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DFEQX vs. VDEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFEQX vs. VDEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Short-Term Extended Quality Portfolio (DFEQX) and Vanguard Diversified Equity Fund (VDEQX). The values are adjusted to include any dividend payments, if applicable.

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DFEQX vs. VDEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFEQX
DFA Short-Term Extended Quality Portfolio
0.38%4.27%5.50%5.44%-5.18%-0.60%2.24%4.51%1.34%1.51%
VDEQX
Vanguard Diversified Equity Fund
-5.73%15.26%24.63%27.51%-22.59%21.69%29.01%31.44%-5.40%21.47%

Returns By Period

In the year-to-date period, DFEQX achieves a 0.38% return, which is significantly higher than VDEQX's -5.73% return. Over the past 10 years, DFEQX has underperformed VDEQX with an annualized return of 1.91%, while VDEQX has yielded a comparatively higher 13.21% annualized return.


DFEQX

1D
0.10%
1M
-0.46%
YTD
0.38%
6M
1.41%
1Y
3.59%
3Y*
4.68%
5Y*
1.91%
10Y*
1.91%

VDEQX

1D
3.07%
1M
-5.43%
YTD
-5.73%
6M
-3.49%
1Y
14.75%
3Y*
16.79%
5Y*
8.64%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFEQX vs. VDEQX - Expense Ratio Comparison

DFEQX has a 0.19% expense ratio, which is lower than VDEQX's 0.35% expense ratio.


Return for Risk

DFEQX vs. VDEQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFEQX
DFEQX Risk / Return Rank: 9999
Overall Rank
DFEQX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFEQX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFEQX Omega Ratio Rank: 9999
Omega Ratio Rank
DFEQX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFEQX Martin Ratio Rank: 9898
Martin Ratio Rank

VDEQX
VDEQX Risk / Return Rank: 4040
Overall Rank
VDEQX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VDEQX Sortino Ratio Rank: 3636
Sortino Ratio Rank
VDEQX Omega Ratio Rank: 3737
Omega Ratio Rank
VDEQX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VDEQX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFEQX vs. VDEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Short-Term Extended Quality Portfolio (DFEQX) and Vanguard Diversified Equity Fund (VDEQX). 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.


DFEQXVDEQXDifference

Sharpe ratio

Return per unit of total volatility

4.12

0.79

+3.33

Sortino ratio

Return per unit of downside risk

6.61

1.24

+5.37

Omega ratio

Gain probability vs. loss probability

2.55

1.18

+1.37

Calmar ratio

Return relative to maximum drawdown

4.59

1.22

+3.37

Martin ratio

Return relative to average drawdown

20.66

4.98

+15.68

DFEQX vs. VDEQX - Sharpe Ratio Comparison

The current DFEQX Sharpe Ratio is 4.12, which is higher than the VDEQX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DFEQX and VDEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFEQXVDEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.12

0.79

+3.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.47

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

0.69

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.49

+0.62

Correlation

The correlation between DFEQX and VDEQX is -0.07. 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. VDEQX - Dividend Comparison

DFEQX's dividend yield for the trailing twelve months is around 3.94%, less than VDEQX's 9.72% yield.


TTM20252024202320222021202020192018201720162015
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%
VDEQX
Vanguard Diversified Equity Fund
9.72%9.17%7.53%4.65%12.92%7.13%5.82%7.20%6.61%4.63%7.67%9.42%

Drawdowns

DFEQX vs. VDEQX - Drawdown Comparison

The maximum DFEQX drawdown since its inception was -8.40%, smaller than the maximum VDEQX drawdown of -56.28%. Use the drawdown chart below to compare losses from any high point for DFEQX and VDEQX.


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Drawdown Indicators


DFEQXVDEQXDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-56.28%

+47.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.76%

-12.62%

+11.86%

Max Drawdown (5Y)

Largest decline over 5 years

-8.40%

-29.26%

+20.86%

Max Drawdown (10Y)

Largest decline over 10 years

-8.40%

-35.47%

+27.07%

Current Drawdown

Current decline from peak

-0.55%

-8.12%

+7.57%

Average Drawdown

Average peak-to-trough decline

-0.96%

-8.34%

+7.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

3.09%

-2.92%

Volatility

DFEQX vs. VDEQX - Volatility Comparison

The current volatility for DFA Short-Term Extended Quality Portfolio (DFEQX) is 0.46%, while Vanguard Diversified Equity Fund (VDEQX) has a volatility of 5.72%. This indicates that DFEQX experiences smaller price fluctuations and is considered to be less risky than VDEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEQXVDEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

5.72%

-5.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

10.49%

-9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

0.91%

19.32%

-18.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.06%

18.63%

-16.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.70%

19.29%

-17.59%