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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DFA US Core Equity 2 Portfolio I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
DFA US Core Equity 2 Portfolio I (DFQTX) has returned -4.02% so far this year and 16.25% over the past 12 months. Over the last decade, DFQTX has posted an annualized return of 12.61%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
DFA US Core Equity 2 Portfolio I
- 1D
- -0.54%
- 1M
- -7.31%
- YTD
- -4.02%
- 6M
- -1.55%
- 1Y
- 16.25%
- 3Y*
- 15.75%
- 5Y*
- 10.23%
- 10Y*
- 12.61%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 16, 2005, DFQTX's average daily return is +0.05%, while the average monthly return is +0.89%. At this rate, your investment would double in approximately 6.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +14.0%, while the worst month was Oct 2008 at -19.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DFQTX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.69% | 0.84% | -7.31% | -4.02% | |||||||||
| 2025 | 3.01% | -1.64% | -5.49% | -1.87% | 6.17% | 5.02% | 2.22% | 2.99% | 2.51% | 0.95% | 1.10% | 0.51% | 15.99% |
| 2024 | 0.52% | 5.21% | 4.02% | -4.66% | 4.92% | 1.51% | 3.30% | 1.50% | 1.61% | -0.78% | 6.92% | -4.74% | 20.27% |
| 2023 | 6.92% | -2.10% | 0.52% | 0.60% | -1.36% | 7.70% | 3.80% | -2.07% | -4.47% | -3.24% | 8.57% | 6.26% | 21.88% |
| 2022 | -5.27% | -1.31% | 2.28% | -7.46% | 1.03% | -8.81% | 8.98% | -3.47% | -9.08% | 9.97% | 5.78% | -5.42% | -14.21% |
| 2021 | 0.30% | 5.25% | 4.69% | 4.31% | 1.29% | 0.84% | 1.20% | 2.47% | -4.07% | 5.94% | -1.39% | 4.98% | 28.46% |
Benchmark Metrics
DFA US Core Equity 2 Portfolio I has an annualized alpha of 1.13%, beta of 1.03, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since September 19, 2005.
- This fund captured 110.62% of S&P 500 Index gains and 104.64% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.03 and R² of 0.93, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.13%
- Beta
- 1.03
- R²
- 0.93
- Upside Capture
- 110.62%
- Downside Capture
- 104.64%
Expense Ratio
DFQTX has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
DFQTX ranks 46 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and compare them to a chosen benchmark (S&P 500 Index).
| DFQTX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.90 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.39 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.40 | -0.40 |
Martin ratioReturn relative to average drawdown | 4.74 | 6.61 | -1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DFQTX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DFA US Core Equity 2 Portfolio I provided a 1.12% dividend yield over the last twelve months, with an annual payout of $0.47 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.47 | $0.44 | $0.56 | $1.20 | $1.57 | $0.35 | $0.83 | $0.54 | $0.43 | $0.34 | $0.62 |
Dividend yield | 1.12% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Monthly Dividends
The table displays the monthly dividend distributions for DFA US Core Equity 2 Portfolio I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.12 | $0.12 | |||||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.47 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.44 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.24 | $0.56 |
| 2022 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.89 | $1.20 |
| 2021 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $1.28 | $1.57 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DFA US Core Equity 2 Portfolio I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DFA US Core Equity 2 Portfolio I was 59.35%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.
The current DFA US Core Equity 2 Portfolio I drawdown is 8.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.35% | Jul 16, 2007 | 416 | Mar 9, 2009 | 769 | Mar 26, 2012 | 1185 |
| -37.21% | Feb 13, 2020 | 27 | Mar 23, 2020 | 113 | Sep 1, 2020 | 140 |
| -22.64% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -22.38% | Sep 21, 2018 | 65 | Dec 24, 2018 | 212 | Oct 28, 2019 | 277 |
| -19.71% | Dec 5, 2024 | 84 | Apr 8, 2025 | 58 | Jul 2, 2025 | 142 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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