DURPX vs. QUERX
Compare and contrast key facts about DFA US High Relative Profitability Portfolio (DURPX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
DURPX is managed by Dimensional. It was launched on May 16, 2017. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
DURPX vs. QUERX - Performance Comparison
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DURPX vs. QUERX - 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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 12.62% |
Returns By Period
In the year-to-date period, DURPX achieves a -2.70% return, which is significantly lower than QUERX's 1.76% return.
DURPX
- 1D
- 2.63%
- 1M
- -5.64%
- YTD
- -2.70%
- 6M
- -2.67%
- 1Y
- 12.05%
- 3Y*
- 15.23%
- 5Y*
- 10.95%
- 10Y*
- —
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
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DURPX vs. QUERX - Expense Ratio Comparison
DURPX has a 0.23% expense ratio, which is lower than QUERX's 0.31% expense ratio.
Return for Risk
DURPX vs. QUERX — Risk / Return Rank
DURPX
QUERX
DURPX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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 | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.34 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.13 | 0.56 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.08 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 0.45 | +0.63 |
Martin ratioReturn relative to average drawdown | 5.01 | 2.06 | +2.95 |
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 | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.34 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.53 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.70 | +0.08 |
Correlation
The correlation between DURPX and QUERX is 0.89, 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. QUERX - Dividend Comparison
DURPX's dividend yield for the trailing twelve months is around 1.09%, less than QUERX's 22.46% 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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
DURPX vs. QUERX - Drawdown Comparison
The maximum DURPX drawdown since its inception was -31.02%, roughly equal to the maximum QUERX drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for DURPX and QUERX.
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Drawdown Indicators
| DURPX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -30.81% | -0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -8.92% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -22.04% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.81% | — |
Current DrawdownCurrent decline from peak | -6.27% | -4.33% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -3.95% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 1.95% | +0.69% |
Volatility
DURPX vs. QUERX - Volatility Comparison
DFA US High Relative Profitability Portfolio (DURPX) has a higher volatility of 4.95% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that DURPX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DURPX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 2.81% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 5.75% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 12.05% | +5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 13.08% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 15.23% | +2.46% |