DURPX vs. DFQTX
Compare and contrast key facts about DFA US High Relative Profitability Portfolio (DURPX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DURPX is managed by Dimensional. It was launched on May 16, 2017. DFQTX is managed by Dimensional.
Performance
DURPX vs. DFQTX - Performance Comparison
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DURPX vs. DFQTX - 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% |
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 12.47% |
Returns By Period
In the year-to-date period, DURPX achieves a -5.20% return, which is significantly lower than DFQTX's -4.02% return.
DURPX
- 1D
- -0.31%
- 1M
- -8.03%
- YTD
- -5.20%
- 6M
- -4.57%
- 1Y
- 9.36%
- 3Y*
- 14.23%
- 5Y*
- 10.61%
- 10Y*
- —
DFQTX
- 1D
- -0.54%
- 1M
- -7.31%
- YTD
- -4.02%
- 6M
- -1.55%
- 1Y
- 16.25%
- 3Y*
- 15.75%
- 5Y*
- 10.23%
- 10Y*
- 12.61%
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DURPX vs. DFQTX - Expense Ratio Comparison
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%.
Return for Risk
DURPX vs. DFQTX — Risk / Return Rank
DURPX
DFQTX
DURPX vs. DFQTX - Risk-Adjusted Trends Comparison
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.
| DURPX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.95 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.45 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.00 | -0.31 |
Martin ratioReturn relative to average drawdown | 3.27 | 4.74 | -1.46 |
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 | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.95 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.61 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.47 | +0.29 |
Correlation
The correlation between DURPX and DFQTX is 0.94, 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. DFQTX - Dividend Comparison
DURPX's dividend yield for the trailing twelve months is around 1.11%, which matches DFQTX's 1.12% 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% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.12% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DURPX vs. DFQTX - Drawdown Comparison
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.
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Drawdown Indicators
| DURPX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -59.35% | +28.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -12.73% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -22.64% | +0.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.21% | — |
Current DrawdownCurrent decline from peak | -8.67% | -8.47% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -7.84% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.79% | -0.18% |
Volatility
DURPX vs. DFQTX - Volatility Comparison
The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 3.95%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 4.27%. This indicates that DURPX experiences smaller price fluctuations and is considered to be less risky than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DURPX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.27% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 8.67% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.20% | 18.07% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 17.00% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 18.25% | -0.57% |