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. 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.
Performance
DURPX vs. VOO - Performance Comparison
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DURPX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 12.87% |
Returns By Period
In the year-to-date period, DURPX achieves a -2.70% return, which is significantly higher than VOO's -3.66% return.
DURPX
- 1D
- 2.63%
- 1M
- -5.64%
- YTD
- -2.70%
- 6M
- -2.67%
- 1Y
- 12.05%
- 3Y*
- 15.23%
- 5Y*
- 10.95%
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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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%.
Return for Risk
DURPX vs. VOO — Risk / Return Rank
DURPX
VOO
DURPX vs. VOO - Risk-Adjusted Trends 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.
| DURPX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 1.01 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.53 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.55 | -0.48 |
Martin ratioReturn relative to average drawdown | 5.01 | 7.31 | -2.30 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 1.01 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.71 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.83 | -0.05 |
Correlation
The correlation between DURPX and VOO is 0.95, 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. VOO - Dividend Comparison
DURPX's dividend yield for the trailing twelve months is around 1.09%, less than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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.
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Drawdown Indicators
| DURPX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.02% | -33.99% | +2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -11.98% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -24.52% | +2.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -6.27% | -5.55% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -3.72% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.55% | +0.09% |
Volatility
DURPX vs. VOO - Volatility Comparison
The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 4.95%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. 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.
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Volatility by Period
| DURPX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 5.34% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 9.47% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.36% | 18.11% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 16.82% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 17.99% | -0.30% |