DFETX vs. DFQTX
Compare and contrast key facts about DFA Emerging Markets II Portfolio (DFETX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFETX is managed by Dimensional. It was launched on Aug 13, 1997. DFQTX is managed by Dimensional.
Performance
DFETX vs. DFQTX - Performance Comparison
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DFETX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 1.14% | 33.54% | 6.86% | 13.11% | -16.84% | 2.58% | 14.08% | 16.30% | -13.47% | 36.75% |
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
Returns By Period
In the year-to-date period, DFETX achieves a 1.14% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DFETX has underperformed DFQTX with an annualized return of 8.64%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DFETX
- 1D
- -0.98%
- 1M
- -12.15%
- YTD
- 1.14%
- 6M
- 6.52%
- 1Y
- 31.31%
- 3Y*
- 15.75%
- 5Y*
- 5.87%
- 10Y*
- 8.64%
DFQTX
- 1D
- -0.54%
- 1M
- -7.31%
- YTD
- -4.02%
- 6M
- -1.55%
- 1Y
- 16.25%
- 3Y*
- 15.75%
- 5Y*
- 10.23%
- 10Y*
- 12.61%
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DFETX vs. DFQTX - Expense Ratio Comparison
DFETX has a 0.37% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DFETX vs. DFQTX — Risk / Return Rank
DFETX
DFQTX
DFETX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets II Portfolio (DFETX) 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.
| DFETX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 0.95 | +0.98 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.45 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.22 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.00 | +1.22 |
Martin ratioReturn relative to average drawdown | 8.71 | 4.74 | +3.97 |
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
| DFETX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 0.95 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.61 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.69 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.47 | -0.12 |
Correlation
The correlation between DFETX and DFQTX is 0.72, 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.
Dividends
DFETX vs. DFQTX - Dividend Comparison
DFETX's dividend yield for the trailing twelve months is around 8.14%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFETX DFA Emerging Markets II Portfolio | 8.14% | 8.24% | 3.50% | 3.84% | 9.30% | 19.29% | 11.79% | 12.48% | 8.49% | 1.93% | 2.40% | 3.40% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.12% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DFETX vs. DFQTX - Drawdown Comparison
The maximum DFETX drawdown since its inception was -62.33%, which is greater than DFQTX's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFETX and DFQTX.
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Drawdown Indicators
| DFETX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.33% | -59.35% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -12.73% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -31.80% | -22.64% | -9.16% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -37.21% | -2.99% |
Current DrawdownCurrent decline from peak | -12.84% | -8.47% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -15.76% | -7.84% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.79% | +0.49% |
Volatility
DFETX vs. DFQTX - Volatility Comparison
DFA Emerging Markets II Portfolio (DFETX) has a higher volatility of 7.99% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DFETX's price experiences larger fluctuations and is considered to be riskier than DFQTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFETX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 4.27% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 8.67% | +3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 18.07% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 17.00% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 18.25% | -1.87% |