DUSQX vs. SPY
Compare and contrast key facts about DFA U.S. Large Cap Equity Portfolio (DUSQX) and SPDR S&P 500 ETF (SPY).
DUSQX is managed by Dimensional Fund Advisors LP. It was launched on Jun 25, 2013. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSQX or SPY.
Correlation
The correlation between DUSQX and SPY is 0.98, 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. SPY - Performance Comparison
Key characteristics
DUSQX:
0.51
SPY:
0.57
DUSQX:
0.83
SPY:
0.94
DUSQX:
1.12
SPY:
1.14
DUSQX:
0.51
SPY:
0.61
DUSQX:
2.05
SPY:
2.48
DUSQX:
4.74%
SPY:
4.63%
DUSQX:
19.12%
SPY:
20.07%
DUSQX:
-34.83%
SPY:
-55.19%
DUSQX:
-9.82%
SPY:
-9.29%
Returns By Period
The year-to-date returns for both investments are quite close, with DUSQX having a -5.30% return and SPY slightly higher at -5.13%. Over the past 10 years, DUSQX has underperformed SPY with an annualized return of 10.46%, while SPY has yielded a comparatively higher 12.11% annualized return.
DUSQX
-5.30%
-0.68%
-4.74%
8.25%
13.34%
10.46%
SPY
-5.13%
-0.24%
-4.11%
10.06%
15.53%
12.11%
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DUSQX vs. SPY - Expense Ratio Comparison
DUSQX has a 0.13% expense ratio, which is higher than SPY's 0.09% 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. SPY — Risk-Adjusted Performance Rank
DUSQX
SPY
DUSQX vs. SPY - 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 S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
DUSQX's dividend yield for the trailing twelve months is around 1.16%, less than SPY's 1.29% 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% |
SPY SPDR S&P 500 ETF | 1.29% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DUSQX vs. SPY - Drawdown Comparison
The maximum DUSQX drawdown since its inception was -34.83%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DUSQX and SPY. For additional features, visit the drawdowns tool.
Volatility
DUSQX vs. SPY - Volatility Comparison
The current volatility for DFA U.S. Large Cap Equity Portfolio (DUSQX) is 13.87%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.00%. This indicates that DUSQX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.