DCMSX vs. DFQTX
Compare and contrast key facts about DFA Commodity Strategy Portfolio (DCMSX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DCMSX is managed by Dimensional. It was launched on Nov 8, 2010. DFQTX is managed by Dimensional.
Performance
DCMSX vs. DFQTX - Performance Comparison
Loading graphics...
DCMSX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 25.32% | 15.15% | 5.90% | -9.14% | 11.36% | 33.54% | -1.78% | 7.96% | -11.22% | 2.73% |
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
Returns By Period
In the year-to-date period, DCMSX achieves a 25.32% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, DCMSX has underperformed DFQTX with an annualized return of 8.39%, while DFQTX has yielded a comparatively higher 12.92% annualized return.
DCMSX
- 1D
- -0.51%
- 1M
- 7.52%
- YTD
- 25.32%
- 6M
- 30.80%
- 1Y
- 32.50%
- 3Y*
- 13.52%
- 5Y*
- 13.93%
- 10Y*
- 8.39%
DFQTX
- 1D
- 2.74%
- 1M
- -5.00%
- YTD
- -1.39%
- 6M
- 0.96%
- 1Y
- 18.95%
- 3Y*
- 16.80%
- 5Y*
- 10.55%
- 10Y*
- 12.92%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DCMSX vs. DFQTX - Expense Ratio Comparison
DCMSX has a 0.31% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DCMSX vs. DFQTX — Risk / Return Rank
DCMSX
DFQTX
DCMSX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Commodity Strategy Portfolio (DCMSX) and DFA US Core Equity 2 Portfolio I (DFQTX). 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.
| DCMSX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 1.08 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.63 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.25 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.66 | 1.35 | +2.31 |
Martin ratioReturn relative to average drawdown | 10.31 | 6.35 | +3.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DCMSX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.08 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.62 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.71 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.48 | -0.39 |
Correlation
The correlation between DCMSX and DFQTX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DCMSX vs. DFQTX - Dividend Comparison
DCMSX's dividend yield for the trailing twelve months is around 8.41%, more than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMSX DFA Commodity Strategy Portfolio | 8.41% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.09% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DCMSX vs. DFQTX - Drawdown Comparison
The maximum DCMSX drawdown since its inception was -60.94%, roughly equal to the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DCMSX and DFQTX.
Loading graphics...
Drawdown Indicators
| DCMSX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.94% | -59.35% | -1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -12.73% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -22.64% | -5.29% |
Max Drawdown (10Y)Largest decline over 10 years | -32.52% | -37.21% | +4.69% |
Current DrawdownCurrent decline from peak | -0.73% | -5.96% | +5.23% |
Average DrawdownAverage peak-to-trough decline | -32.12% | -7.84% | -24.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.73% | +0.55% |
Volatility
DCMSX vs. DFQTX - Volatility Comparison
DFA Commodity Strategy Portfolio (DCMSX) has a higher volatility of 6.52% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 5.24%. This indicates that DCMSX's price experiences larger fluctuations and is considered to be riskier than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DCMSX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 5.24% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 9.06% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 18.23% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 17.04% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 18.27% | -3.83% |