DURPX vs. DGEIX

Last updated Jun 3, 2026

DURPX (DFA US High Relative Profitability Portfolio) and DGEIX (DFA Global Equity Portfolio Institutional Class) are both mutual funds - DURPX is a Large Cap Blend Equities fund managed by Dimensional, while DGEIX is a Global Equities fund managed by Dimensional. Over the past 5 years, DURPX returned 12.82%/yr vs 10.68%/yr for DGEIX. Their correlation of 0.92 suggests significant overlap in exposure. DURPX charges 0.23%/yr vs 0.25%/yr for DGEIX.

Performance

DURPX vs. DGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US High Relative Profitability Portfolio (DURPX) and DFA Global Equity Portfolio Institutional Class (DGEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DURPX achieves a 9.01% return, which is significantly lower than DGEIX's 12.50% return.

DURPX

• 1D: 0.24%
• 1M: 5.70%
• YTD: 9.01%
• 6M: 9.29%
• 1Y: 20.74%
• 3Y*: 18.91%
• 5Y*: 12.82%
• 10Y*: —

DGEIX

• 1D: 0.23%
• 1M: 3.90%
• YTD: 12.50%
• 6M: 13.94%
• 1Y: 30.03%
• 3Y*: 20.35%
• 5Y*: 10.68%
• 10Y*: 12.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DURPX vs. DGEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DURPX DFA US High Relative Profitability Portfolio	9.01%	12.81%	20.49%	21.85%	-11.82%	25.27%	19.29%	33.11%	-5.11%	17.77%
DGEIX DFA Global Equity Portfolio Institutional Class	12.50%	19.86%	15.71%	20.35%	-14.72%	20.31%	13.51%	26.68%	-11.48%	12.37%

Correlation

The correlation between DURPX and DGEIX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since May 17, 2017	0.92

The correlation between DURPX and DGEIX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Return for Risk

DURPX vs. DGEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DURPX

DURPX Risk / Return Rank: 43
DURPX Sharpe Ratio Rank: 42
DURPX Sortino Ratio Rank: 41
DURPX Omega Ratio Rank: 38
DURPX Calmar Ratio Rank: 41
DURPX Martin Ratio Rank: 51

DGEIX

DGEIX Risk / Return Rank: 77
DGEIX Sharpe Ratio Rank: 81
DGEIX Sortino Ratio Rank: 75
DGEIX Omega Ratio Rank: 73
DGEIX Calmar Ratio Rank: 76
DGEIX Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DURPX vs. DGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and DFA Global Equity Portfolio Institutional Class (DGEIX). 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	DGEIX	Difference
Sharpe ratio Return per unit of total volatility	1.89	2.62	-0.73
Sortino ratio Return per unit of downside risk	2.69	3.62	-0.93
Omega ratio Gain probability vs. loss probability	1.33	1.48	-0.15
Calmar ratio Return relative to maximum drawdown	2.47	3.45	-0.98
Martin ratio Return relative to average drawdown	10.50	15.14	-4.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DURPX vs. DGEIX - Sharpe Ratio Comparison

The current DURPX Sharpe Ratio is 1.89, which is comparable to the DGEIX Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of DURPX and DGEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DURPX	DGEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	2.62	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.69	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.51	+0.34

Drawdowns

DURPX vs. DGEIX - Drawdown Comparison

The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DURPX and DGEIX.

Drawdown Indicators

	DURPX	DGEIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.02%	-59.77%	+28.75%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-8.85%	+0.18%
Max Drawdown (3Y) Largest decline over 3 years	-18.38%	-16.97%	-1.41%
Max Drawdown (5Y) Largest decline over 5 years	-21.90%	-25.20%	+3.30%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.00%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.07%	-8.00%	+3.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	2.02%	+0.02%

Volatility

DURPX vs. DGEIX - Volatility Comparison

The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 2.40%, while DFA Global Equity Portfolio Institutional Class (DGEIX) has a volatility of 3.27%. This indicates that DURPX experiences smaller price fluctuations and is considered to be less risky than DGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DURPX	DGEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.40%	3.27%	-0.87%
Volatility (6M) Calculated over the trailing 6-month period	8.60%	9.09%	-0.49%
Volatility (1Y) Calculated over the trailing 1-year period	11.28%	11.77%	-0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.87%	15.66%	+0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.59%	16.87%	+0.72%

DURPX vs. DGEIX - Expense Ratio Comparison

DURPX has a 0.23% expense ratio, which is lower than DGEIX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DURPX vs. DGEIX - Dividend Comparison

DURPX's dividend yield for the trailing twelve months is around 0.97%, less than DGEIX's 2.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGEIX DFA Global Equity Portfolio Institutional Class	2.70%	2.79%	3.64%	3.82%	4.92%	1.94%	2.37%	2.22%	2.62%	1.50%	1.90%	1.98%
DURPX DFA US High Relative Profitability Portfolio	0.97%	1.05%	1.20%	1.49%	3.65%	4.12%	1.34%	1.36%	1.69%	0.77%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DURPX and DGEIX in my portfolio?

With a correlation of 0.92, DURPX and DGEIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DURPX or DGEIX?

DGEIX has higher volatility (3.27%) compared to DURPX (2.40%). In terms of maximum drawdown, DURPX dropped -31.02% vs DGEIX's -59.77%.

Which has better risk-adjusted returns?

DGEIX currently has the higher Sharpe Ratio (2.62 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.