DFALX vs. DFQTX
Compare and contrast key facts about DFA Large Cap International Portfolio (DFALX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFALX is managed by Dimensional. It was launched on Jul 17, 1991. DFQTX is managed by Dimensional.
Performance
DFALX vs. DFQTX - Performance Comparison
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DFALX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | -0.30% | 33.60% | 4.55% | 17.88% | -13.04% | 12.79% | 8.13% | 22.05% | -14.15% | 25.35% |
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, DFALX achieves a -0.30% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DFALX has underperformed DFQTX with an annualized return of 9.29%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DFALX
- 1D
- 0.22%
- 1M
- -10.08%
- YTD
- -0.30%
- 6M
- 5.08%
- 1Y
- 24.32%
- 3Y*
- 15.00%
- 5Y*
- 9.01%
- 10Y*
- 9.29%
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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DFALX vs. DFQTX - Expense Ratio Comparison
DFALX has a 0.18% expense ratio, which is lower than DFQTX's 0.19% expense ratio. Despite the difference, 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
DFALX vs. DFQTX — Risk / Return Rank
DFALX
DFQTX
DFALX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) 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.
| DFALX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.95 | +0.52 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.45 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.00 | +0.88 |
Martin ratioReturn relative to average drawdown | 7.81 | 4.74 | +3.08 |
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
| DFALX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.95 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.61 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.69 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.47 | -0.11 |
Correlation
The correlation between DFALX and DFQTX is 0.81, 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
DFALX vs. DFQTX - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 3.03%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.03% | 2.89% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% |
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
DFALX vs. DFQTX - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.76%, roughly equal to the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFALX and DFQTX.
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Drawdown Indicators
| DFALX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -59.35% | -0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -12.73% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -22.64% | -4.88% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -37.21% | +1.63% |
Current DrawdownCurrent decline from peak | -10.08% | -8.47% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -7.84% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.79% | +0.04% |
Volatility
DFALX vs. DFQTX - Volatility Comparison
DFA Large Cap International Portfolio (DFALX) has a higher volatility of 6.53% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DFALX'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.
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Volatility by Period
| DFALX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 4.27% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 8.67% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 18.07% | -2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 17.00% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 18.25% | -2.13% |