DUSQX vs. SPLG
Compare and contrast key facts about DFA U.S. Large Cap Equity Portfolio (DUSQX) and SPDR Portfolio S&P 500 ETF (SPLG).
DUSQX is managed by Dimensional Fund Advisors LP. It was launched on Jun 25, 2013. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSQX or SPLG.
Correlation
The correlation between DUSQX and SPLG 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
DUSQX vs. SPLG - Performance Comparison
Key characteristics
DUSQX:
0.51
SPLG:
0.60
DUSQX:
0.83
SPLG:
0.95
DUSQX:
1.12
SPLG:
1.14
DUSQX:
0.51
SPLG:
0.61
DUSQX:
2.05
SPLG:
2.48
DUSQX:
4.74%
SPLG:
4.63%
DUSQX:
19.12%
SPLG:
19.26%
DUSQX:
-34.83%
SPLG:
-54.52%
DUSQX:
-9.82%
SPLG:
-9.32%
Returns By Period
The year-to-date returns for both investments are quite close, with DUSQX having a -5.30% return and SPLG slightly higher at -5.16%. Over the past 10 years, DUSQX has underperformed SPLG with an annualized return of 10.46%, while SPLG has yielded a comparatively higher 12.17% annualized return.
DUSQX
-5.30%
-0.68%
-4.74%
8.25%
13.34%
10.46%
SPLG
-5.16%
-0.31%
-4.13%
10.07%
15.62%
12.17%
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DUSQX vs. SPLG - Expense Ratio Comparison
DUSQX has a 0.13% expense ratio, which is higher than SPLG's 0.03% 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
DUSQX vs. SPLG — Risk-Adjusted Performance Rank
DUSQX
SPLG
DUSQX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Equity Portfolio (DUSQX) and SPDR Portfolio S&P 500 ETF (SPLG). 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
DUSQX vs. SPLG - Dividend Comparison
DUSQX's dividend yield for the trailing twelve months is around 1.16%, less than SPLG's 1.37% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSQX DFA U.S. Large Cap Equity Portfolio | 1.16% | 1.11% | 1.31% | 1.56% | 1.12% | 1.42% | 1.48% | 1.78% | 1.62% | 1.80% | 1.75% | 1.53% |
SPLG SPDR Portfolio S&P 500 ETF | 1.37% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
Drawdowns
DUSQX vs. SPLG - Drawdown Comparison
The maximum DUSQX drawdown since its inception was -34.83%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for DUSQX and SPLG. For additional features, visit the drawdowns tool.
Volatility
DUSQX vs. SPLG - Volatility Comparison
DFA U.S. Large Cap Equity Portfolio (DUSQX) and SPDR Portfolio S&P 500 ETF (SPLG) have volatilities of 13.87% and 14.04%, 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.