DUHP vs. FEQIX

Last updated Jun 3, 2026

DUHP (DFA Dimensional US High Profitability ETF) and FEQIX (Fidelity Equity-Income Fund) are both funds - DUHP is a Large Cap Blend Equities fund actively managed by Dimensional, while FEQIX is a Large Cap Value Equities fund managed by Fidelity. Over the past 3 years, DUHP returned 19.38%/yr vs 17.81%/yr for FEQIX. Their correlation of 0.87 suggests significant overlap in exposure. DUHP charges 0.21%/yr vs 0.57%/yr for FEQIX.

Performance

DUHP vs. FEQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional US High Profitability ETF (DUHP) and Fidelity Equity-Income Fund (FEQIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUHP achieves a 9.51% return, which is significantly higher than FEQIX's 8.62% return.

DUHP

• 1D: 0.27%
• 1M: 6.05%
• YTD: 9.51%
• 6M: 9.93%
• 1Y: 21.98%
• 3Y*: 19.38%
• 5Y*: —
• 10Y*: —

FEQIX

• 1D: 0.53%
• 1M: 0.97%
• YTD: 8.62%
• 6M: 9.84%
• 1Y: 22.16%
• 3Y*: 17.81%
• 5Y*: 10.66%
• 10Y*: 11.86%

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

DUHP vs. FEQIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DUHP DFA Dimensional US High Profitability ETF	9.51%	13.77%	19.49%	21.11%	-2.56%
FEQIX Fidelity Equity-Income Fund	8.62%	18.96%	15.34%	10.62%	-0.57%

Correlation

The correlation between DUHP and FEQIX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.87

The correlation between DUHP and FEQIX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

Return for Risk

DUHP vs. FEQIX — Risk / Return Rank

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

DUHP

DUHP Risk / Return Rank: 57
DUHP Sharpe Ratio Rank: 57
DUHP Sortino Ratio Rank: 59
DUHP Omega Ratio Rank: 56
DUHP Calmar Ratio Rank: 49
DUHP Martin Ratio Rank: 61

FEQIX

FEQIX Risk / Return Rank: 70
FEQIX Sharpe Ratio Rank: 67
FEQIX Sortino Ratio Rank: 68
FEQIX Omega Ratio Rank: 61
FEQIX Calmar Ratio Rank: 78
FEQIX Martin Ratio Rank: 75

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.

DUHP vs. FEQIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and Fidelity Equity-Income Fund (FEQIX). 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.

	DUHP	FEQIX	Difference
Sharpe ratio Return per unit of total volatility	1.97	2.40	-0.43
Sortino ratio Return per unit of downside risk	2.81	3.44	-0.63
Omega ratio Gain probability vs. loss probability	1.35	1.44	-0.09
Calmar ratio Return relative to maximum drawdown	2.50	3.53	-1.03
Martin ratio Return relative to average drawdown	10.94	14.26	-3.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUHP vs. FEQIX - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.97, which is comparable to the FEQIX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DUHP and FEQIX, 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

	DUHP	FEQIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	2.40	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.51	+0.37

Drawdowns

DUHP vs. FEQIX - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum FEQIX drawdown of -62.38%. Use the drawdown chart below to compare losses from any high point for DUHP and FEQIX.

Drawdown Indicators

	DUHP	FEQIX	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-62.38%	+42.33%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-6.48%	-2.51%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-13.18%	-4.68%
Max Drawdown (5Y) Largest decline over 5 years	—	-17.20%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.12%	—
Current Drawdown Current decline from peak	0.00%	-0.54%	+0.54%
Average Drawdown Average peak-to-trough decline	-4.04%	-8.01%	+3.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	1.60%	+0.45%

Volatility

DUHP vs. FEQIX - Volatility Comparison

DFA Dimensional US High Profitability ETF (DUHP) and Fidelity Equity-Income Fund (FEQIX) have volatilities of 2.50% and 2.41%, 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

	DUHP	FEQIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.50%	2.41%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	8.63%	7.25%	+1.38%
Volatility (1Y) Calculated over the trailing 1-year period	11.24%	9.55%	+1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	13.47%	+2.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	15.50%	+0.74%

DUHP vs. FEQIX - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is lower than FEQIX's 0.57% expense ratio.

Dividends

DUHP vs. FEQIX - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.97%, less than FEQIX's 4.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DUHP DFA Dimensional US High Profitability ETF	0.97%	1.02%	1.13%	1.51%	1.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FEQIX Fidelity Equity-Income Fund	4.63%	4.67%	5.51%	4.26%	4.56%	9.90%	3.38%	7.16%	9.76%	6.29%	4.28%	12.17%

Frequently Asked Questions

Can I hold both DUHP and FEQIX in my portfolio?

DUHP and FEQIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUHP or FEQIX?

DUHP has higher volatility (2.50%) compared to FEQIX (2.41%). In terms of maximum drawdown, DUHP dropped -20.05% vs FEQIX's -62.38%.

Which has better risk-adjusted returns?

FEQIX currently has the higher Sharpe Ratio (2.40 vs 1.97), 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.