DUSLX vs. SPGP
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and Invesco S&P 500 GARP ETF (SPGP).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or SPGP.
Key characteristics
| DUSLX | SPGP | |
|---|---|---|
| YTD Return | 28.01% | 14.34% |
| 1Y Return | 37.79% | 24.55% |
| 3Y Return (Ann) | 12.01% | 6.77% |
| 5Y Return (Ann) | 16.90% | 14.28% |
| 10Y Return (Ann) | 14.38% | 14.30% |
| Sharpe Ratio | 3.20 | 1.77 |
| Sortino Ratio | 4.43 | 2.47 |
| Omega Ratio | 1.58 | 1.31 |
| Calmar Ratio | 5.18 | 2.78 |
| Martin Ratio | 19.36 | 8.39 |
| Ulcer Index | 2.07% | 3.17% |
| Daily Std Dev | 12.48% | 14.94% |
| Max Drawdown | -30.86% | -42.08% |
| Current Drawdown | -0.58% | 0.00% |
Correlation
The correlation between DUSLX and SPGP 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. SPGP - Performance Comparison
In the year-to-date period, DUSLX achieves a 28.01% return, which is significantly higher than SPGP's 14.34% return. Both investments have delivered pretty close results over the past 10 years, with DUSLX having a 14.38% annualized return and SPGP not far behind at 14.30%. 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. SPGP - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is lower than SPGP's 0.36% expense ratio.
Risk-Adjusted Performance
DUSLX vs. SPGP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and Invesco S&P 500 GARP ETF (SPGP). 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. SPGP - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 1.00%, less than SPGP's 1.30% 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% |
SPGP Invesco S&P 500 GARP ETF | 1.30% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
Drawdowns
DUSLX vs. SPGP - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum SPGP drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for DUSLX and SPGP. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. SPGP - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 3.64%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 5.39%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.