DFIVX vs. DFQTX
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and DFA US Core Equity 2 Portfolio I (DFQTX).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. DFQTX is managed by Dimensional.
Performance
DFIVX vs. DFQTX - Performance Comparison
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DFIVX vs. DFQTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 2.99% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
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, DFIVX achieves a 2.99% return, which is significantly higher than DFQTX's -4.02% return. Over the past 10 years, DFIVX has underperformed DFQTX with an annualized return of 11.29%, while DFQTX has yielded a comparatively higher 12.61% annualized return.
DFIVX
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
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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DFIVX vs. DFQTX - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than DFQTX's 0.19% expense ratio.
Return for Risk
DFIVX vs. DFQTX — Risk / Return Rank
DFIVX
DFQTX
DFIVX vs. DFQTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) 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.
| DFIVX | DFQTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.95 | +1.08 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.45 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.22 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.00 | +1.56 |
Martin ratioReturn relative to average drawdown | 11.62 | 4.74 | +6.89 |
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
| DFIVX | DFQTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.95 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.61 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.69 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.47 | -0.10 |
Correlation
The correlation between DFIVX and DFQTX is 0.79, 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
DFIVX vs. DFQTX - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 4.09%, more than DFQTX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
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
DFIVX vs. DFQTX - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than DFQTX's maximum drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for DFIVX and DFQTX.
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Drawdown Indicators
| DFIVX | DFQTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -59.35% | -7.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -12.73% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -22.64% | -2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -37.21% | -10.90% |
Current DrawdownCurrent decline from peak | -8.44% | -8.47% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -7.84% | -4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.79% | -0.04% |
Volatility
DFIVX vs. DFQTX - Volatility Comparison
DFA International Value Portfolio (DFIVX) has a higher volatility of 6.28% compared to DFA US Core Equity 2 Portfolio I (DFQTX) at 4.27%. This indicates that DFIVX'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
| DFIVX | DFQTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.27% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 8.67% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 18.07% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 17.00% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 18.25% | -0.19% |