DFEVX vs. DFQTX
Compare and contrast key facts about DFA Emerging Markets Value Portfolio (DFEVX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFEVX is managed by Dimensional. It was launched on Mar 31, 1998. DFQTX is managed by Dimensional.
Performance
DFEVX vs. DFQTX - Performance Comparison
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DFEVX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 3.66% | 29.50% | 6.17% | 16.50% | -10.77% | 12.42% | 2.73% | 9.64% | -11.92% | 33.77% |
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 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, DFEVX achieves a 3.66% return, which is significantly higher than DFQTX's -1.39% return. Over the past 10 years, DFEVX has underperformed DFQTX with an annualized return of 9.34%, while DFQTX has yielded a comparatively higher 12.92% annualized return.
DFEVX
- 1D
- 1.64%
- 1M
- -8.36%
- YTD
- 3.66%
- 6M
- 8.12%
- 1Y
- 29.43%
- 3Y*
- 16.97%
- 5Y*
- 8.84%
- 10Y*
- 9.34%
DFQTX
- 1D
- 2.74%
- 1M
- -5.00%
- YTD
- -1.39%
- 6M
- 0.96%
- 1Y
- 18.95%
- 3Y*
- 16.80%
- 5Y*
- 10.55%
- 10Y*
- 12.92%
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DFEVX vs. DFQTX - Expense Ratio Comparison
DFEVX has a 0.45% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DFEVX vs. DFQTX — Risk / Return Rank
DFEVX
DFQTX
DFEVX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Value Portfolio (DFEVX) 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.
| DFEVX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 1.08 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.63 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.25 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.35 | +1.21 |
Martin ratioReturn relative to average drawdown | 9.58 | 6.35 | +3.23 |
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
| DFEVX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.08 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.62 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.71 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.48 | 0.00 |
Correlation
The correlation between DFEVX and DFQTX is 0.70, 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
DFEVX vs. DFQTX - Dividend Comparison
DFEVX's dividend yield for the trailing twelve months is around 3.62%, more than DFQTX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEVX DFA Emerging Markets Value Portfolio | 3.62% | 3.80% | 4.68% | 4.39% | 4.44% | 3.82% | 2.47% | 2.47% | 2.49% | 2.45% | 1.99% | 2.55% |
DFQTX DFA US Core Equity 2 Portfolio I | 1.09% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
Drawdowns
DFEVX vs. DFQTX - Drawdown Comparison
The maximum DFEVX drawdown since its inception was -67.59%, which is greater than DFQTX's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFEVX and DFQTX.
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Drawdown Indicators
| DFEVX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.59% | -59.35% | -8.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -12.73% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -22.64% | -0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -47.53% | -37.21% | -10.32% |
Current DrawdownCurrent decline from peak | -9.90% | -5.96% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -16.58% | -7.84% | -8.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.73% | +0.33% |
Volatility
DFEVX vs. DFQTX - Volatility Comparison
DFA Emerging Markets Value Portfolio (DFEVX) has a higher volatility of 6.70% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 5.24%. This indicates that DFEVX'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
| DFEVX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 5.24% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 9.06% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 18.23% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.67% | 17.04% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.48% | 18.27% | -2.79% |