DFAIX vs. DFQTX
Compare and contrast key facts about DFA Short-Duration Real Return Portfolio (DFAIX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFAIX is managed by Dimensional. It was launched on Nov 5, 2013. DFQTX is managed by Dimensional.
Performance
DFAIX vs. DFQTX - Performance Comparison
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DFAIX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFAIX DFA Short-Duration Real Return Portfolio | 0.86% | 4.86% | 6.38% | 5.64% | -2.77% | 5.40% | 2.75% | 5.63% | 0.11% | 1.71% |
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 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, DFAIX achieves a 0.86% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DFAIX has underperformed DFQTX with an annualized return of 3.20%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DFAIX
- 1D
- 0.19%
- 1M
- -0.09%
- YTD
- 0.86%
- 6M
- 1.22%
- 1Y
- 3.68%
- 3Y*
- 5.27%
- 5Y*
- 3.82%
- 10Y*
- 3.20%
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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DFAIX vs. DFQTX - Expense Ratio Comparison
DFAIX has a 0.22% 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
DFAIX vs. DFQTX — Risk / Return Rank
DFAIX
DFQTX
DFAIX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Duration Real Return Portfolio (DFAIX) 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.
| DFAIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.57 | 0.95 | +2.62 |
Sortino ratioReturn per unit of downside risk | 5.96 | 1.45 | +4.51 |
Omega ratioGain probability vs. loss probability | 2.07 | 1.22 | +0.86 |
Calmar ratioReturn relative to maximum drawdown | 8.64 | 1.00 | +7.64 |
Martin ratioReturn relative to average drawdown | 34.01 | 4.74 | +29.28 |
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
| DFAIX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.57 | 0.95 | +2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.61 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.26 | 0.69 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.47 | +0.61 |
Correlation
The correlation between DFAIX 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
DFAIX vs. DFQTX - Dividend Comparison
DFAIX's dividend yield for the trailing twelve months is around 4.61%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAIX DFA Short-Duration Real Return Portfolio | 4.61% | 4.65% | 4.14% | 3.66% | 1.68% | 0.98% | 0.82% | 2.53% | 2.72% | 1.71% | 1.41% | 1.29% |
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
DFAIX vs. DFQTX - Drawdown Comparison
The maximum DFAIX drawdown since its inception was -5.63%, smaller than the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFAIX and DFQTX.
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Drawdown Indicators
| DFAIX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -59.35% | +53.72% |
Max Drawdown (1Y)Largest decline over 1 year | -0.47% | -12.73% | +12.26% |
Max Drawdown (5Y)Largest decline over 5 years | -5.46% | -22.64% | +17.18% |
Max Drawdown (10Y)Largest decline over 10 years | -5.63% | -37.21% | +31.58% |
Current DrawdownCurrent decline from peak | -0.28% | -8.47% | +8.19% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -7.84% | +6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 2.79% | -2.67% |
Volatility
DFAIX vs. DFQTX - Volatility Comparison
The current volatility for DFA Short-Duration Real Return Portfolio (DFAIX) is 0.50%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 4.27%. This indicates that DFAIX 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
| DFAIX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 4.27% | -3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 0.75% | 8.67% | -7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.07% | 18.07% | -17.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.18% | 17.00% | -13.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.56% | 18.25% | -15.69% |