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.
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.
Performance
DUSLX vs. SPY - Performance Comparison
Key characteristics
DUSLX:
1.80
SPY:
1.95
DUSLX:
2.52
SPY:
2.60
DUSLX:
1.32
SPY:
1.36
DUSLX:
3.02
SPY:
2.98
DUSLX:
9.37
SPY:
12.44
DUSLX:
2.49%
SPY:
2.02%
DUSLX:
13.03%
SPY:
12.89%
DUSLX:
-30.86%
SPY:
-55.19%
DUSLX:
-2.54%
SPY:
-1.70%
Returns By Period
In the year-to-date period, DUSLX achieves a 2.74% return, which is significantly higher than SPY's 2.27% return. Over the past 10 years, DUSLX has underperformed SPY with an annualized return of 12.48%, while SPY has yielded a comparatively higher 13.64% annualized return.
DUSLX
2.74%
1.39%
9.88%
23.16%
12.36%
12.48%
SPY
2.27%
0.73%
10.73%
24.55%
14.69%
13.64%
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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%.
Risk-Adjusted Performance
DUSLX vs. SPY — Risk-Adjusted Performance Rank
DUSLX
SPY
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 0.99%, less than SPY's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 0.99% | 1.01% | 1.27% | 1.52% | 1.10% | 1.43% | 1.53% | 1.90% | 1.50% | 1.72% | 1.75% | 1.49% |
SPY SPDR S&P 500 ETF | 1.18% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 3.85%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.26%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.