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 | 28.01% | 35.02% |
| 1Y Return | 37.79% | 43.89% |
| 3Y Return (Ann) | 12.01% | 8.08% |
| 5Y Return (Ann) | 16.90% | 18.07% |
| 10Y Return (Ann) | 14.38% | 15.23% |
| Sharpe Ratio | 3.20 | 2.72 |
| Sortino Ratio | 4.43 | 3.46 |
| Omega Ratio | 1.58 | 1.50 |
| Calmar Ratio | 5.18 | 3.05 |
| Martin Ratio | 19.36 | 14.43 |
| Ulcer Index | 2.07% | 3.21% |
| Daily Std Dev | 12.48% | 16.98% |
| Max Drawdown | -30.86% | -32.73% |
| Current Drawdown | -0.58% | -0.18% |
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 28.01% return, which is significantly lower than VOOG's 35.02% return. Over the past 10 years, DUSLX has underperformed VOOG with an annualized return of 14.38%, while VOOG has yielded a comparatively higher 15.23% 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. 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 1.00%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 1.00% | 1.27% | 1.52% | 1.10% | 1.43% | 1.53% | 1.90% | 1.50% | 1.72% | 1.75% | 1.49% | 1.14% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 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 3.64%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.26%. 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.