DFQTX vs. DURPX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA US High Relative Profitability Portfolio (DURPX).
DFQTX is managed by Dimensional Fund Advisors LP. DURPX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFQTX or DURPX.
Correlation
The correlation between DFQTX and DURPX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFQTX vs. DURPX - Performance Comparison
Key characteristics
DFQTX:
1.75
DURPX:
1.97
DFQTX:
2.40
DURPX:
2.77
DFQTX:
1.33
DURPX:
1.36
DFQTX:
2.75
DURPX:
3.07
DFQTX:
10.69
DURPX:
11.36
DFQTX:
2.12%
DURPX:
2.03%
DFQTX:
12.95%
DURPX:
11.74%
DFQTX:
-59.35%
DURPX:
-31.02%
DFQTX:
-4.81%
DURPX:
-4.53%
Returns By Period
The year-to-date returns for both investments are quite close, with DFQTX having a 20.68% return and DURPX slightly higher at 21.19%.
DFQTX
20.68%
-1.90%
8.07%
21.28%
13.49%
11.37%
DURPX
21.19%
-1.24%
6.64%
21.96%
14.08%
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFQTX vs. DURPX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DURPX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFQTX vs. DURPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) 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.
Dividends
DFQTX vs. DURPX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 0.88%, less than DURPX's 0.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 0.88% | 1.34% | 1.51% | 1.10% | 1.30% | 1.39% | 1.64% | 1.58% | 1.61% | 1.73% | 1.49% | 1.31% |
DURPX DFA US High Relative Profitability Portfolio | 0.95% | 1.49% | 1.63% | 1.19% | 1.35% | 1.36% | 1.70% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFQTX vs. DURPX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than DURPX's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for DFQTX and DURPX. For additional features, visit the drawdowns tool.
Volatility
DFQTX vs. DURPX - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 3.97% compared to DFA US High Relative Profitability Portfolio (DURPX) at 3.78%. This indicates that DFQTX'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.