DFABX vs. DFQTX
Compare and contrast key facts about DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFABX is managed by Dimensional. It was launched on Apr 11, 2022. DFQTX is managed by Dimensional.
Performance
DFABX vs. DFQTX - Performance Comparison
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DFABX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFABX DFA Short-Term Selective State Municipal Bond Portfolio | 0.58% | 2.46% | 2.90% | 2.87% | 0.55% |
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 15.99% | 20.27% | 21.88% | -8.10% |
Returns By Period
In the year-to-date period, DFABX achieves a 0.58% return, which is significantly higher than DFQTX's -4.02% return.
DFABX
- 1D
- 0.05%
- 1M
- -0.05%
- YTD
- 0.58%
- 6M
- 1.12%
- 1Y
- 2.73%
- 3Y*
- 2.60%
- 5Y*
- —
- 10Y*
- —
DFQTX
- 1D
- -0.54%
- 1M
- -7.31%
- YTD
- -4.02%
- 6M
- -1.55%
- 1Y
- 16.25%
- 3Y*
- 15.75%
- 5Y*
- 10.23%
- 10Y*
- 12.61%
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DFABX vs. DFQTX - Expense Ratio Comparison
DFABX has a 0.25% expense ratio, which is higher than DFQTX's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFABX vs. DFQTX — Risk / Return Rank
DFABX
DFQTX
DFABX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) 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.
| DFABX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.90 | 0.95 | +2.95 |
Sortino ratioReturn per unit of downside risk | 7.13 | 1.45 | +5.69 |
Omega ratioGain probability vs. loss probability | 3.50 | 1.22 | +2.28 |
Calmar ratioReturn relative to maximum drawdown | 4.84 | 1.00 | +3.84 |
Martin ratioReturn relative to average drawdown | 26.76 | 4.74 | +22.03 |
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
| DFABX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.90 | 0.95 | +2.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.44 | 0.47 | +1.97 |
Correlation
The correlation between DFABX and DFQTX is 0.08, 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
DFABX vs. DFQTX - Dividend Comparison
DFABX's dividend yield for the trailing twelve months is around 2.70%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFABX DFA Short-Term Selective State Municipal Bond Portfolio | 2.70% | 2.33% | 2.86% | 2.52% | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.12% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DFABX vs. DFQTX - Drawdown Comparison
The maximum DFABX drawdown since its inception was -2.46%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFABX and DFQTX.
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Drawdown Indicators
| DFABX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.46% | -59.35% | +56.89% |
Max Drawdown (1Y)Largest decline over 1 year | -0.50% | -12.73% | +12.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.21% | — |
Current DrawdownCurrent decline from peak | -0.06% | -8.47% | +8.41% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -7.84% | +7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.09% | 2.79% | -2.70% |
Volatility
DFABX vs. DFQTX - Volatility Comparison
The current volatility for DFA Short-Term Selective State Municipal Bond Portfolio (DFABX) is 0.18%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 4.27%. This indicates that DFABX experiences smaller price fluctuations and is considered to be less risky than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFABX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.18% | 4.27% | -4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 0.40% | 8.67% | -8.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.71% | 18.07% | -17.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.97% | 17.00% | -16.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.97% | 18.25% | -17.28% |