DURPX vs. DFIEX
Compare and contrast key facts about DFA US High Relative Profitability Portfolio (DURPX) and DFA International Core Equity Portfolio I (DFIEX).
DURPX is managed by Dimensional. It was launched on May 16, 2017. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DURPX vs. DFIEX - Performance Comparison
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DURPX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DURPX DFA US High Relative Profitability Portfolio | -5.20% | 12.81% | 20.49% | 21.85% | -11.82% | 25.27% | 19.29% | 33.11% | -5.11% | 17.77% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 13.12% |
Returns By Period
In the year-to-date period, DURPX achieves a -5.20% return, which is significantly lower than DFIEX's -0.21% return.
DURPX
- 1D
- -0.31%
- 1M
- -8.03%
- YTD
- -5.20%
- 6M
- -4.57%
- 1Y
- 9.36%
- 3Y*
- 14.23%
- 5Y*
- 10.61%
- 10Y*
- —
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DURPX vs. DFIEX - Expense Ratio Comparison
DURPX has a 0.23% expense ratio, which is lower than DFIEX's 0.24% 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%.
Return for Risk
DURPX vs. DFIEX — Risk / Return Rank
DURPX
DFIEX
DURPX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| DURPX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.66 | -1.05 |
Sortino ratioReturn per unit of downside risk | 0.98 | 2.18 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.33 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 2.16 | -1.47 |
Martin ratioReturn relative to average drawdown | 3.27 | 8.72 | -5.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DURPX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.66 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.58 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.34 | +0.43 |
Correlation
The correlation between DURPX and DFIEX is 0.75, 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.
Dividends
DURPX vs. DFIEX - Dividend Comparison
DURPX's dividend yield for the trailing twelve months is around 1.11%, less than DFIEX's 3.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DURPX DFA US High Relative Profitability Portfolio | 1.11% | 1.05% | 1.20% | 1.49% | 3.65% | 4.12% | 1.34% | 1.36% | 1.69% | 0.77% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DURPX vs. DFIEX - Drawdown Comparison
The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DURPX and DFIEX.
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Drawdown Indicators
| DURPX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -62.22% | +31.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -11.01% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -28.66% | +6.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -8.67% | -10.45% | +1.78% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -12.26% | +8.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.84% | -0.23% |
Volatility
DURPX vs. DFIEX - Volatility Comparison
The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 3.95%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DURPX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DURPX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 6.26% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 10.04% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.20% | 15.66% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 15.60% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 16.32% | +1.36% |