DUSLX vs. VIGAX
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard Growth Index Fund Admiral Shares (VIGAX).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. VIGAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or VIGAX.
Performance
DUSLX vs. VIGAX - Performance Comparison
Returns By Period
In the year-to-date period, DUSLX achieves a 27.47% return, which is significantly lower than VIGAX's 30.60% return. Over the past 10 years, DUSLX has underperformed VIGAX with an annualized return of 14.16%, while VIGAX has yielded a comparatively higher 15.51% annualized return.
DUSLX
27.47%
2.38%
14.13%
33.38%
16.69%
14.16%
VIGAX
30.60%
4.25%
14.07%
36.04%
19.11%
15.51%
Key characteristics
| DUSLX | VIGAX | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.14 |
| Sortino Ratio | 3.71 | 2.79 |
| Omega Ratio | 1.48 | 1.39 |
| Calmar Ratio | 4.31 | 2.78 |
| Martin Ratio | 15.82 | 10.92 |
| Ulcer Index | 2.11% | 3.30% |
| Daily Std Dev | 12.51% | 16.88% |
| Max Drawdown | -30.86% | -50.66% |
| Current Drawdown | -1.00% | -1.06% |
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DUSLX vs. VIGAX - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is higher than VIGAX's 0.05% 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 VIGAX is 0.94, 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. VIGAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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. VIGAX - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 1.01%, more than VIGAX's 0.48% 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% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.48% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
Drawdowns
DUSLX vs. VIGAX - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for DUSLX and VIGAX. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. VIGAX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 3.87%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.21%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.