DUSLX vs. VOOG
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard S&P 500 Growth ETF (VOOG).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or VOOG.
Key characteristics
DUSLX | VOOG | |
---|---|---|
YTD Return | 21.12% | 23.96% |
1Y Return | 31.26% | 32.06% |
3Y Return (Ann) | 12.27% | 7.31% |
5Y Return (Ann) | 16.48% | 16.57% |
10Y Return (Ann) | 14.05% | 14.49% |
Sharpe Ratio | 2.38 | 1.90 |
Daily Std Dev | 13.03% | 16.81% |
Max Drawdown | -30.86% | -32.73% |
Current Drawdown | -0.79% | -4.43% |
Correlation
The correlation between DUSLX and VOOG 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. VOOG - Performance Comparison
In the year-to-date period, DUSLX achieves a 21.12% return, which is significantly lower than VOOG's 23.96% return. Both investments have delivered pretty close results over the past 10 years, with DUSLX having a 14.05% annualized return and VOOG not far ahead at 14.49%. 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. VOOG - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is higher than VOOG's 0.10% 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. VOOG - 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 S&P 500 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 1.52%, more than VOOG's 0.72% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard S&P 500 Growth ETF | 0.72% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
DUSLX vs. VOOG - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for DUSLX and VOOG. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. VOOG - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 3.52%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.43%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.