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DUSLX vs. SPGP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUSLX vs. SPGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Growth Portfolio (DUSLX) and Invesco S&P 500 GARP ETF (SPGP). The values are adjusted to include any dividend payments, if applicable.

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DUSLX vs. SPGP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUSLX
DFA U.S. Large Cap Growth Portfolio
-7.03%12.62%23.82%24.97%-15.58%26.43%21.83%32.17%-1.98%25.05%
SPGP
Invesco S&P 500 GARP ETF
-5.19%9.80%8.48%20.29%-13.83%35.72%15.92%39.16%1.68%36.24%

Returns By Period

In the year-to-date period, DUSLX achieves a -7.03% return, which is significantly lower than SPGP's -5.19% return. Both investments have delivered pretty close results over the past 10 years, with DUSLX having a 13.69% annualized return and SPGP not far ahead at 13.70%.


DUSLX

1D
-0.69%
1M
-9.19%
YTD
-7.03%
6M
-7.87%
1Y
7.15%
3Y*
15.10%
5Y*
10.71%
10Y*
13.69%

SPGP

1D
3.24%
1M
-6.43%
YTD
-5.19%
6M
-4.81%
1Y
8.81%
3Y*
9.45%
5Y*
6.73%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

DUSLX vs. SPGP — Risk / Return Rank

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

DUSLX
DUSLX Risk / Return Rank: 1919
Overall Rank
DUSLX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DUSLX Sortino Ratio Rank: 1919
Sortino Ratio Rank
DUSLX Omega Ratio Rank: 1919
Omega Ratio Rank
DUSLX Calmar Ratio Rank: 1717
Calmar Ratio Rank
DUSLX Martin Ratio Rank: 2121
Martin Ratio Rank

SPGP
SPGP Risk / Return Rank: 2828
Overall Rank
SPGP Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPGP Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPGP Omega Ratio Rank: 2727
Omega Ratio Rank
SPGP Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPGP Martin Ratio Rank: 3232
Martin Ratio Rank
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. SPGP - Risk-Adjusted Trends 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.


DUSLXSPGPDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.41

+0.06

Sortino ratio

Return per unit of downside risk

0.80

0.74

+0.06

Omega ratio

Gain probability vs. loss probability

1.11

1.10

+0.01

Calmar ratio

Return relative to maximum drawdown

0.51

0.65

-0.14

Martin ratio

Return relative to average drawdown

2.23

2.64

-0.41

DUSLX vs. SPGP - Sharpe Ratio Comparison

The current DUSLX Sharpe Ratio is 0.47, which is comparable to the SPGP Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of DUSLX and SPGP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DUSLXSPGPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.41

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.37

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.65

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.70

+0.16

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.


Dividends

DUSLX vs. SPGP - Dividend Comparison

DUSLX's dividend yield for the trailing twelve months is around 0.97%, less than SPGP's 0.98% yield.


TTM20252024202320222021202020192018201720162015
DUSLX
DFA U.S. Large Cap Growth Portfolio
0.97%0.88%1.02%1.84%8.37%6.98%1.42%2.41%4.65%1.36%1.72%1.69%
SPGP
Invesco S&P 500 GARP ETF
0.98%1.04%1.38%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%

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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Drawdown Indicators


DUSLXSPGPDifference

Max Drawdown

Largest peak-to-trough decline

-30.86%

-42.08%

+11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-15.00%

+3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.83%

-22.87%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-30.86%

-42.08%

+11.22%

Current Drawdown

Current decline from peak

-9.48%

-8.27%

-1.21%

Average Drawdown

Average peak-to-trough decline

-3.65%

-4.39%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.68%

-1.01%

Volatility

DUSLX vs. SPGP - Volatility Comparison

The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 4.38%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 6.32%. 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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Volatility by Period


DUSLXSPGPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

6.32%

-1.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

11.82%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

21.82%

-4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

18.49%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

21.17%

-4.01%