AWEIX vs. DURPX
AWEIX (CIBC Atlas Disciplined Equity Fund) and DURPX (DFA US High Relative Profitability Portfolio) are both Large Cap Blend Equities funds. Over the past 5 years, AWEIX returned 7.60%/yr vs 11.66%/yr for DURPX. Their correlation of 0.93 means they have usually moved in the same direction. AWEIX charges 0.72%/yr vs 0.23%/yr for DURPX.
Performance
AWEIX vs. DURPX - Performance Comparison
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Returns By Period
In the year-to-date period, AWEIX achieves a 3.11% return, which is significantly lower than DURPX's 9.00% return.
AWEIX
- 1D
- 1.50%
- 1M
- 0.26%
- 6M
- 2.97%
- YTD
- 3.11%
- 1Y
- 10.44%
- 3Y*
- 13.07%
- 5Y*
- 7.60%
- 10Y*
- 12.65%
- ALL TIME*
- 10.14%
DURPX
- 1D
- 1.20%
- 1M
- -0.74%
- 6M
- 7.28%
- YTD
- 9.00%
- 1Y
- 16.19%
- 3Y*
- 16.13%
- 5Y*
- 11.66%
- 10Y*
- —
- ALL TIME*
- 14.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AWEIX vs. DURPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AWEIX CIBC Atlas Disciplined Equity Fund | 3.11% | 11.55% | 19.26% | 20.74% | -18.97% | 25.71% | 19.27% | 30.63% | 0.84% | 12.21% |
DURPX DFA US High Relative Profitability Portfolio | 9.00% | 12.81% | 20.49% | 21.85% | -11.82% | 25.27% | 19.29% | 33.11% | -5.11% | 17.77% |
Correlation
The correlation between AWEIX and DURPX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 16, 2017 | 0.93 |
The correlation between AWEIX and DURPX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
AWEIX vs. DURPX — Risk / Return Rank
AWEIX
DURPX
AWEIX vs. DURPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas Disciplined Equity Fund (AWEIX) and DFA US High Relative Profitability Portfolio (DURPX). 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.
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.
| AWEIX | DURPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.71 | -1.05 |
| Martin ratioReturn relative to average drawdown | 2.43 | 7.11 | -4.68 |
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Drawdowns
AWEIX vs. DURPX - Drawdown Comparison
The maximum AWEIX drawdown since its inception was -51.13%, which is greater than DURPX's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for AWEIX and DURPX.
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Drawdown Indicators
| AWEIX | DURPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.13% | -31.02% | -20.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -8.67% | -3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -16.64% | -18.38% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -21.90% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -32.92% | — | — |
Current DrawdownCurrent decline from peak | -1.42% | -1.30% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -4.01% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.08% | +1.17% |
Volatility
AWEIX vs. DURPX - Volatility Comparison
CIBC Atlas Disciplined Equity Fund (AWEIX) has a higher volatility of 3.14% compared to DFA US High Relative Profitability Portfolio (DURPX) at 2.99%. This indicates that AWEIX's price experiences larger fluctuations and is considered to be riskier than DURPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AWEIX | DURPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 2.99% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 9.58% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 11.95% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 15.98% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 17.52% | +0.25% |
AWEIX vs. DURPX - Expense Ratio Comparison
AWEIX has a 0.72% expense ratio, which is higher than DURPX's 0.23% expense ratio.
Dividends
AWEIX vs. DURPX - Dividend Comparison
AWEIX's dividend yield for the trailing twelve months is around 14.11%, more than DURPX's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWEIX CIBC Atlas Disciplined Equity Fund | 14.11% | 14.54% | 6.39% | 4.72% | 4.13% | 7.09% | 2.52% | 2.08% | 8.91% | 2.68% | 1.49% | 5.46% |
DURPX DFA US High Relative Profitability Portfolio | 0.96% | 1.05% | 1.20% | 1.49% | 3.65% | 4.12% | 1.34% | 1.36% | 1.69% | 0.77% | 0.00% | 0.00% |
Frequently Asked Questions
AWEIX and DURPX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AWEIX has higher volatility (3.14%) compared to DURPX (2.99%). In terms of maximum drawdown, AWEIX dropped -51.13% vs DURPX's -31.02%.
DURPX currently has the higher Sharpe Ratio (1.24 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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