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. 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 Apr 5, 2019.
Performance
DUSLX vs. VOOG - Performance Comparison
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DUSLX vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | -4.21% | 12.62% | 23.82% | 24.97% | -15.58% | 26.43% | 21.83% | 32.17% | -1.98% | 25.05% |
VOOG Vanguard S&P 500 Growth ETF | -6.97% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Returns By Period
In the year-to-date period, DUSLX achieves a -4.21% return, which is significantly higher than VOOG's -6.97% return. Over the past 10 years, DUSLX has underperformed VOOG with an annualized return of 14.03%, while VOOG has yielded a comparatively higher 15.86% annualized return.
DUSLX
- 1D
- 3.02%
- 1M
- -6.38%
- YTD
- -4.21%
- 6M
- -5.80%
- 1Y
- 9.98%
- 3Y*
- 16.25%
- 5Y*
- 11.12%
- 10Y*
- 14.03%
VOOG
- 1D
- 1.30%
- 1M
- -4.28%
- YTD
- -6.97%
- 6M
- -5.29%
- 1Y
- 23.21%
- 3Y*
- 22.32%
- 5Y*
- 12.46%
- 10Y*
- 15.86%
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DUSLX vs. VOOG - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is higher than VOOG's 0.07% 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%.
Return for Risk
DUSLX vs. VOOG — Risk / Return Rank
DUSLX
VOOG
DUSLX vs. VOOG - 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 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.
| DUSLX | VOOG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.05 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.62 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.76 | -0.96 |
Martin ratioReturn relative to average drawdown | 3.49 | 6.81 | -3.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUSLX | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.05 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.77 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.84 | +0.03 |
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.
Dividends
DUSLX vs. VOOG - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 0.94%, more than VOOG's 0.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 0.94% | 0.88% | 1.02% | 1.84% | 8.37% | 6.98% | 1.42% | 2.41% | 4.65% | 1.36% | 1.72% | 1.69% |
VOOG Vanguard S&P 500 Growth ETF | 0.53% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
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.
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Drawdown Indicators
| DUSLX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -32.73% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -13.71% | +1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -32.73% | +7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -30.86% | -32.73% | +1.87% |
Current DrawdownCurrent decline from peak | -6.74% | -9.07% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -5.01% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.54% | -0.84% |
Volatility
DUSLX vs. VOOG - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 5.57%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. 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.
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Volatility by Period
| DUSLX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 7.28% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 12.68% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.54% | 22.28% | -4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 21.16% | -4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 20.65% | -3.46% |