DUSLX vs. VONG
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard Russell 1000 Growth ETF (VONG).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or VONG.
Key characteristics
| DUSLX | VONG | |
|---|---|---|
| YTD Return | 21.12% | 20.71% |
| 1Y Return | 31.26% | 33.02% |
| 3Y Return (Ann) | 12.27% | 9.32% |
| 5Y Return (Ann) | 16.48% | 18.82% |
| 10Y Return (Ann) | 14.05% | 15.90% |
| Sharpe Ratio | 2.38 | 1.93 |
| Daily Std Dev | 13.03% | 16.97% |
| Max Drawdown | -30.86% | -32.72% |
| Current Drawdown | -0.79% | -4.59% |
Correlation
The correlation between DUSLX and VONG 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.
Performance
DUSLX vs. VONG - Performance Comparison
The year-to-date returns for both stocks are quite close, with DUSLX having a 21.12% return and VONG slightly lower at 20.71%. Over the past 10 years, DUSLX has underperformed VONG with an annualized return of 14.05%, while VONG has yielded a comparatively higher 15.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DUSLX vs. VONG - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is higher than VONG's 0.08% 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. VONG - 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 Russell 1000 Growth ETF (VONG). 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. VONG - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 1.52%, more than VONG's 0.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 1.52% | 1.84% | 8.37% | 7.42% | 1.42% | 2.41% | 4.65% | 1.74% | 1.72% | 2.27% | 1.94% | 1.14% |
VONG Vanguard Russell 1000 Growth ETF | 0.63% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
DUSLX vs. VONG - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for DUSLX and VONG. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. VONG - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 3.52%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.45%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.