- ISIN
- US23320G1334
- Issuer
- Dimensional
- Inception Date
- May 16, 2017
- Category
- Large Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DURPX Performance Chart
DFA US High Relative Profitability Portfolio (DURPX) is up 9.0% since the beginning of the year. DURPX is currently trading at $30 per share. Investors who bought $1,000 worth of DURPX shares 5 years ago would now be looking at an investment worth $1,842.
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Returns By Period
DFA US High Relative Profitability Portfolio (DURPX) has returned 8.98% so far this year and 20.99% over the past 12 months.
DFA US High Relative Profitability Portfolio
- 1D
- 1.02%
- 1M
- 1.85%
- YTD
- 8.98%
- 6M
- 8.14%
- 1Y
- 20.99%
- 3Y*
- 17.61%
- 5Y*
- 13.00%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DURPX Monthly Returns History
Based on dividend-adjusted daily data since May 16, 2017, DURPX's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.
Historically, 67% of months were positive and 33% 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% | -5.60% | 6.00% | 5.45% | 0.20% | 8.98% | ||||||
| 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 4.62%, beta of 0.77, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since May 16, 2017.
- This fund captured 100.91% of S&P 500 Index gains but only 94.51% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 4.62% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.62%
- Beta
- 0.77
- R²
- 0.67
- Upside Capture
- 100.91%
- Downside Capture
- 94.51%
Expense Ratio
DURPX has an expense ratio of 0.23%, which is considered low.
Return for Risk
Risk / Return Rank
DURPX ranks 45 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DURPX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.78 | -0.36 |
| Martin ratioReturn relative to average drawdown | 10.18 | 12.44 | -2.26 |
Dividends
Dividend History
DFA US High Relative Profitability Portfolio provided a 0.97% 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 | 0.97% | 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 | $0.00 | $0.00 | $0.00 | $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.
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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 0.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.02%Mar 2020 | 1mo 9d | 4mo 14d | 5mo 23dFeb 2020 - Aug 2020 |
Bear market2022 | -21.90%Sep 2022 | 9mo 4d | 9mo 21d | 1y 6moDec 2021 - Jul 2023 |
Rate-hike selloffLate 2018 | -21.23%Dec 2018 | 3mo 1d | 3mo 23d | 6mo 24dSep 2018 - Apr 2019 |
2025 selloff2025 | -18.38%Apr 2025 | 1mo 17d | 2mo 25d | 4mo 12dFeb 2025 - Jul 2025 |
2018 pullback2018 | -9.63%Apr 2018 | 2mo 3d | 4mo 7d | 6mo 10dJan 2018 - Aug 2018 |
Drawdown Indicators
| DURPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -56.78% | +25.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -9.10% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -18.90% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -25.43% | +3.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.80% | -1.80% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -10.71% | +6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.03% | +0.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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