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.
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
Key characteristics
DURPX:
1.44
VOO:
1.47
DURPX:
2.04
VOO:
1.99
DURPX:
1.26
VOO:
1.27
DURPX:
2.28
VOO:
2.23
DURPX:
7.20
VOO:
9.05
DURPX:
2.38%
VOO:
2.08%
DURPX:
11.92%
VOO:
12.84%
DURPX:
-31.02%
VOO:
-33.99%
DURPX:
-1.77%
VOO:
-3.08%
Returns By Period
In the year-to-date period, DURPX achieves a 4.13% return, which is significantly higher than VOO's 1.40% return.
DURPX
4.13%
-0.08%
6.12%
15.52%
14.94%
N/A
VOO
1.40%
-1.79%
6.13%
17.41%
15.83%
13.01%
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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 Rank
DURPX
VOO
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 1.15%, less than VOO's 1.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DURPX DFA US High Relative Profitability Portfolio | 1.15% | 1.20% | 1.49% | 1.63% | 1.19% | 1.35% | 1.36% | 1.70% | 0.77% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 3.51%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.70%. 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.