GTX 960 - "DVI No Signal"

I'm using an Asus VG248QE monitor with the DVI cable that came with it. When I reboot my computer with the cable plugged into the GPU, I get the BiOS screen, then a DVI No Signal screen. No issue with HDMI. If I reboot it with the DVI cable unplugged, and then plug it in after boot, I get a signal and can use my main monitor at 144Hz. Drivers are all up to date, and BiOS for MSI Pro-VD Plus is also up to date.

The graphics card is the EVGA GeForce GTX 960 4GB FTW. Should I just swap to DisplayPort?