DFQTX vs. DFAC
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Dimensional U.S. Core Equity 2 ETF (DFAC).
DFQTX is managed by Dimensional. DFAC is an actively managed fund by Dimensional. It was launched on Jun 14, 2021.
Performance
DFQTX vs. DFAC - Performance Comparison
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DFQTX vs. DFAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 15.99% | 20.27% | 21.88% | -14.21% | 9.46% |
DFAC Dimensional U.S. Core Equity 2 ETF | -1.60% | 15.66% | 19.61% | 21.96% | -14.93% | 9.51% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than DFAC's -1.60% return.
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%
DFAC
- 1D
- 2.78%
- 1M
- -4.86%
- YTD
- -1.60%
- 6M
- 1.24%
- 1Y
- 19.05%
- 3Y*
- 16.43%
- 5Y*
- —
- 10Y*
- —
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DFQTX vs. DFAC - Expense Ratio Comparison
Both DFQTX and DFAC have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
DFQTX vs. DFAC — Risk / Return Rank
DFQTX
DFAC
DFQTX vs. DFAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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 | DFAC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.03 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.56 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.54 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.74 | 7.28 | -2.54 |
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 | DFAC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.03 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.55 | -0.08 |
Correlation
The correlation between DFQTX and DFAC is 0.99, 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. DFAC - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, more than DFAC's 1.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFAC Dimensional U.S. Core Equity 2 ETF | 1.03% | 0.97% | 1.03% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFQTX vs. DFAC - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than DFAC's maximum drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFAC.
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Drawdown Indicators
| DFQTX | DFAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -23.12% | -36.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -12.79% | +0.06% |
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 | -8.47% | -5.94% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -5.62% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.71% | +0.08% |
Volatility
DFQTX vs. DFAC - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 4.27%, while Dimensional U.S. Core Equity 2 ETF (DFAC) has a volatility of 5.31%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than DFAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DFAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 5.31% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 9.59% | -0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 18.51% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 17.30% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 17.30% | +0.95% |