DURPX vs. DFSVX
Compare and contrast key facts about DFA US High Relative Profitability Portfolio (DURPX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DURPX is managed by Dimensional. It was launched on May 16, 2017. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DURPX vs. DFSVX - Performance Comparison
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DURPX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DURPX DFA US High Relative Profitability Portfolio | -2.70% | 12.81% | 20.49% | 21.85% | -11.82% | 25.27% | 19.29% | 33.11% | -5.11% | 17.77% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 9.02% |
Returns By Period
In the year-to-date period, DURPX achieves a -2.70% return, which is significantly lower than DFSVX's 6.83% return.
DURPX
- 1D
- 2.63%
- 1M
- -5.64%
- YTD
- -2.70%
- 6M
- -2.67%
- 1Y
- 12.05%
- 3Y*
- 15.23%
- 5Y*
- 10.95%
- 10Y*
- —
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
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DURPX vs. DFSVX - Expense Ratio Comparison
DURPX has a 0.23% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DURPX vs. DFSVX — Risk / Return Rank
DURPX
DFSVX
DURPX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.13 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.67 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.56 | -0.48 |
Martin ratioReturn relative to average drawdown | 5.01 | 5.75 | -0.74 |
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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.13 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.45 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.51 | +0.27 |
Correlation
The correlation between DURPX and DFSVX is 0.73, 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. DFSVX - Dividend Comparison
DURPX's dividend yield for the trailing twelve months is around 1.09%, less than DFSVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DURPX DFA US High Relative Profitability Portfolio | 1.09% | 1.05% | 1.20% | 1.49% | 3.65% | 4.12% | 1.34% | 1.36% | 1.69% | 0.77% | 0.00% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DURPX vs. DFSVX - Drawdown Comparison
The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DURPX and DFSVX.
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Drawdown Indicators
| DURPX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -66.70% | +35.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -15.11% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -27.69% | +5.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.12% | — |
Current DrawdownCurrent decline from peak | -6.27% | -5.89% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -9.51% | +5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 4.09% | -1.45% |
Volatility
DURPX vs. DFSVX - Volatility Comparison
The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 4.95%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.46%. This indicates that DURPX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DURPX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 5.46% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 12.88% | -4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 23.35% | -5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 21.68% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 23.92% | -6.23% |