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DFEOX vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DFEOX vs. QQQM

Last updated May 12, 2025

Compare and contrast key facts about DFA US Core Equity 1 Portfolio I (DFEOX) and Invesco NASDAQ 100 ETF (QQQM).

DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEOX or QQQM.

Correlation

The correlation between DFEOX and QQQM is 1.00, 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. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US Core Equity 1 Portfolio I (DFEOX) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DFEOX:

10.13%

QQQM:

13.13%

Max Drawdown

DFEOX:

-0.68%

QQQM:

-0.95%

Current Drawdown

DFEOX:

-0.07%

QQQM:

-0.03%

Returns By Period

DFEOX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQQM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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DFEOX vs. QQQM - Expense Ratio Comparison

DFEOX has a 0.14% expense ratio, which is lower than QQQM's 0.15% 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%.

QQQM
Invesco NASDAQ 100 ETF
DFEOX
DFA US Core Equity 1 Portfolio I

Risk-Adjusted Performance

DFEOX vs. QQQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFEOX
The Risk-Adjusted Performance Rank of DFEOX is 5151
Overall Rank
The Sharpe Ratio Rank of DFEOX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of DFEOX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of DFEOX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of DFEOX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DFEOX is 5151
Martin Ratio Rank
QQQM
The Risk-Adjusted Performance Rank of QQQM is 5858
Overall Rank
The Sharpe Ratio Rank of QQQM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6363
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFEOX vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 1 Portfolio I (DFEOX) and Invesco NASDAQ 100 ETF (QQQM). 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.

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Dividends

DFEOX vs. QQQM - Dividend Comparison

DFEOX's dividend yield for the trailing twelve months is around 1.19%, more than QQQM's 0.62% yield.

TTM20242023202220212020201920182017201620152014
DFEOX
DFA US Core Equity 1 Portfolio I		1.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF		0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DFEOX vs. QQQM - Drawdown Comparison

The maximum DFEOX drawdown since its inception was -0.68%, smaller than the maximum QQQM drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for DFEOX and QQQM. For additional features, visit the drawdowns tool.

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Volatility

DFEOX vs. QQQM - Volatility Comparison

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