DUSLX vs. DURPX

Last updated Jun 24, 2026

DUSLX (DFA U.S. Large Cap Growth Portfolio) and DURPX (DFA US High Relative Profitability Portfolio) are both mutual funds - DUSLX is a Large Cap Growth Equities fund managed by Dimensional, while DURPX is a Large Cap Blend Equities fund managed by Dimensional. Over the past 5 years, DUSLX returned 13.23%/yr vs 12.71%/yr for DURPX. With a 0.98 correlation, they move nearly in lockstep. DUSLX charges 0.18%/yr vs 0.23%/yr for DURPX.

Performance

DUSLX vs. DURPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA US High Relative Profitability Portfolio (DURPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUSLX achieves a 10.11% return, which is significantly higher than DURPX's 9.23% return.

DUSLX

• 1D: -0.23%
• 1M: 2.49%
• YTD: 10.11%
• 6M: 9.16%
• 1Y: 19.29%
• 3Y*: 19.71%
• 5Y*: 13.23%
• 10Y*: 15.94%

DURPX

• 1D: 0.24%
• 1M: 2.09%
• YTD: 9.23%
• 6M: 8.28%
• 1Y: 20.36%
• 3Y*: 18.33%
• 5Y*: 12.71%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DUSLX vs. DURPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DUSLX DFA U.S. Large Cap Growth Portfolio	10.11%	12.62%	23.82%	24.97%	-15.58%	26.43%	21.83%	32.17%	-1.98%	14.95%
DURPX DFA US High Relative Profitability Portfolio	9.23%	12.81%	20.49%	21.85%	-11.82%	25.27%	19.29%	33.11%	-5.11%	17.77%

Correlation

The correlation between DUSLX and DURPX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since May 16, 2017	0.98

The correlation between DUSLX and DURPX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Return for Risk

DUSLX vs. DURPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DUSLX

DUSLX Risk / Return Rank: 40
DUSLX Sharpe Ratio Rank: 38
DUSLX Sortino Ratio Rank: 39
DUSLX Omega Ratio Rank: 38
DUSLX Calmar Ratio Rank: 37
DUSLX Martin Ratio Rank: 47

DURPX

DURPX Risk / Return Rank: 46
DURPX Sharpe Ratio Rank: 45
DURPX Sortino Ratio Rank: 44
DURPX Omega Ratio Rank: 42
DURPX Calmar Ratio Rank: 46
DURPX Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DUSLX vs. DURPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA US High Relative Profitability Portfolio (DURPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DUSLX	DURPX	Difference
Sharpe ratio: Return per unit of total volatility	1.67	1.82	-0.15
Sortino ratio: Return per unit of downside risk	2.42	2.57	-0.16
Omega ratio: Gain probability vs. loss probability	1.30	1.32	-0.02
Calmar ratio: Return relative to maximum drawdown	2.18	2.46	-0.29
Martin ratio: Return relative to average drawdown	9.29	10.36	-1.07

DUSLX vs. DURPX - Sharpe Ratio Comparison

The current DUSLX Sharpe Ratio is 1.67, which is comparable to the DURPX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DUSLX and DURPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DUSLX vs. DURPX - Drawdown Comparison

The maximum DUSLX drawdown since its inception was -30.86%, roughly equal to the maximum DURPX drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for DUSLX and DURPX.

Drawdown Indicators

	DUSLX	DURPX	Difference
Max Drawdown Largest peak-to-trough decline	-30.86%	-31.02%	+0.16%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	-8.67%	-0.81%
Max Drawdown (3Y) Largest decline over 3 years	-18.15%	-18.38%	+0.23%
Max Drawdown (5Y) Largest decline over 5 years	-24.83%	-21.90%	-2.93%
Max Drawdown (10Y) Largest decline over 10 years	-30.86%	—	—
Current Drawdown Current decline from peak	-0.36%	-0.57%	+0.21%
Average Drawdown Average peak-to-trough decline	-3.61%	-4.05%	+0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	2.06%	+0.15%

Volatility

DUSLX vs. DURPX - Volatility Comparison

DFA U.S. Large Cap Growth Portfolio (DUSLX) and DFA US High Relative Profitability Portfolio (DURPX) have volatilities of 4.45% and 4.46%, 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.

Volatility by Period

	DUSLX	DURPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	4.46%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	10.14%	9.43%	+0.71%
Volatility (1Y) Calculated over the trailing 1-year period	12.36%	11.78%	+0.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.63%	15.95%	+0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	17.59%	-0.33%

DUSLX vs. DURPX - Expense Ratio Comparison

DUSLX has a 0.18% expense ratio, which is lower than DURPX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DUSLX vs. DURPX - Dividend Comparison

DUSLX's dividend yield for the trailing twelve months is around 0.82%, less than DURPX's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DURPX DFA US High Relative Profitability Portfolio	0.97%	1.05%	1.20%	1.49%	3.65%	4.12%	1.34%	1.36%	1.69%	0.77%	0.00%	0.00%
DUSLX DFA U.S. Large Cap Growth Portfolio	0.82%	0.88%	1.02%	1.84%	8.37%	6.98%	1.42%	2.41%	4.65%	1.36%	1.72%	1.69%

Frequently Asked Questions

Can I hold both DUSLX and DURPX in my portfolio?

With a correlation of 0.96, DUSLX and DURPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DUSLX or DURPX?

DURPX has higher volatility (4.46%) compared to DUSLX (4.45%). In terms of maximum drawdown, DUSLX dropped -30.86% vs DURPX's -31.02%.

Which has better risk-adjusted returns?

DURPX currently has the higher Sharpe Ratio (1.82 vs 1.67), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.