DFFVX vs. DFQTX
Compare and contrast key facts about DFA U.S. Targeted Value Portfolio (DFFVX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFFVX is managed by Dimensional. It was launched on Feb 23, 2000. DFQTX is managed by Dimensional.
Performance
DFFVX vs. DFQTX - Performance Comparison
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DFFVX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 3.27% | 9.53% | 9.34% | 19.37% | -4.66% | 31.53% | 3.78% | 21.51% | -15.79% | 9.20% |
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, DFFVX achieves a 3.27% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DFFVX has underperformed DFQTX with an annualized return of 10.23%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DFFVX
- 1D
- -0.57%
- 1M
- -5.78%
- YTD
- 3.27%
- 6M
- 6.24%
- 1Y
- 21.73%
- 3Y*
- 13.51%
- 5Y*
- 8.15%
- 10Y*
- 10.23%
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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DFFVX vs. DFQTX - Expense Ratio Comparison
DFFVX has a 0.29% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DFFVX vs. DFQTX — Risk / Return Rank
DFFVX
DFQTX
DFFVX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Targeted Value Portfolio (DFFVX) 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.
| DFFVX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.95 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.45 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.00 | +0.31 |
Martin ratioReturn relative to average drawdown | 4.88 | 4.74 | +0.15 |
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
| DFFVX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.95 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.61 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.69 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.47 | -0.02 |
Correlation
The correlation between DFFVX and DFQTX is 0.94, 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
DFFVX vs. DFQTX - Dividend Comparison
DFFVX's dividend yield for the trailing twelve months is around 1.66%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFFVX DFA U.S. Targeted Value Portfolio | 1.66% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
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
DFFVX vs. DFQTX - Drawdown Comparison
The maximum DFFVX drawdown since its inception was -64.21%, which is greater than DFQTX's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFFVX and DFQTX.
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Drawdown Indicators
| DFFVX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -59.35% | -4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -12.73% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -26.09% | -22.64% | -3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -50.75% | -37.21% | -13.54% |
Current DrawdownCurrent decline from peak | -8.07% | -8.47% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -7.84% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.79% | +1.17% |
Volatility
DFFVX vs. DFQTX - Volatility Comparison
DFA U.S. Targeted Value Portfolio (DFFVX) has a higher volatility of 4.90% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DFFVX'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
| DFFVX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.27% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 8.67% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.60% | 18.07% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.69% | 17.00% | +4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.67% | 18.25% | +5.42% |