Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA US High Relative Profitability Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
DFA US High Relative Profitability Portfolio (DURPX) has returned -5.20% so far this year and 9.36% over the past 12 months.
DFA US High Relative Profitability Portfolio
- 1D
- -0.31%
- 1M
- -8.03%
- YTD
- -5.20%
- 6M
- -4.57%
- 1Y
- 9.36%
- 3Y*
- 14.23%
- 5Y*
- 10.61%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 16, 2017, DURPX's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, your investment would double in approximately 5.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.9%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DURPX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 13, 2020 at -9.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.61% | 1.44% | -8.03% | -5.20% | |||||||||
| 2025 | 3.23% | 0.87% | -6.08% | -1.51% | 5.40% | 3.48% | 1.68% | 2.12% | 2.74% | 0.59% | -0.07% | 0.14% | 12.81% |
| 2024 | 2.04% | 5.10% | 3.20% | -4.54% | 3.74% | 2.91% | 1.48% | 3.29% | 1.72% | -0.86% | 5.97% | -4.63% | 20.49% |
| 2023 | 4.60% | -2.51% | 3.29% | 0.72% | -1.16% | 7.22% | 2.51% | -0.41% | -5.11% | -2.06% | 8.58% | 5.19% | 21.85% |
| 2022 | -5.65% | -2.16% | 3.61% | -6.45% | -0.44% | -7.58% | 8.57% | -3.92% | -8.60% | 10.31% | 7.08% | -4.88% | -11.82% |
| 2021 | -2.62% | 2.63% | 4.81% | 3.59% | 0.44% | 2.45% | 2.90% | 1.56% | -5.16% | 6.03% | -0.21% | 6.97% | 25.27% |
Benchmark Metrics
DFA US High Relative Profitability Portfolio has an annualized alpha of 4.63%, beta of 0.76, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since May 17, 2017.
- This fund captured 102.80% of S&P 500 Index gains but only 95.15% of its losses — a favorable profile for investors.
- This fund generated an annualized alpha of 4.63% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.63%
- Beta
- 0.76
- R²
- 0.66
- Upside Capture
- 102.80%
- Downside Capture
- 95.15%
Expense Ratio
DURPX has an expense ratio of 0.23%, which is considered low.
Return for Risk
Risk / Return Rank
DURPX ranks 24 for risk / return — below 24% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and compare them to a chosen benchmark (S&P 500 Index).
| DURPX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.90 | -0.29 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.39 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.40 | -0.70 |
Martin ratioReturn relative to average drawdown | 3.27 | 6.61 | -3.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DURPX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DFA US High Relative Profitability Portfolio provided a 1.11% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.29 | $0.31 | $0.63 | $0.83 | $0.23 | $0.19 | $0.18 | $0.09 |
Dividend yield | 1.11% | 1.05% | 1.20% | 1.49% | 3.65% | 4.12% | 1.34% | 1.36% | 1.69% | 0.77% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA US High Relative Profitability Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.07 | $0.07 | |||||||||
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.29 |
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.29 |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.31 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.41 | $0.63 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.64 | $0.83 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the DFA US High Relative Profitability Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DFA US High Relative Profitability Portfolio was 31.02%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current DFA US High Relative Profitability Portfolio drawdown is 8.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.02% | Feb 13, 2020 | 27 | Mar 23, 2020 | 93 | Aug 4, 2020 | 120 |
| -21.9% | Dec 30, 2021 | 190 | Sep 30, 2022 | 198 | Jul 18, 2023 | 388 |
| -21.23% | Sep 24, 2018 | 64 | Dec 24, 2018 | 77 | Apr 16, 2019 | 141 |
| -18.38% | Feb 20, 2025 | 34 | Apr 8, 2025 | 58 | Jul 2, 2025 | 92 |
| -9.63% | Jan 29, 2018 | 44 | Apr 2, 2018 | 89 | Aug 7, 2018 | 133 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...