DURPX vs. AGZD

Last updated Jun 13, 2026

DURPX (DFA US High Relative Profitability Portfolio) and AGZD (WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund) are both funds - DURPX is a Large Cap Blend Equities fund managed by Dimensional, while AGZD is a Nontraditional Bonds fund tracking the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. Over the past 5 years, DURPX returned 12.28%/yr vs 4.39%/yr for AGZD. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.23% expense ratio.

Performance

DURPX vs. AGZD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US High Relative Profitability Portfolio (DURPX) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DURPX achieves a 7.69% return, which is significantly higher than AGZD's 2.36% return.

DURPX

• 1D: 1.88%
• 1M: 2.62%
• YTD: 7.69%
• 6M: 7.89%
• 1Y: 17.07%
• 3Y*: 17.92%
• 5Y*: 12.28%
• 10Y*: —

AGZD

• 1D: 0.02%
• 1M: 0.60%
• YTD: 2.36%
• 6M: 2.27%
• 1Y: 5.59%
• 3Y*: 5.96%
• 5Y*: 4.39%
• 10Y*: 3.23%

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

DURPX vs. AGZD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DURPX DFA US High Relative Profitability Portfolio	7.69%	12.81%	20.49%	21.85%	-11.82%	25.27%	19.29%	33.11%	-5.11%	17.77%
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	2.36%	4.35%	6.64%	7.15%	1.17%	0.69%	0.31%	4.65%	0.18%	2.18%

Correlation

The correlation between DURPX and AGZD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (All Time) Calculated using the full available price history since May 16, 2017	0.12

Return for Risk

DURPX vs. AGZD — Risk / Return Rank

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

DURPX

DURPX Risk / Return Rank: 45
DURPX Sharpe Ratio Rank: 44
DURPX Sortino Ratio Rank: 43
DURPX Omega Ratio Rank: 42
DURPX Calmar Ratio Rank: 44
DURPX Martin Ratio Rank: 52

AGZD

AGZD Risk / Return Rank: 83
AGZD Sharpe Ratio Rank: 72
AGZD Sortino Ratio Rank: 78
AGZD Omega Ratio Rank: 77
AGZD Calmar Ratio Rank: 96
AGZD Martin Ratio Rank: 94

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.

DURPX vs. AGZD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). 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.

	DURPX	AGZD	Difference
Sharpe ratio: Return per unit of total volatility	1.54	2.02	-0.48
Sortino ratio: Return per unit of downside risk	2.19	3.01	-0.82
Omega ratio: Gain probability vs. loss probability	1.27	1.39	-0.12
Calmar ratio: Return relative to maximum drawdown	2.07	7.67	-5.59
Martin ratio: Return relative to average drawdown	8.68	23.57	-14.89

DURPX vs. AGZD - Sharpe Ratio Comparison

The current DURPX Sharpe Ratio is 1.54, which is comparable to the AGZD Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of DURPX and AGZD, 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

DURPX vs. AGZD - Drawdown Comparison

The maximum DURPX drawdown since its inception was -31.02%, which is greater than AGZD's maximum drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for DURPX and AGZD.

Drawdown Indicators

	DURPX	AGZD	Difference
Max Drawdown Largest peak-to-trough decline	-31.02%	-8.46%	-22.56%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-0.73%	-7.94%
Max Drawdown (3Y) Largest decline over 3 years	-18.38%	-1.71%	-16.67%
Max Drawdown (5Y) Largest decline over 5 years	-21.90%	-2.23%	-19.67%
Max Drawdown (10Y) Largest decline over 10 years	—	-8.46%	—
Current Drawdown Current decline from peak	-1.71%	-0.49%	-1.22%
Average Drawdown Average peak-to-trough decline	-4.06%	-0.77%	-3.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	0.24%	+1.83%

Volatility

DURPX vs. AGZD - Volatility Comparison

DFA US High Relative Profitability Portfolio (DURPX) has a higher volatility of 4.08% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 1.17%. This indicates that DURPX's price experiences larger fluctuations and is considered to be riskier than AGZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DURPX	AGZD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.08%	1.17%	+2.91%
Volatility (6M) Calculated over the trailing 6-month period	9.24%	2.06%	+7.18%
Volatility (1Y) Calculated over the trailing 1-year period	11.69%	2.86%	+8.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.94%	3.59%	+12.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.59%	3.72%	+13.87%

DURPX vs. AGZD - Expense Ratio Comparison

Both DURPX and AGZD have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

DURPX vs. AGZD - Dividend Comparison

DURPX's dividend yield for the trailing twelve months is around 0.98%, less than AGZD's 3.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund	3.98%	4.12%	3.96%	6.07%	8.61%	1.66%	2.28%	2.83%	2.62%	2.31%	1.81%	1.66%
DURPX DFA US High Relative Profitability Portfolio	0.98%	1.05%	1.20%	1.49%	3.65%	4.12%	1.34%	1.36%	1.69%	0.77%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DURPX and AGZD in my portfolio?

DURPX and AGZD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DURPX or AGZD?

DURPX has higher volatility (4.08%) compared to AGZD (1.17%). In terms of maximum drawdown, DURPX dropped -31.02% vs AGZD's -8.46%.

Which has better risk-adjusted returns?

AGZD currently has the higher Sharpe Ratio (2.02 vs 1.54), 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.