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DFA US High Relative Profitability Portfolio (DURP...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US23320G1334

Issuer

Dimensional Fund Advisors LP

Inception Date

May 16, 2017

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DURPX vs. DFQTX DURPX vs. TRLGX DURPX vs. TISPX DURPX vs. DFUVX DURPX vs. VOO DURPX vs. FXAIX DURPX vs. VOOG DURPX vs. COWZ DURPX vs. QQQ DURPX vs. DFUSX
Popular comparisons:
DURPX vs. DFQTX DURPX vs. TRLGX DURPX vs. TISPX DURPX vs. DFUVX DURPX vs. VOO DURPX vs. FXAIX DURPX vs. VOOG DURPX vs. COWZ DURPX vs. QQQ DURPX vs. DFUSX

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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.22%
12.33%
DURPX (DFA US High Relative Profitability Portfolio)
Benchmark (^GSPC)

Returns By Period

DFA US High Relative Profitability Portfolio had a return of 22.71% year-to-date (YTD) and 30.21% in the last 12 months.


DURPX

YTD

22.71%

1M

0.08%

6M

11.62%

1Y

30.21%

5Y (annualized)

15.34%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of DURPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.04%5.10%3.20%-4.54%3.74%2.91%1.48%3.29%1.72%-0.86%22.71%
20234.60%-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%-0.45%-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%1.57%-5.16%6.03%-0.20%5.89%24.00%
2020-0.42%-7.86%-9.81%11.87%4.78%2.09%4.41%7.36%-2.67%-4.32%11.43%3.56%19.29%
20197.97%3.91%2.33%4.16%-7.22%7.56%1.86%-0.53%1.39%2.12%3.11%3.13%33.11%
20186.51%-3.70%-2.38%-0.51%2.76%0.43%3.86%4.12%0.69%-8.42%2.19%-9.41%-5.11%
20172.10%-0.24%1.87%0.58%2.56%2.63%4.58%2.53%17.77%

Expense Ratio

DURPX has an expense ratio of 0.23%, which is considered low compared to other funds.


Expense ratio chart for DURPX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DURPX is 85, placing it in the top 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DURPX is 8585
Combined Rank
The Sharpe Ratio Rank of DURPX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of DURPX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of DURPX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DURPX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of DURPX is 8383
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DURPX, currently valued at 2.60, compared to the broader market-1.000.001.002.003.004.005.002.602.46
The chart of Sortino ratio for DURPX, currently valued at 3.66, compared to the broader market0.005.0010.003.663.31
The chart of Omega ratio for DURPX, currently valued at 1.48, compared to the broader market1.002.003.004.001.481.46
The chart of Calmar ratio for DURPX, currently valued at 3.96, compared to the broader market0.005.0010.0015.0020.0025.003.963.55
The chart of Martin ratio for DURPX, currently valued at 15.57, compared to the broader market0.0020.0040.0060.0080.00100.0015.5715.76
DURPX
^GSPC

The current DFA US High Relative Profitability Portfolio Sharpe ratio is 2.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of DFA US High Relative Profitability Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.60
2.46
DURPX (DFA US High Relative Profitability Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

DFA US High Relative Profitability Portfolio provided a 1.20% dividend yield over the last twelve months, with an annual payout of $0.30 per share. The fund has been increasing its distributions for 6 consecutive years.


0.80%1.00%1.20%1.40%1.60%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.30$0.31$0.28$0.24$0.23$0.20$0.19$0.09

Dividend yield

1.20%1.49%1.63%1.19%1.35%1.36%1.70%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.23
2023$0.00$0.00$0.08$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$0.06$0.28
2021$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.05$0.24
2020$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.23
2019$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.20
2018$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.06$0.19
2017$0.02$0.00$0.00$0.04$0.00$0.00$0.04$0.09

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.85%
-1.40%
DURPX (DFA US High Relative Profitability Portfolio)
Benchmark (^GSPC)

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 1.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.02%Feb 13, 202027Mar 23, 202093Aug 4, 2020120
-21.9%Dec 30, 2021190Sep 30, 2022198Jul 18, 2023388
-21.23%Sep 24, 201864Dec 24, 201877Apr 16, 2019141
-9.63%Jan 29, 201844Apr 2, 201889Aug 7, 2018133
-8.97%Sep 3, 202039Oct 28, 202012Nov 13, 202051

Volatility

Volatility Chart

The current DFA US High Relative Profitability Portfolio volatility is 3.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.55%
4.07%
DURPX (DFA US High Relative Profitability Portfolio)
Benchmark (^GSPC)