DFQTX's Sharpe Ratio of 2.59 indicates that for each unit of volatility, it generates 2.59 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.
DFQTX Sharpe Ratio Rank
DFQTX ranks above 79.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Above-average risk-adjusted returns with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio efficiency
DFQTX Sharpe Ratio Market Positioning
The chart shows DFQTX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): 1.42 or lower
- Yellow zone (middle 50%): 1.42 to 2.51
- Green zone (top 25%): 2.51 or higher
- Top 1%: 4.64+
- Median: 2.09 — half of all investments score higher
How it compares to other similar mutual funds
The table compares DFA US Core Equity 2 Portfolio I's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how DFQTX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| VPCCX | Vanguard PRIMECAP Core Fund | 3.91 | |||
| VPMAX | Vanguard PRIMECAP Fund Admiral Shares | 3.76 | |||
| DHAMX | Centre American Select Equity Fund | 3.26 | |||
| POSKX | PrimeCap Odyssey Stock Fund | 3.22 | |||
| QCELX | AQR Large Cap Multi-Style Fund | 3.18 | |||
| DESGX | DWS ESG Core Equity Fund | 3.08 | |||
| GTLOX | Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 3.05 | |||
| SVSPX | State Street S&P 500 Index Fund Class N | 3.03 | |||
| AIGOX | Alger Growth & Income Portfolio | 3.03 | |||
| AMFEX | AAMA Equity Fund | 3.03 | |||
| DFQTX | DFA US Core Equity 2 Portfolio I | 2.59 |
Loading charts...
How does DFQTX fit in your portfolio?
Add your other holdings to see your portfolio's Sharpe Ratio and find out.
Analyze Your Portfolio