DFA US High Relative Profitability Portfolio (DURPX)
Under normal circumstances, the portfolio will invest at least 80% of its net assets in securities of U.S. companies. The portfolio may invest in ETFs for the purpose of gaining exposure to the U.S. stock market while maintaining liquidity. It may lend its portfolio securities to generate additional income.
Fund Info
| ISIN | US23320G1334 |
|---|---|
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | May 16, 2017 |
| Category | Large Cap Blend Equities |
| Min. Investment | $0 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
DURPX has an expense ratio of 0.23%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DURPX vs. DFQTX, DURPX vs. TRLGX, DURPX vs. TISPX, DURPX vs. DFUVX, DURPX vs. VOO, DURPX vs. VOOG, DURPX vs. FXAIX, 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.
Returns By Period
DFA US High Relative Profitability Portfolio had a return of 24.43% year-to-date (YTD) and 35.45% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 24.43% | 25.45% |
| 1 month | 1.81% | 2.91% |
| 6 months | 13.89% | 14.05% |
| 1 year | 35.45% | 35.64% |
| 5 years (annualized) | 15.71% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.04% | 5.10% | 3.20% | -4.54% | 3.74% | 2.91% | 1.48% | 3.29% | 1.72% | -0.86% | 24.43% | ||
| 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% | -0.45% | -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% |
| 2019 | 7.97% | 3.91% | 2.33% | 4.16% | -7.22% | 7.56% | 1.86% | -0.53% | 1.39% | 2.12% | 3.11% | 3.13% | 33.11% |
| 2018 | 6.51% | -3.70% | -2.38% | -0.51% | 2.76% | 0.43% | 3.86% | 4.12% | 0.69% | -8.42% | 2.19% | -9.41% | -5.11% |
| 2017 | 2.10% | -0.24% | 1.87% | 0.58% | 2.56% | 2.63% | 4.58% | 2.53% | 17.77% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DURPX is 84, placing it in the top 16% 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.
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.
Dividends
Dividend History
DFA US High Relative Profitability Portfolio provided a 1.19% 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.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.30 | $0.31 | $0.28 | $0.24 | $0.23 | $0.20 | $0.19 | $0.09 |
Dividend yield | 1.19% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.07 | $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.
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 0.47%.
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 |
| -9.63% | Jan 29, 2018 | 44 | Apr 2, 2018 | 89 | Aug 7, 2018 | 133 |
| -8.97% | Sep 3, 2020 | 39 | Oct 28, 2020 | 12 | Nov 13, 2020 | 51 |
Volatility
Volatility Chart
The current DFA US High Relative Profitability Portfolio volatility is 3.30%, 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.