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:
1.97
VOO:
2.25
DURPX:
2.77
VOO:
2.98
DURPX:
1.36
VOO:
1.42
DURPX:
3.07
VOO:
3.31
DURPX:
11.36
VOO:
14.77
DURPX:
2.03%
VOO:
1.90%
DURPX:
11.74%
VOO:
12.46%
DURPX:
-31.02%
VOO:
-33.99%
DURPX:
-4.53%
VOO:
-2.47%
Returns By Period
In the year-to-date period, DURPX achieves a 21.19% return, which is significantly lower than VOO's 26.02% return.
DURPX
21.19%
-1.24%
6.64%
21.96%
14.08%
N/A
VOO
26.02%
-0.11%
9.35%
26.45%
14.79%
13.08%
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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 0.95%, more than VOO's 0.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DURPX DFA US High Relative Profitability Portfolio | 0.95% | 1.49% | 1.63% | 1.19% | 1.35% | 1.36% | 1.70% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 0.91% | 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
DFA US High Relative Profitability Portfolio (DURPX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.78% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.