DUSLX vs. SPY
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and SPDR S&P 500 ETF (SPY).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or SPY.
Performance
DUSLX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, DUSLX achieves a 27.47% return, which is significantly higher than SPY's 26.08% return. Over the past 10 years, DUSLX has outperformed SPY with an annualized return of 14.16%, while SPY has yielded a comparatively lower 13.10% annualized return.
DUSLX
27.47%
2.38%
14.13%
33.38%
16.69%
14.16%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| DUSLX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.70 |
| Sortino Ratio | 3.71 | 3.60 |
| Omega Ratio | 1.48 | 1.50 |
| Calmar Ratio | 4.31 | 3.90 |
| Martin Ratio | 15.82 | 17.52 |
| Ulcer Index | 2.11% | 1.87% |
| Daily Std Dev | 12.51% | 12.14% |
| Max Drawdown | -30.86% | -55.19% |
| Current Drawdown | -1.00% | -0.85% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DUSLX vs. SPY - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is higher than SPY's 0.09% 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%.
Correlation
The correlation between DUSLX and SPY is 0.96, 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.
Risk-Adjusted Performance
DUSLX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 1.01%, less than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 1.01% | 1.27% | 1.52% | 1.10% | 1.43% | 1.53% | 1.90% | 1.50% | 1.72% | 1.75% | 1.49% | 1.14% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DUSLX vs. SPY - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DUSLX and SPY. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. SPY - Volatility Comparison
DFA U.S. Large Cap Growth Portfolio (DUSLX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.87% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.