DUHP vs. FEQIX
Compare and contrast key facts about DFA Dimensional US High Profitability ETF (DUHP) and Fidelity Equity-Income Fund (FEQIX).
DUHP is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. FEQIX is managed by Fidelity. It was launched on May 16, 1966.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUHP or FEQIX.
Key characteristics
| DUHP | FEQIX | |
|---|---|---|
| YTD Return | 22.63% | 18.99% |
| 1Y Return | 31.01% | 23.73% |
| Sharpe Ratio | 2.80 | 2.42 |
| Sortino Ratio | 3.93 | 3.34 |
| Omega Ratio | 1.51 | 1.44 |
| Calmar Ratio | 4.14 | 2.38 |
| Martin Ratio | 16.08 | 17.17 |
| Ulcer Index | 1.95% | 1.39% |
| Daily Std Dev | 11.23% | 9.89% |
| Max Drawdown | -20.05% | -62.07% |
| Current Drawdown | -1.39% | -1.29% |
Correlation
The correlation between DUHP and FEQIX is 0.88, 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
DUHP vs. FEQIX - Performance Comparison
In the year-to-date period, DUHP achieves a 22.63% return, which is significantly higher than FEQIX's 18.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DUHP vs. FEQIX - Expense Ratio Comparison
DUHP has a 0.21% expense ratio, which is lower than FEQIX's 0.57% expense ratio.
Risk-Adjusted Performance
DUHP vs. FEQIX - Risk-Adjusted Performance 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.
Dividends
DUHP vs. FEQIX - Dividend Comparison
DUHP's dividend yield for the trailing twelve months is around 1.21%, less than FEQIX's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUHP DFA Dimensional US High Profitability ETF | 1.21% | 1.51% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FEQIX Fidelity Equity-Income Fund | 1.56% | 1.78% | 1.93% | 1.55% | 1.50% | 1.82% | 2.73% | 2.03% | 2.37% | 7.35% | 8.14% | 2.18% |
Drawdowns
DUHP vs. FEQIX - Drawdown Comparison
The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum FEQIX drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for DUHP and FEQIX. For additional features, visit the drawdowns tool.
Volatility
DUHP vs. FEQIX - Volatility Comparison
DFA Dimensional US High Profitability ETF (DUHP) and Fidelity Equity-Income Fund (FEQIX) have volatilities of 3.18% and 3.11%, 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.