DUSLX vs. ^GSPC
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 (^GSPC).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or ^GSPC.
Correlation
The correlation between DUSLX and ^GSPC is 0.96, 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. ^GSPC - Performance Comparison
Key characteristics
DUSLX:
1.83
^GSPC:
1.83
DUSLX:
2.57
^GSPC:
2.46
DUSLX:
1.33
^GSPC:
1.34
DUSLX:
3.03
^GSPC:
2.72
DUSLX:
10.71
^GSPC:
11.89
DUSLX:
2.19%
^GSPC:
1.94%
DUSLX:
12.82%
^GSPC:
12.57%
DUSLX:
-30.86%
^GSPC:
-56.78%
DUSLX:
-5.46%
^GSPC:
-3.66%
Returns By Period
The year-to-date returns for both stocks are quite close, with DUSLX having a 23.40% return and ^GSPC slightly lower at 23.00%. Over the past 10 years, DUSLX has outperformed ^GSPC with an annualized return of 13.77%, while ^GSPC has yielded a comparatively lower 10.96% annualized return.
DUSLX
23.40%
-1.75%
4.70%
25.33%
15.10%
13.77%
^GSPC
23.00%
-0.84%
7.20%
24.88%
12.77%
10.96%
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Risk-Adjusted Performance
DUSLX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 (^GSPC). 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.
Drawdowns
DUSLX vs. ^GSPC - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DUSLX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. ^GSPC - Volatility Comparison
DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 (^GSPC) have volatilities of 3.60% and 3.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.