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DUSLX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Growth Portfolio (DUSLX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DUSLX:

0.83

^GSPC:

0.66

Sortino Ratio

DUSLX:

1.18

^GSPC:

0.94

Omega Ratio

DUSLX:

1.16

^GSPC:

1.14

Calmar Ratio

DUSLX:

0.78

^GSPC:

0.60

Martin Ratio

DUSLX:

2.89

^GSPC:

2.28

Ulcer Index

DUSLX:

4.90%

^GSPC:

5.01%

Daily Std Dev

DUSLX:

18.85%

^GSPC:

19.77%

Max Drawdown

DUSLX:

-30.86%

^GSPC:

-56.78%

Current Drawdown

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

YTD

2.92%

1M

6.01%

6M

-1.24%

1Y

15.50%

3Y*

13.87%

5Y*

13.08%

10Y*

11.81%

^GSPC

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DUSLX vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DUSLX
The Risk-Adjusted Performance Rank of DUSLX is 6464
Overall Rank
The Sharpe Ratio Rank of DUSLX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSLX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of DUSLX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DUSLX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of DUSLX is 6464
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DUSLX Sharpe Ratio is 0.83, which is comparable to the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DUSLX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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.


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