Correlation
The correlation between DUSLX and SPGP is 0.88, 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. 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.
Performance
DUSLX vs. SPGP - Performance Comparison
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Key characteristics
DUSLX:
0.83
SPGP:
0.02
DUSLX:
1.18
SPGP:
0.11
DUSLX:
1.16
SPGP:
1.01
DUSLX:
0.78
SPGP:
-0.04
DUSLX:
2.89
SPGP:
-0.12
DUSLX:
4.90%
SPGP:
6.97%
DUSLX:
18.85%
SPGP:
22.45%
DUSLX:
-30.86%
SPGP:
-42.08%
DUSLX:
-3.28%
SPGP:
-9.10%
Returns By Period
In the year-to-date period, DUSLX achieves a 2.92% return, which is significantly higher than SPGP's -2.85% return. Over the past 10 years, DUSLX has underperformed SPGP with an annualized return of 11.81%, while SPGP has yielded a comparatively higher 12.74% annualized return.
DUSLX
2.92%
6.01%
-1.24%
15.50%
13.87%
13.08%
11.81%
SPGP
-2.85%
5.16%
-9.04%
0.47%
7.00%
14.34%
12.74%
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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 Rank
DUSLX
SPGP
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.
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Dividends
DUSLX vs. SPGP - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 0.99%, less than SPGP's 1.51% 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% |
SPGP Invesco S&P 500 GARP ETF | 1.51% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% |
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.
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Volatility
DUSLX vs. SPGP - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 5.05%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 6.41%. 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.
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