DFEOX vs. QQQM
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 0.84, 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
Key characteristics
DFEOX:
1.63
QQQM:
1.41
DFEOX:
2.25
QQQM:
1.91
DFEOX:
1.30
QQQM:
1.26
DFEOX:
2.52
QQQM:
1.89
DFEOX:
9.08
QQQM:
6.54
DFEOX:
2.30%
QQQM:
3.91%
DFEOX:
12.82%
QQQM:
18.17%
DFEOX:
-56.77%
QQQM:
-35.05%
DFEOX:
-0.94%
QQQM:
-0.41%
Returns By Period
In the year-to-date period, DFEOX achieves a 4.00% return, which is significantly lower than QQQM's 5.10% return.
DFEOX
4.00%
0.36%
9.06%
21.52%
12.87%
11.02%
QQQM
5.10%
2.35%
13.51%
27.08%
N/A
N/A
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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%.
Risk-Adjusted Performance
DFEOX vs. QQQM — Risk-Adjusted Performance Rank
DFEOX
QQQM
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.
Dividends
DFEOX vs. QQQM - Dividend Comparison
DFEOX's dividend yield for the trailing twelve months is around 1.08%, more than QQQM's 0.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 1.08% | 1.13% | 1.43% | 1.57% | 1.12% | 1.36% | 1.41% | 1.67% | 1.58% | 1.72% | 1.74% | 1.48% |
QQQM Invesco NASDAQ 100 ETF | 0.58% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 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 -56.77%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for DFEOX and QQQM. For additional features, visit the drawdowns tool.
Volatility
DFEOX vs. QQQM - Volatility Comparison
The current volatility for DFA US Core Equity 1 Portfolio I (DFEOX) is 2.94%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 4.66%. This indicates that DFEOX experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.