- ISIN
- US2332033974
- CUSIP
- 233203397
- Issuer
- Dimensional
- Category
- Large Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
DFQTX Performance Chart
DFA US Core Equity 2 Portfolio I (DFQTX) is up 11.7% since the beginning of the year. DFQTX is currently trading at $49 per share. Investors who bought $1,000 worth of DFQTX shares 5 years ago would now be looking at an investment worth $1,838.
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Returns By Period
DFA US Core Equity 2 Portfolio I (DFQTX) has returned 11.69% so far this year and 28.21% over the past 12 months. Over the last decade, DFQTX has posted an annualized return of 14.14%, slightly higher than the S&P 500 Index benchmark’s 13.88%.
DFA US Core Equity 2 Portfolio I
- 1D
- 0.94%
- 1M
- 1.40%
- YTD
- 11.69%
- 6M
- 10.66%
- 1Y
- 28.21%
- 3Y*
- 19.62%
- 5Y*
- 12.94%
- 10Y*
- 14.14%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFQTX Monthly Returns History
Based on dividend-adjusted daily data since Sep 16, 2005, DFQTX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 66% of months were positive and 34% 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% | -4.77% | 8.85% | 3.78% | 0.26% | 11.69% | ||||||
| 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 0.98%, beta of 1.03, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since September 16, 2005.
- This fund captured 109.61% of S&P 500 Index gains and 104.54% 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
- 0.98%
- Beta
- 1.03
- R²
- 0.93
- Upside Capture
- 109.61%
- Downside Capture
- 104.54%
Expense Ratio
DFQTX has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
DFQTX ranks 76 for risk / return — better than 76% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
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 S&P 500 Index.
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.
| DFQTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 2.78 | +0.58 |
| Martin ratioReturn relative to average drawdown | 14.50 | 12.44 | +2.06 |
Dividends
Dividend History
DFA US Core Equity 2 Portfolio I provided a 0.96% 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 | 0.96% | 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 | $0.00 | $0.00 | $0.00 | $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 0.67%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.35%Mar 2009 | 1y 7mo | 3y 18d | 4y 8moJul 2007 - Mar 2012 |
COVID crash2020 | -37.21%Mar 2020 | 1mo 9d | 5mo 12d | 6mo 21dFeb 2020 - Sep 2020 |
Bear market2022 | -22.64%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -22.38%Dec 2018 | 3mo 4d | 10mo 8d | 1y 1moSep 2018 - Oct 2019 |
2025 selloff2025 | -19.71%Apr 2025 | 4mo 4d | 2mo 25d | 6mo 29dDec 2024 - Jul 2025 |
Drawdown Indicators
| DFQTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -56.78% | -2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -9.10% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -19.71% | -18.90% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -25.43% | +2.79% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -33.92% | -3.29% |
Current DrawdownCurrent decline from peak | -0.67% | -1.80% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -10.71% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.03% | -0.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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