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.
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.
Performance
DUSLX vs. ^GSPC - Performance Comparison
Loading data...
Key characteristics
DUSLX:
0.83
^GSPC:
0.66
DUSLX:
1.18
^GSPC:
0.94
DUSLX:
1.16
^GSPC:
1.14
DUSLX:
0.78
^GSPC:
0.60
DUSLX:
2.89
^GSPC:
2.28
DUSLX:
4.90%
^GSPC:
5.01%
DUSLX:
18.85%
^GSPC:
19.77%
DUSLX:
-30.86%
^GSPC:
-56.78%
DUSLX:
-3.28%
^GSPC:
-3.78%
Returns By Period
In the year-to-date period, DUSLX achieves a 2.92% return, which is significantly higher than ^GSPC's 0.51% return. Over the past 10 years, DUSLX has outperformed ^GSPC with an annualized return of 11.81%, while ^GSPC has yielded a comparatively lower 10.85% annualized return.
DUSLX
2.92%
6.01%
-1.24%
15.50%
13.87%
13.08%
11.81%
^GSPC
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
DUSLX vs. ^GSPC — Risk-Adjusted Performance Rank
DUSLX
^GSPC
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.
Loading data...
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.
Loading data...
Volatility
DUSLX vs. ^GSPC - Volatility Comparison
DFA U.S. Large Cap Growth Portfolio (DUSLX) has a higher volatility of 5.05% compared to S&P 500 (^GSPC) at 4.77%. This indicates that DUSLX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...