DFISX vs. DFQTX
Compare and contrast key facts about DFA International Small Company Portfolio (DFISX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFISX is managed by Dimensional. It was launched on Sep 30, 1996. DFQTX is managed by Dimensional.
Performance
DFISX vs. DFQTX - Performance Comparison
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DFISX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
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, DFISX achieves a -1.97% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DFISX has underperformed DFQTX with an annualized return of 7.66%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
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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DFISX vs. DFQTX - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DFISX vs. DFQTX — Risk / Return Rank
DFISX
DFQTX
DFISX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) 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.
| DFISX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.95 | +0.71 |
Sortino ratioReturn per unit of downside risk | 2.15 | 1.45 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.22 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.00 | +1.04 |
Martin ratioReturn relative to average drawdown | 7.97 | 4.74 | +3.24 |
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
| DFISX | 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 | 0.42 | 0.61 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.69 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.47 | -0.03 |
Correlation
The correlation between DFISX and DFQTX is 0.74, 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
DFISX vs. DFQTX - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 3.21%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
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
DFISX vs. DFQTX - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, roughly equal to the maximum DFQTX drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFISX and DFQTX.
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Drawdown Indicators
| DFISX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -59.35% | -1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.73% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -22.64% | -12.42% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -37.21% | -5.79% |
Current DrawdownCurrent decline from peak | -11.77% | -8.47% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -7.84% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.79% | +0.27% |
Volatility
DFISX vs. DFQTX - Volatility Comparison
DFA International Small Company Portfolio (DFISX) has a higher volatility of 5.90% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DFISX'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
| DFISX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 4.27% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 8.67% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 18.07% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 17.00% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 18.25% | -2.14% |