DURPX vs. VOOG
Compare and contrast key facts about DFA US High Relative Profitability Portfolio (DURPX) and Vanguard S&P 500 Growth ETF (VOOG).
DURPX is managed by Dimensional Fund Advisors LP. It was launched on May 16, 2017. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth 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 VOOG.
Key characteristics
| DURPX | VOOG | |
|---|---|---|
| YTD Return | 24.43% | 35.14% |
| 1Y Return | 35.45% | 43.93% |
| 3Y Return (Ann) | 11.46% | 8.10% |
| 5Y Return (Ann) | 15.71% | 18.04% |
| Sharpe Ratio | 3.07 | 2.60 |
| Sortino Ratio | 4.31 | 3.32 |
| Omega Ratio | 1.57 | 1.48 |
| Calmar Ratio | 4.67 | 2.91 |
| Martin Ratio | 18.59 | 13.72 |
| Ulcer Index | 1.90% | 3.21% |
| Daily Std Dev | 11.48% | 16.95% |
| Max Drawdown | -31.02% | -32.73% |
| Current Drawdown | -0.47% | -0.09% |
Correlation
The correlation between DURPX and VOOG is 0.91, 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. VOOG - Performance Comparison
In the year-to-date period, DURPX achieves a 24.43% return, which is significantly lower than VOOG's 35.14% return. 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. VOOG - Expense Ratio Comparison
DURPX has a 0.23% expense ratio, which is higher than VOOG's 0.10% 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. VOOG - 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 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
DURPX's dividend yield for the trailing twelve months is around 1.19%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DURPX DFA US High Relative Profitability Portfolio | 1.19% | 1.49% | 1.63% | 1.19% | 1.35% | 1.36% | 1.70% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
DURPX vs. VOOG - Drawdown Comparison
The maximum DURPX drawdown since its inception was -31.02%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for DURPX and VOOG. For additional features, visit the drawdowns tool.
Volatility
DURPX vs. VOOG - Volatility Comparison
The current volatility for DFA US High Relative Profitability Portfolio (DURPX) is 3.30%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.22%. This indicates that DURPX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.