AWYIX vs. DURPX

Last updated Jun 3, 2026

AWYIX (CIBC Atlas Equity Income Fund) and DURPX (DFA US High Relative Profitability Portfolio) are both mutual funds - AWYIX is a Large Cap Growth Equities fund managed by CIBC Private Wealth Management, while DURPX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 5 years, AWYIX returned 7.75%/yr vs 12.82%/yr for DURPX. Their correlation of 0.90 suggests significant overlap in exposure. AWYIX charges 0.95%/yr vs 0.23%/yr for DURPX.

Performance

AWYIX vs. DURPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CIBC Atlas Equity Income Fund (AWYIX) and DFA US High Relative Profitability Portfolio (DURPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AWYIX achieves a 1.88% return, which is significantly lower than DURPX's 9.01% return.

AWYIX

• 1D: -0.55%
• 1M: 0.84%
• YTD: 1.88%
• 6M: 2.85%
• 1Y: 10.37%
• 3Y*: 12.72%
• 5Y*: 7.75%
• 10Y*: —

DURPX

• 1D: 0.24%
• 1M: 5.70%
• YTD: 9.01%
• 6M: 9.29%
• 1Y: 20.74%
• 3Y*: 18.91%
• 5Y*: 12.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AWYIX vs. DURPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AWYIX CIBC Atlas Equity Income Fund	1.88%	7.66%	18.19%	16.39%	-15.59%	29.51%	12.75%	35.07%	1.12%
DURPX DFA US High Relative Profitability Portfolio	9.01%	12.81%	20.49%	21.85%	-11.82%	25.27%	19.29%	33.11%	-4.05%

Correlation

The correlation between AWYIX and DURPX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Mar 28, 2018	0.90

The correlation between AWYIX and DURPX shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AWYIX vs. DURPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWYIX

AWYIX Risk / Return Rank: 14
AWYIX Sharpe Ratio Rank: 14
AWYIX Sortino Ratio Rank: 14
AWYIX Omega Ratio Rank: 13
AWYIX Calmar Ratio Rank: 14
AWYIX Martin Ratio Rank: 17

DURPX

DURPX Risk / Return Rank: 43
DURPX Sharpe Ratio Rank: 42
DURPX Sortino Ratio Rank: 41
DURPX Omega Ratio Rank: 38
DURPX Calmar Ratio Rank: 41
DURPX Martin Ratio Rank: 51

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AWYIX vs. DURPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CIBC Atlas Equity Income Fund (AWYIX) 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.

	AWYIX	DURPX	Difference
Sharpe ratio Return per unit of total volatility	1.07	1.89	-0.81
Sortino ratio Return per unit of downside risk	1.56	2.69	-1.13
Omega ratio Gain probability vs. loss probability	1.19	1.33	-0.14
Calmar ratio Return relative to maximum drawdown	1.32	2.47	-1.15
Martin ratio Return relative to average drawdown	4.95	10.50	-5.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AWYIX vs. DURPX - Sharpe Ratio Comparison

The current AWYIX Sharpe Ratio is 1.07, which is lower than the DURPX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of AWYIX and DURPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AWYIX	DURPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.89	-0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.81	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.86	-0.18

Drawdowns

AWYIX vs. DURPX - Drawdown Comparison

The maximum AWYIX drawdown since its inception was -35.79%, which is greater than DURPX's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for AWYIX and DURPX.

Drawdown Indicators

	AWYIX	DURPX	Difference
Max Drawdown Largest peak-to-trough decline	-35.79%	-31.02%	-4.77%
Max Drawdown (1Y) Largest decline over 1 year	-8.35%	-8.67%	+0.32%
Max Drawdown (3Y) Largest decline over 3 years	-18.72%	-18.38%	-0.34%
Max Drawdown (5Y) Largest decline over 5 years	-19.82%	-21.90%	+2.08%
Current Drawdown Current decline from peak	-1.19%	0.00%	-1.19%
Average Drawdown Average peak-to-trough decline	-5.03%	-4.07%	-0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	2.04%	+0.19%

Volatility

AWYIX vs. DURPX - Volatility Comparison

CIBC Atlas Equity Income Fund (AWYIX) and DFA US High Relative Profitability Portfolio (DURPX) have volatilities of 2.33% and 2.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AWYIX	DURPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.33%	2.40%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	7.45%	8.60%	-1.15%
Volatility (1Y) Calculated over the trailing 1-year period	9.90%	11.28%	-1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.42%	15.87%	-1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.88%	17.59%	+0.29%

AWYIX vs. DURPX - Expense Ratio Comparison

AWYIX has a 0.95% expense ratio, which is higher than DURPX's 0.23% expense ratio.

Dividends

AWYIX vs. DURPX - Dividend Comparison

AWYIX's dividend yield for the trailing twelve months is around 2.15%, more than DURPX's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AWYIX CIBC Atlas Equity Income Fund	2.15%	1.74%	5.77%	1.80%	3.23%	6.35%	6.87%	3.82%	6.79%	0.00%
DURPX DFA US High Relative Profitability Portfolio	0.97%	1.05%	1.20%	1.49%	3.65%	4.12%	1.34%	1.36%	1.69%	0.77%

Frequently Asked Questions

Can I hold both AWYIX and DURPX in my portfolio?

AWYIX and DURPX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AWYIX or DURPX?

DURPX has higher volatility (2.40%) compared to AWYIX (2.33%). In terms of maximum drawdown, AWYIX dropped -35.79% vs DURPX's -31.02%.

Which has better risk-adjusted returns?

DURPX currently has the higher Sharpe Ratio (1.89 vs 1.07), 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.