DFIEX vs. DFQTX
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFIEX is managed by Dimensional. It was launched on Sep 15, 2005. DFQTX is managed by Dimensional.
Performance
DFIEX vs. DFQTX - Performance Comparison
Loading graphics...
DFIEX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
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, DFIEX achieves a -0.21% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DFIEX has underperformed DFQTX with an annualized return of 9.31%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFIEX vs. DFQTX - Expense Ratio Comparison
DFIEX has a 0.24% expense ratio, which is higher than DFQTX's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFIEX vs. DFQTX — Risk / Return Rank
DFIEX
DFQTX
DFIEX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) 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.
| DFIEX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.95 | +0.71 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.45 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.22 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.00 | +1.16 |
Martin ratioReturn relative to average drawdown | 8.72 | 4.74 | +3.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFIEX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.95 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.61 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.69 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.47 | -0.13 |
Correlation
The correlation between DFIEX and DFQTX is 0.80, 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
DFIEX vs. DFQTX - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.24%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
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
DFIEX vs. DFQTX - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.22%, roughly equal to the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFIEX and DFQTX.
Loading graphics...
Drawdown Indicators
| DFIEX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -59.35% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -12.73% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -22.64% | -6.02% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -37.21% | -3.83% |
Current DrawdownCurrent decline from peak | -10.45% | -8.47% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -7.84% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.79% | +0.05% |
Volatility
DFIEX vs. DFQTX - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 6.26% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DFIEX'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.
Loading graphics...
Volatility by Period
| DFIEX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 4.27% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 8.67% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 18.07% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 17.00% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 18.25% | -1.93% |