 3.20 | 2.82 |
| Sortino Ratio | 4.43 | 3.87 |
| Omega Ratio | 1.58 | 1.51 |
| Calmar Ratio | 5.18 | 3.10 |
| Martin Ratio | 19.36 | 15.06 |
| Ulcer Index | 2.07% | 2.25% |
| Daily Std Dev | 12.48% | 11.99% |
| Max Drawdown | -30.86% | -33.31% |
| Current Drawdown | -0.58% | 0.00% |
Correlation
The correlation between DUSLX and MOAT is 0.85, 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. MOAT - Performance Comparison
In the year-to-date period, DUSLX achieves a 28.01% return, which is significantly higher than MOAT's 15.46% return. Over the past 10 years, DUSLX has outperformed MOAT with an annualized return of 14.38%, while MOAT has yielded a comparatively lower 13.44% 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. MOAT - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is lower than MOAT's 0.48% expense ratio.
Risk-Adjusted Performance
DUSLX vs. MOAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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. MOAT - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 1.00%, more than MOAT's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 1.00% | 1.27% | 1.52% | 1.10% | 1.43% | 1.53% | 1.90% | 1.50% | 1.72% | 1.75% | 1.49% | 1.14% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.74% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
DUSLX vs. MOAT - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for DUSLX and MOAT. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. MOAT - Volatility Comparison
DFA U.S. Large Cap Growth Portfolio (DUSLX) has a higher volatility of 3.64% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 2.70%. This indicates that DUSLX's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.