DURPX vs. DFUVX
Compare and contrast key facts about DFA US High Relative Profitability Portfolio (DURPX) and DFA U.S. Large Cap Value III Portfolio (DFUVX).
DURPX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017. DFUVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 2, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DURPX or DFUVX.
Key characteristics
| DURPX | DFUVX | |
|---|---|---|
| YTD Return | 24.28% | 20.12% |
| 1Y Return | 32.97% | 30.36% |
| 3Y Return (Ann) | 11.40% | 8.43% |
| 5Y Return (Ann) | 15.53% | 10.67% |
| Sharpe Ratio | 3.07 | 2.74 |
| Sortino Ratio | 4.32 | 3.90 |
| Omega Ratio | 1.57 | 1.50 |
| Calmar Ratio | 4.68 | 5.37 |
| Martin Ratio | 18.61 | 15.85 |
| Ulcer Index | 1.90% | 2.09% |
| Daily Std Dev | 11.48% | 12.09% |
| Max Drawdown | -31.02% | -65.60% |
| Current Drawdown | -0.59% | -0.59% |
Correlation
The correlation between DURPX and DFUVX is 0.83, 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.
Performance
DURPX vs. DFUVX - Performance Comparison
In the year-to-date period, DURPX achieves a 24.28% return, which is significantly higher than DFUVX's 20.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DURPX vs. DFUVX - Expense Ratio Comparison
DURPX has a 0.23% expense ratio, which is higher than DFUVX's 0.14% 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%.
Risk-Adjusted Performance
DURPX vs. DFUVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and DFA U.S. Large Cap Value III Portfolio (DFUVX). 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.
Dividends
DURPX vs. DFUVX - Dividend Comparison
DURPX's dividend yield for the trailing twelve months is around 1.19%, less than DFUVX's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DURPX DFA US High Relative Profitability Portfolio | 1.19% | 1.49% | 1.63% | 1.19% | 1.35% | 1.36% | 1.70% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.82% | 2.09% | 2.18% | 1.64% | 2.09% | 2.06% | 2.42% | 2.00% | 2.07% | 2.36% | 1.89% | 1.57% |
Drawdowns
DURPX vs. DFUVX - Drawdown Comparison
The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum DFUVX drawdown of -65.60%. Use the drawdown chart below to compare losses from any high point for DURPX and DFUVX. For additional features, visit the drawdowns tool.
Volatility
DURPX vs. DFUVX - Volatility Comparison
The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 3.19%, while DFA U.S. Large Cap Value III Portfolio (DFUVX) has a volatility of 4.67%. This indicates that DURPX experiences smaller price fluctuations and is considered to be less risky than DFUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.