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. 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.
Performance
DUSLX vs. SPGP - Performance Comparison
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DUSLX vs. SPGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DUSLX
SPGP
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.
| DUSLX | SPGP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 0.41 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.80 | 0.74 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.10 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 0.65 | -0.14 |
Martin ratioReturn relative to average drawdown | 2.23 | 2.64 | -0.41 |
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 | SPGP | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| DUSLX | SPGP | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.48% | -8.27% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -4.39% | +0.74% |
Ulcer IndexDepth 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
| DUSLX | SPGP | Difference | |
|---|---|---|---|
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% |