DFCEX vs. DFQTX

In the year-to-date period, DFCEX achieves a -3.91% return, which is significantly higher than DFQTX's -9.41% return. Over the past 10 years, DFCEX has underperformed DFQTX with an annualized return of 3.62%, while DFQTX has yielded a comparatively higher 8.42% annualized return.

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DFCEX has a 0.40% expense ratio, which is higher than DFQTX's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Core Equity Fund (DFCEX) 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.

The current DFCEX Sharpe Ratio is -0.05, which is lower than the DFQTX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of DFCEX and DFQTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFCEX's dividend yield for the trailing twelve months is around 3.61%, more than DFQTX's 1.29% yield.

The maximum DFCEX drawdown since its inception was -64.72%, which is greater than DFQTX's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFCEX and DFQTX. For additional features, visit the drawdowns tool.

The current volatility for DFA Emerging Markets Core Equity Fund (DFCEX) is 8.26%, while DFA US Core Equity 2 Portfolio I (DFQTX) has a volatility of 13.69%. This indicates that DFCEX 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.