DFQTX vs. AVLV
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Avantis U.S. Large Cap Value ETF (AVLV).
DFQTX is managed by Dimensional. AVLV is a passively managed fund by American Century that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 21, 2021.
Performance
DFQTX vs. AVLV - Performance Comparison
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DFQTX vs. AVLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 15.99% | 20.27% | 21.88% | -14.21% | 6.87% |
AVLV Avantis U.S. Large Cap Value ETF | 7.15% | 15.12% | 17.49% | 17.43% | -5.53% | 5.92% |
Returns By Period
In the year-to-date period, DFQTX achieves a -1.39% return, which is significantly lower than AVLV's 7.15% return.
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%
AVLV
- 1D
- 0.43%
- 1M
- -3.05%
- YTD
- 7.15%
- 6M
- 12.61%
- 1Y
- 25.38%
- 3Y*
- 18.44%
- 5Y*
- —
- 10Y*
- —
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DFQTX vs. AVLV - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is higher than AVLV's 0.15% 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
DFQTX vs. AVLV — Risk / Return Rank
DFQTX
AVLV
DFQTX vs. AVLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Avantis U.S. Large Cap Value ETF (AVLV). 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.
| DFQTX | AVLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.37 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.95 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.87 | -0.52 |
Martin ratioReturn relative to average drawdown | 6.35 | 8.98 | -2.63 |
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
| DFQTX | AVLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.37 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.72 | -0.24 |
Correlation
The correlation between DFQTX and AVLV 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
DFQTX vs. AVLV - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.09%, less than AVLV's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
AVLV Avantis U.S. Large Cap Value ETF | 1.20% | 1.33% | 1.58% | 1.85% | 2.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFQTX vs. AVLV - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for DFQTX and AVLV.
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Drawdown Indicators
| DFQTX | AVLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -19.50% | -39.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -13.79% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | — | — |
Current DrawdownCurrent decline from peak | -5.96% | -3.85% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -4.06% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.87% | -0.14% |
Volatility
DFQTX vs. AVLV - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 5.24% compared to Avantis U.S. Large Cap Value ETF (AVLV) at 4.75%. This indicates that DFQTX's price experiences larger fluctuations and is considered to be riskier than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | AVLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 4.75% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 9.86% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 18.66% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 17.54% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 17.54% | +0.73% |