DUSLX vs. SCHG
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
DUSLX is managed by Dimensional. It was launched on Dec 20, 2012. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
DUSLX vs. SCHG - Performance Comparison
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DUSLX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | -4.21% | 12.62% | 23.82% | 24.97% | -15.58% | 26.43% | 21.83% | 32.17% | -1.98% | 25.05% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, DUSLX achieves a -4.21% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, DUSLX has underperformed SCHG with an annualized return of 14.03%, while SCHG has yielded a comparatively higher 16.95% annualized return.
DUSLX
- 1D
- 3.02%
- 1M
- -6.38%
- YTD
- -4.21%
- 6M
- -5.80%
- 1Y
- 9.98%
- 3Y*
- 16.25%
- 5Y*
- 11.12%
- 10Y*
- 14.03%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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DUSLX vs. SCHG - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DUSLX vs. SCHG — Risk / Return Rank
DUSLX
SCHG
DUSLX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.76 | -0.16 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.24 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.09 | -0.29 |
Martin ratioReturn relative to average drawdown | 3.49 | 3.71 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUSLX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.76 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.57 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.79 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.79 | +0.08 |
Correlation
The correlation between DUSLX and SCHG is 0.92, 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.
Dividends
DUSLX vs. SCHG - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 0.94%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 0.94% | 0.88% | 1.02% | 1.84% | 8.37% | 6.98% | 1.42% | 2.41% | 4.65% | 1.36% | 1.72% | 1.69% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
DUSLX vs. SCHG - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DUSLX and SCHG.
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Drawdown Indicators
| DUSLX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -34.59% | +3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -16.41% | +4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -34.59% | +9.76% |
Max Drawdown (10Y)Largest decline over 10 years | -30.86% | -34.59% | +3.73% |
Current DrawdownCurrent decline from peak | -6.74% | -12.51% | +5.77% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -5.22% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 4.84% | -2.14% |
Volatility
DUSLX vs. SCHG - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 5.57%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUSLX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 6.77% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 12.54% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.54% | 22.45% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 22.31% | -5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 21.51% | -4.32% |