DUHP vs. GQRIX

Last updated Jun 24, 2026

DUHP (DFA Dimensional US High Profitability ETF) and GQRIX (GQG Partners Global Quality Equity Fund Institutional Shares) are both funds - DUHP is a Large Cap Blend Equities fund actively managed by Dimensional, while GQRIX is a Global Equities fund managed by GQG Partners Inc. Over the past 3 years, DUHP returned 17.83%/yr vs 12.57%/yr for GQRIX. A 0.64 correlation means they provide meaningful diversification when combined. DUHP charges 0.21%/yr vs 0.75%/yr for GQRIX.

Performance

DUHP vs. GQRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional US High Profitability ETF (DUHP) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUHP achieves a 7.22% return, which is significantly higher than GQRIX's 4.25% return.

DUHP

• 1D: -1.81%
• 1M: -0.02%
• YTD: 7.22%
• 6M: 6.35%
• 1Y: 18.29%
• 3Y*: 17.83%
• 5Y*: —
• 10Y*: —

GQRIX

• 1D: 0.44%
• 1M: -4.52%
• YTD: 4.25%
• 6M: 4.50%
• 1Y: 4.35%
• 3Y*: 12.57%
• 5Y*: 8.93%
• 10Y*: —

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

DUHP vs. GQRIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DUHP DFA Dimensional US High Profitability ETF	7.22%	13.77%	19.49%	21.11%	-0.03%
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares	4.25%	0.91%	20.18%	19.79%	-3.12%

Correlation

The correlation between DUHP and GQRIX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.64

Over the past year, the correlation between DUHP and GQRIX has dropped to 0.16 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Return for Risk

DUHP vs. GQRIX — Risk / Return Rank

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

DUHP

DUHP Risk / Return Rank: 46
DUHP Sharpe Ratio Rank: 46
DUHP Sortino Ratio Rank: 46
DUHP Omega Ratio Rank: 45
DUHP Calmar Ratio Rank: 43
DUHP Martin Ratio Rank: 53

GQRIX

GQRIX Risk / Return Rank: 7
GQRIX Sharpe Ratio Rank: 7
GQRIX Sortino Ratio Rank: 7
GQRIX Omega Ratio Rank: 7
GQRIX Calmar Ratio Rank: 8
GQRIX Martin Ratio Rank: 7

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. GQRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). 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.

	DUHP	GQRIX	Difference
Sharpe ratio: Return per unit of total volatility	1.55	0.56	+0.99
Sortino ratio: Return per unit of downside risk	2.20	0.85	+1.35
Omega ratio: Gain probability vs. loss probability	1.28	1.10	+0.18
Calmar ratio: Return relative to maximum drawdown	2.04	0.75	+1.30
Martin ratio: Return relative to average drawdown	8.82	1.87	+6.95

DUHP vs. GQRIX - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.55, which is higher than the GQRIX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of DUHP and GQRIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DUHP vs. GQRIX - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum GQRIX drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for DUHP and GQRIX.

Drawdown Indicators

	DUHP	GQRIX	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-28.86%	+8.81%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-7.00%	-1.99%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-16.47%	-1.39%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.29%	—
Current Drawdown Current decline from peak	-2.47%	-6.59%	+4.12%
Average Drawdown Average peak-to-trough decline	-4.00%	-4.90%	+0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	2.78%	-0.70%

Volatility

DUHP vs. GQRIX - Volatility Comparison

DFA Dimensional US High Profitability ETF (DUHP) has a higher volatility of 4.83% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 3.09%. This indicates that DUHP's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUHP	GQRIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	3.09%	+1.74%
Volatility (6M) Calculated over the trailing 6-month period	9.62%	7.22%	+2.40%
Volatility (1Y) Calculated over the trailing 1-year period	11.87%	9.32%	+2.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.32%	14.71%	+1.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.32%	17.23%	-0.91%

DUHP vs. GQRIX - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is lower than GQRIX's 0.75% expense ratio.

Dividends

DUHP vs. GQRIX - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.99%, less than GQRIX's 7.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DUHP DFA Dimensional US High Profitability ETF	0.99%	1.02%	1.13%	1.51%	1.10%	0.00%	0.00%	0.00%
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares	7.62%	7.94%	6.46%	1.39%	2.99%	1.65%	0.11%	0.04%

Frequently Asked Questions

Can I hold both DUHP and GQRIX in my portfolio?

DUHP and GQRIX have a correlation of 0.16, 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 GQRIX?

DUHP has higher volatility (4.83%) compared to GQRIX (3.09%). In terms of maximum drawdown, DUHP dropped -20.05% vs GQRIX's -28.86%.

Which has better risk-adjusted returns?

DUHP currently has the higher Sharpe Ratio (1.55 vs 0.56), 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.