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DFQTX vs. DFCEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFQTX vs. DFCEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US Core Equity 2 Portfolio I (DFQTX) and DFA Emerging Markets Core Equity Fund (DFCEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with DFQTX having a 12.09% return and DFCEX slightly higher at 12.45%. Over the past 10 years, DFQTX has outperformed DFCEX with an annualized return of 13.76%, while DFCEX has yielded a comparatively lower 8.88% annualized return.


DFQTX

1D
1.27%
1M
0.08%
6M
9.16%
YTD
12.09%
1Y
23.33%
3Y*
17.76%
5Y*
12.00%
10Y*
13.76%
ALL TIME*
10.36%

DFCEX

1D
3.05%
1M
-4.22%
6M
4.51%
YTD
12.45%
1Y
27.11%
3Y*
16.10%
5Y*
8.27%
10Y*
8.88%
ALL TIME*
8.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DFQTX vs. DFCEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFQTX
DFA US Core Equity 2 Portfolio I
12.09%15.99%20.27%21.88%-14.21%28.46%15.72%29.41%-9.65%18.26%
DFCEX
DFA Emerging Markets Core Equity Fund
12.45%28.79%7.31%15.45%-16.44%5.82%13.86%16.03%-15.25%36.55%

Correlation

The correlation between DFQTX and DFCEX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.63

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (10Y)
Provides a long-term view across more market conditions.

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2005

0.72

The correlation between DFQTX and DFCEX has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

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Return for Risk

DFQTX vs. DFCEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFQTX
DFQTX Risk / Return Rank: 7878
Overall Rank
DFQTX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DFQTX Sortino Ratio Rank: 7575
Sortino Ratio Rank
DFQTX Omega Ratio Rank: 7373
Omega Ratio Rank
DFQTX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DFQTX Martin Ratio Rank: 8686
Martin Ratio Rank

DFCEX
DFCEX Risk / Return Rank: 4949
Overall Rank
DFCEX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DFCEX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DFCEX Omega Ratio Rank: 5353
Omega Ratio Rank
DFCEX Calmar Ratio Rank: 5656
Calmar Ratio Rank
DFCEX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFQTX vs. DFCEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and DFA Emerging Markets Core Equity Fund (DFCEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFQTXDFCEXDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

2.52

1.91

+0.61

Martin ratioReturn relative to average drawdown

10.83

6.20

+4.63

DFQTX vs. DFCEX - Sharpe Ratio Comparison

The current DFQTX Sharpe Ratio is 1.75, which is higher than the DFCEX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of DFQTX and DFCEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFQTX vs. DFCEX - Drawdown Comparison

The maximum DFQTX drawdown since its inception was -59.35%, smaller than the maximum DFCEX drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFCEX.


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Drawdown Indicators


DFQTXDFCEXDifference

Max Drawdown

Largest peak-to-trough decline

-59.35%

-64.58%

+5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-12.95%

+4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-19.71%

-16.74%

-2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-28.41%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

-42.33%

+5.12%

Current Drawdown

Current decline from peak

-0.84%

-10.30%

+9.46%

Average Drawdown

Average peak-to-trough decline

-7.73%

-12.56%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

3.97%

-2.00%

Volatility

DFQTX vs. DFCEX - Volatility Comparison

The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 2.96%, while DFA Emerging Markets Core Equity Fund (DFCEX) has a volatility of 8.15%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than DFCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFQTXDFCEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

8.15%

-5.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

17.78%

-8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.22%

19.26%

-7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

15.59%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

16.24%

+1.96%

DFQTX vs. DFCEX - Expense Ratio Comparison

DFQTX has a 0.18% expense ratio, which is lower than DFCEX's 0.40% expense ratio.


Dividends

DFQTX vs. DFCEX - Dividend Comparison

DFQTX's dividend yield for the trailing twelve months is around 0.99%, less than DFCEX's 2.66% yield.


PositionTTM20252024202320222021202020192018201720162015
DFCEX
DFA Emerging Markets Core Equity Fund
2.66%2.90%3.43%3.53%3.78%2.59%1.70%2.42%2.33%1.92%1.99%2.28%
DFQTX
DFA US Core Equity 2 Portfolio I
0.99%1.06%1.15%1.74%4.43%4.74%1.29%3.50%2.84%1.97%1.80%3.78%

Frequently Asked Questions


DFQTX and DFCEX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFCEX has higher volatility (8.15%) compared to DFQTX (2.96%). In terms of maximum drawdown, DFQTX dropped -59.35% vs DFCEX's -64.58%.

DFQTX currently has the higher Sharpe Ratio (1.75 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DFQTX and DFCEX

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