DURPX vs. DFQTX

In the year-to-date period, DURPX achieves a 0.82% return, which is significantly higher than DFQTX's 0.02% return.

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DURPX has a 0.23% expense ratio, which is higher than DFQTX's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and DFA US Core Equity 2 Portfolio I (DFQTX). 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.

The current DURPX Sharpe Ratio is 0.64, which is comparable to the DFQTX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DURPX and DFQTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DURPX's dividend yield for the trailing twelve months is around 1.18%, which matches DFQTX's 1.17% yield.

The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DURPX and DFQTX. For additional features, visit the drawdowns tool.

DFA US High Relative Profitability Portfolio (DURPX) and DFA US Core Equity 2 Portfolio I (DFQTX) have volatilities of 5.95% and 5.99%, 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.