DURPX vs. VOO
Compare and contrast key facts about DFA US High Relative Profitability Portfolio (DURPX) and Vanguard S&P 500 ETF (VOO).
DURPX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DURPX or VOO.
Key characteristics
DURPX | VOO | |
---|---|---|
YTD Return | 18.42% | 19.30% |
1Y Return | 27.99% | 28.36% |
3Y Return (Ann) | 11.53% | 10.06% |
5Y Return (Ann) | 15.25% | 15.26% |
Sharpe Ratio | 2.33 | 2.26 |
Daily Std Dev | 12.06% | 12.63% |
Max Drawdown | -31.02% | -33.99% |
Current Drawdown | -0.04% | -0.28% |
Correlation
The correlation between DURPX and VOO 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.
Performance
DURPX vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with DURPX having a 18.42% return and VOO slightly higher at 19.30%. 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. VOO - Expense Ratio Comparison
DURPX has a 0.23% expense ratio, which is higher than VOO's 0.03% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US High Relative Profitability Portfolio (DURPX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
DURPX's dividend yield for the trailing twelve months is around 1.27%, which matches VOO's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DFA US High Relative Profitability Portfolio | 1.27% | 1.49% | 3.65% | 3.14% | 1.34% | 1.36% | 1.69% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DURPX vs. VOO - Drawdown Comparison
The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DURPX and VOO. For additional features, visit the drawdowns tool.
Volatility
DURPX vs. VOO - Volatility Comparison
The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 3.46%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that DURPX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.