DFEQX vs. SPGP
Compare and contrast key facts about DFA Short-Term Extended Quality Portfolio (DFEQX) and Invesco S&P 500 GARP ETF (SPGP).
DFEQX is managed by Dimensional. It was launched on Mar 4, 2009. SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011.
Performance
DFEQX vs. SPGP - Performance Comparison
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DFEQX vs. SPGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 0.28% | 4.27% | 5.50% | 5.44% | -5.18% | -0.60% | 2.24% | 4.51% | 1.34% | 1.51% |
SPGP Invesco S&P 500 GARP ETF | -5.19% | 9.80% | 8.48% | 20.29% | -13.83% | 35.72% | 15.92% | 39.16% | 1.68% | 36.24% |
Returns By Period
In the year-to-date period, DFEQX achieves a 0.28% return, which is significantly higher than SPGP's -5.19% return. Over the past 10 years, DFEQX has underperformed SPGP with an annualized return of 1.90%, while SPGP has yielded a comparatively higher 13.70% annualized return.
DFEQX
- 1D
- 0.11%
- 1M
- -0.65%
- YTD
- 0.28%
- 6M
- 1.31%
- 1Y
- 3.59%
- 3Y*
- 4.65%
- 5Y*
- 1.89%
- 10Y*
- 1.90%
SPGP
- 1D
- 3.24%
- 1M
- -6.43%
- YTD
- -5.19%
- 6M
- -4.81%
- 1Y
- 8.81%
- 3Y*
- 9.45%
- 5Y*
- 6.73%
- 10Y*
- 13.70%
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DFEQX vs. SPGP - Expense Ratio Comparison
DFEQX has a 0.19% expense ratio, which is lower than SPGP's 0.36% expense ratio.
Return for Risk
DFEQX vs. SPGP — Risk / Return Rank
DFEQX
SPGP
DFEQX vs. SPGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) and Invesco S&P 500 GARP ETF (SPGP). 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.
| DFEQX | SPGP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.02 | 0.41 | +3.62 |
Sortino ratioReturn per unit of downside risk | 6.44 | 0.74 | +5.70 |
Omega ratioGain probability vs. loss probability | 2.51 | 1.10 | +1.41 |
Calmar ratioReturn relative to maximum drawdown | 4.46 | 0.65 | +3.81 |
Martin ratioReturn relative to average drawdown | 20.52 | 2.64 | +17.88 |
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
| DFEQX | SPGP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.02 | 0.41 | +3.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.37 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 0.65 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.70 | +0.41 |
Correlation
The correlation between DFEQX and SPGP is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DFEQX vs. SPGP - Dividend Comparison
DFEQX's dividend yield for the trailing twelve months is around 3.94%, more than SPGP's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEQX DFA Short-Term Extended Quality Portfolio | 3.94% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
SPGP Invesco S&P 500 GARP ETF | 0.98% | 1.04% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% |
Drawdowns
DFEQX vs. SPGP - Drawdown Comparison
The maximum DFEQX drawdown since its inception was -8.40%, smaller than the maximum SPGP drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for DFEQX and SPGP.
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Drawdown Indicators
| DFEQX | SPGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.40% | -42.08% | +33.68% |
Max Drawdown (1Y)Largest decline over 1 year | -0.76% | -15.00% | +14.24% |
Max Drawdown (5Y)Largest decline over 5 years | -8.40% | -22.87% | +14.47% |
Max Drawdown (10Y)Largest decline over 10 years | -8.40% | -42.08% | +33.68% |
Current DrawdownCurrent decline from peak | -0.65% | -8.27% | +7.62% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -4.39% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.17% | 3.68% | -3.51% |
Volatility
DFEQX vs. SPGP - Volatility Comparison
The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.45%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 6.32%. This indicates that DFEQX experiences smaller price fluctuations and is considered to be less risky than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEQX | SPGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.45% | 6.32% | -5.87% |
Volatility (6M)Calculated over the trailing 6-month period | 0.66% | 11.82% | -11.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.91% | 21.82% | -20.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.06% | 18.49% | -16.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.70% | 21.17% | -19.47% |