DFEOX vs. DFQTX
Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. DFQTX is managed by Dimensional Fund Advisors LP.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEOX or DFQTX.
Key characteristics
| DFEOX | DFQTX | |
|---|---|---|
| YTD Return | 25.11% | 24.45% |
| 1Y Return | 34.41% | 34.20% |
| 3Y Return (Ann) | 9.63% | 9.38% |
| 5Y Return (Ann) | 15.09% | 15.02% |
| 10Y Return (Ann) | 12.45% | 11.90% |
| Sharpe Ratio | 2.96 | 2.92 |
| Sortino Ratio | 4.01 | 3.97 |
| Omega Ratio | 1.55 | 1.54 |
| Calmar Ratio | 4.54 | 4.58 |
| Martin Ratio | 19.23 | 18.91 |
| Ulcer Index | 1.95% | 1.99% |
| Daily Std Dev | 12.72% | 12.91% |
| Max Drawdown | -56.78% | -59.35% |
| Current Drawdown | -0.53% | -0.62% |
Correlation
The correlation between DFEOX and DFQTX is 0.99, 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.
Performance
DFEOX vs. DFQTX - Performance Comparison
The year-to-date returns for both stocks are quite close, with DFEOX having a 25.11% return and DFQTX slightly lower at 24.45%. Both investments have delivered pretty close results over the past 10 years, with DFEOX having a 12.45% annualized return and DFQTX not far behind at 11.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFEOX vs. DFQTX - Expense Ratio Comparison
DFEOX has a 0.14% 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%.
Risk-Adjusted Performance
DFEOX vs. DFQTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) 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.
Dividends
DFEOX vs. DFQTX - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.18%, more than DFQTX's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.18% | 1.43% | 1.57% | 1.12% | 1.36% | 1.41% | 1.67% | 1.58% | 1.72% | 1.74% | 1.48% | 1.38% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.12% | 1.34% | 1.51% | 1.10% | 1.30% | 1.39% | 1.64% | 1.58% | 1.61% | 1.73% | 1.49% | 1.31% |
Drawdowns
DFEOX vs. DFQTX - Drawdown Comparison
The maximum DFEOX drawdown since its inception was -56.78%, roughly equal to the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFEOX and DFQTX. For additional features, visit the drawdowns tool.
Volatility
DFEOX vs. DFQTX - Volatility Comparison
DFA US Core Equity 1 Portfolio I (DFEOX) and DFA US Core Equity 2 Portfolio I (DFQTX) have volatilities of 4.18% and 4.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.