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DURPX vs. DFUVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

DURPX vs. DFUVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US High Relative Profitability Portfolio (DURPX) and DFA U.S. Large Cap Value III Portfolio (DFUVX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
186.50%
91.27%
DURPX
DFUVX

Key characteristics

Sharpe Ratio

DURPX:

1.97

DFUVX:

1.19

Sortino Ratio

DURPX:

2.77

DFUVX:

1.76

Omega Ratio

DURPX:

1.36

DFUVX:

1.21

Calmar Ratio

DURPX:

3.07

DFUVX:

1.57

Martin Ratio

DURPX:

11.36

DFUVX:

5.91

Ulcer Index

DURPX:

2.03%

DFUVX:

2.43%

Daily Std Dev

DURPX:

11.74%

DFUVX:

12.09%

Max Drawdown

DURPX:

-31.02%

DFUVX:

-65.60%

Current Drawdown

DURPX:

-4.53%

DFUVX:

-7.94%

Returns By Period

In the year-to-date period, DURPX achieves a 21.19% return, which is significantly higher than DFUVX's 12.34% return.


DURPX

YTD

21.19%

1M

-1.24%

6M

6.64%

1Y

21.96%

5Y*

14.08%

10Y*

N/A

DFUVX

YTD

12.34%

1M

-5.44%

6M

4.45%

1Y

13.22%

5Y*

8.66%

10Y*

8.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


DURPX
DFA US High Relative Profitability Portfolio
Expense ratio chart for DURPX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for DFUVX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

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.


Sharpe ratio
The chart of Sharpe ratio for DURPX, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.001.971.19
The chart of Sortino ratio for DURPX, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.002.771.76
The chart of Omega ratio for DURPX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.21
The chart of Calmar ratio for DURPX, currently valued at 3.07, compared to the broader market0.002.004.006.008.0010.0012.0014.003.071.57
The chart of Martin ratio for DURPX, currently valued at 11.36, compared to the broader market0.0020.0040.0060.0011.365.91
DURPX
DFUVX

The current DURPX Sharpe Ratio is 1.97, which is higher than the DFUVX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of DURPX and DFUVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.97
1.19
DURPX
DFUVX

Dividends

DURPX vs. DFUVX - Dividend Comparison

DURPX's dividend yield for the trailing twelve months is around 0.95%, less than DFUVX's 1.52% yield.


TTM20232022202120202019201820172016201520142013
DURPX
DFA US High Relative Profitability Portfolio
0.95%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
1.52%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.53%
-7.94%
DURPX
DFUVX

Volatility

DURPX vs. DFUVX - Volatility Comparison

DFA US High Relative Profitability Portfolio (DURPX) and DFA U.S. Large Cap Value III Portfolio (DFUVX) have volatilities of 3.78% and 3.81%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.78%
3.81%
DURPX
DFUVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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