BQLCX vs. DFIEX
Compare and contrast key facts about Bright Rock Quality Large Cap Fund (BQLCX) and DFA International Core Equity Portfolio I (DFIEX).
BQLCX is managed by Bright Rock. It was launched on May 26, 2010. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
BQLCX vs. DFIEX - Performance Comparison
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BQLCX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BQLCX Bright Rock Quality Large Cap Fund | -2.93% | 9.54% | 6.70% | 20.96% | -10.58% | 27.60% | 9.54% | 29.95% | -5.58% | 16.33% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, BQLCX achieves a -2.93% return, which is significantly lower than DFIEX's 4.28% return. Both investments have delivered pretty close results over the past 10 years, with BQLCX having a 9.74% annualized return and DFIEX not far ahead at 9.79%.
BQLCX
- 1D
- 1.68%
- 1M
- -4.62%
- YTD
- -2.93%
- 6M
- -1.59%
- 1Y
- 7.32%
- 3Y*
- 9.20%
- 5Y*
- 7.39%
- 10Y*
- 9.74%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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BQLCX vs. DFIEX - Expense Ratio Comparison
BQLCX has a 0.87% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
BQLCX vs. DFIEX — Risk / Return Rank
BQLCX
DFIEX
BQLCX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bright Rock Quality Large Cap Fund (BQLCX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| BQLCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 2.05 | -1.54 |
Sortino ratioReturn per unit of downside risk | 0.84 | 2.66 | -1.82 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.41 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 2.84 | -2.06 |
Martin ratioReturn relative to average drawdown | 3.38 | 11.17 | -7.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BQLCX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 2.05 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.62 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.60 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.35 | +0.33 |
Correlation
The correlation between BQLCX and DFIEX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BQLCX vs. DFIEX - Dividend Comparison
BQLCX's dividend yield for the trailing twelve months is around 8.03%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQLCX Bright Rock Quality Large Cap Fund | 8.03% | 7.75% | 0.92% | 2.88% | 15.70% | 8.41% | 3.51% | 5.05% | 5.11% | 2.71% | 3.59% | 3.26% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
BQLCX vs. DFIEX - Drawdown Comparison
The maximum BQLCX drawdown since its inception was -34.47%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for BQLCX and DFIEX.
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Drawdown Indicators
| BQLCX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.47% | -62.22% | +27.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -11.01% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -28.66% | +7.41% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | -41.04% | +6.57% |
Current DrawdownCurrent decline from peak | -5.66% | -6.42% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -3.57% | -12.26% | +8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.80% | -0.27% |
Volatility
BQLCX vs. DFIEX - Volatility Comparison
The current volatility for Bright Rock Quality Large Cap Fund (BQLCX) is 3.82%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that BQLCX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BQLCX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 6.66% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.08% | 10.52% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 15.92% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 15.66% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 16.35% | +0.46% |