DUSLX vs. VFIAX
DUSLX (DFA U.S. Large Cap Growth Portfolio) and VFIAX (Vanguard 500 Index Fund Admiral Shares) are both mutual funds - DUSLX is a Large Cap Growth Equities fund managed by Dimensional, while VFIAX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, DUSLX returned 14.96%/yr vs 14.96%/yr for VFIAX. Their 0.96 correlation means they have historically moved very closely together. DUSLX charges 0.18%/yr vs 0.04%/yr for VFIAX.
Performance
DUSLX vs. VFIAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DUSLX achieves a 8.30% return, which is significantly lower than VFIAX's 9.33% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: DUSLX at 14.96% and VFIAX at 14.96%.
DUSLX
- 1D
- 1.34%
- 1M
- -1.56%
- 6M
- 7.72%
- YTD
- 8.30%
- 1Y
- 13.56%
- 3Y*
- 16.95%
- 5Y*
- 11.74%
- 10Y*
- 14.96%
- ALL TIME*
- 14.75%
VFIAX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.77%
- YTD
- 9.33%
- 1Y
- 20.60%
- 3Y*
- 19.00%
- 5Y*
- 12.65%
- 10Y*
- 14.96%
- ALL TIME*
- 8.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DUSLX vs. VFIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 8.30% | 12.62% | 23.82% | 24.97% | -15.58% | 26.43% | 21.83% | 32.17% | -1.98% | 25.05% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 9.33% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
Correlation
The correlation between DUSLX and VFIAX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.96 |
The correlation between DUSLX and VFIAX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DUSLX vs. VFIAX — Risk / Return Rank
DUSLX
VFIAX
DUSLX vs. VFIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DUSLX | VFIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.06 | -0.72 |
| Martin ratioReturn relative to average drawdown | 5.47 | 8.84 | -3.37 |
Loading charts...
Drawdowns
DUSLX vs. VFIAX - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DUSLX and VFIAX.
Loading charts...
Drawdown Indicators
| DUSLX | VFIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -55.20% | +24.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -8.90% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -18.15% | -18.75% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -24.53% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -30.86% | -33.83% | +2.97% |
Current DrawdownCurrent decline from peak | -2.82% | -2.11% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -9.35% | +5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.07% | +0.24% |
Volatility
DUSLX vs. VFIAX - Volatility Comparison
DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 3.46% and 3.44%, 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.
Loading charts...
Volatility by Period
| DUSLX | VFIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 3.44% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 10.09% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 12.86% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 17.01% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 18.07% | -0.83% |
DUSLX vs. VFIAX - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is higher than VFIAX's 0.04% 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%.
Dividends
DUSLX vs. VFIAX - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 0.81%, less than VFIAX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 0.81% | 0.88% | 1.02% | 1.84% | 8.37% | 6.98% | 1.42% | 2.41% | 4.65% | 1.36% | 1.72% | 1.69% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.07% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
With a correlation of 0.93, DUSLX and VFIAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DUSLX has higher volatility (3.46%) compared to VFIAX (3.44%). In terms of maximum drawdown, DUSLX dropped -30.86% vs VFIAX's -55.20%.
VFIAX currently has the higher Sharpe Ratio (1.43 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DUSLX and VFIAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer