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

Correlation

The correlation between DURPX and TISPX is 0.96, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

DURPX vs. TISPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US High Relative Profitability Portfolio (DURPX) and TIAA-CREF S&P 500 Index Fund (TISPX). The values are adjusted to include any dividend payments, if applicable.

130.00%140.00%150.00%160.00%170.00%180.00%190.00%NovemberDecember2025FebruaryMarchApril
160.36%
155.99%
DURPX
TISPX

Key characteristics

Sharpe Ratio

DURPX:

0.44

TISPX:

0.58

Sortino Ratio

DURPX:

0.74

TISPX:

0.86

Omega Ratio

DURPX:

1.11

TISPX:

1.13

Calmar Ratio

DURPX:

0.43

TISPX:

0.54

Martin Ratio

DURPX:

1.77

TISPX:

2.17

Ulcer Index

DURPX:

4.47%

TISPX:

4.66%

Daily Std Dev

DURPX:

17.93%

TISPX:

17.53%

Max Drawdown

DURPX:

-31.02%

TISPX:

-55.51%

Current Drawdown

DURPX:

-10.34%

TISPX:

-9.86%

Returns By Period

In the year-to-date period, DURPX achieves a -4.95% return, which is significantly higher than TISPX's -5.68% return.


DURPX

YTD

-4.95%

1M

-3.77%

6M

-5.35%

1Y

8.00%

5Y*

14.11%

10Y*

N/A

TISPX

YTD

-5.68%

1M

-3.19%

6M

-4.49%

1Y

10.60%

5Y*

15.77%

10Y*

11.65%

*Annualized

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DURPX vs. TISPX - Expense Ratio Comparison

DURPX has a 0.23% expense ratio, which is higher than TISPX's 0.05% 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%.


Expense ratio chart for DURPX: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DURPX: 0.23%
Expense ratio chart for TISPX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TISPX: 0.05%

Risk-Adjusted Performance

DURPX vs. TISPX — Risk-Adjusted Performance Rank

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

DURPX
The Risk-Adjusted Performance Rank of DURPX is 5353
Overall Rank
The Sharpe Ratio Rank of DURPX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of DURPX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of DURPX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of DURPX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of DURPX is 5454
Martin Ratio Rank

TISPX
The Risk-Adjusted Performance Rank of TISPX is 6161
Overall Rank
The Sharpe Ratio Rank of TISPX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TISPX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TISPX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of TISPX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of TISPX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DURPX vs. TISPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and TIAA-CREF S&P 500 Index Fund (TISPX). 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.


The chart of Sharpe ratio for DURPX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.00
DURPX: 0.44
TISPX: 0.58
The chart of Sortino ratio for DURPX, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.00
DURPX: 0.74
TISPX: 0.86
The chart of Omega ratio for DURPX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
DURPX: 1.11
TISPX: 1.13
The chart of Calmar ratio for DURPX, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.00
DURPX: 0.43
TISPX: 0.54
The chart of Martin ratio for DURPX, currently valued at 1.77, compared to the broader market0.0010.0020.0030.0040.0050.00
DURPX: 1.77
TISPX: 2.17

The current DURPX Sharpe Ratio is 0.44, which is comparable to the TISPX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DURPX and TISPX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.44
0.58
DURPX
TISPX

Dividends

DURPX vs. TISPX - Dividend Comparison

DURPX's dividend yield for the trailing twelve months is around 1.25%, less than TISPX's 1.33% yield.


TTM20242023202220212020201920182017201620152014
DURPX
DFA US High Relative Profitability Portfolio
1.25%1.20%1.49%3.65%3.14%1.34%1.36%1.69%0.77%0.00%0.00%0.00%
TISPX
TIAA-CREF S&P 500 Index Fund
1.33%1.26%1.48%1.66%1.22%1.53%1.88%2.13%1.82%1.95%2.04%1.77%

Drawdowns

DURPX vs. TISPX - Drawdown Comparison

The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum TISPX drawdown of -55.51%. Use the drawdown chart below to compare losses from any high point for DURPX and TISPX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.34%
-9.86%
DURPX
TISPX

Volatility

DURPX vs. TISPX - Volatility Comparison

DFA US High Relative Profitability Portfolio (DURPX) has a higher volatility of 13.20% compared to TIAA-CREF S&P 500 Index Fund (TISPX) at 11.62%. This indicates that DURPX's price experiences larger fluctuations and is considered to be riskier than TISPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.20%
11.62%
DURPX
TISPX