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DFQTX vs. DFCEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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DFQTX vs. DFCEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFCEX
DFA Emerging Markets Core Equity Fund
0.90%28.79%7.31%15.45%-16.44%5.82%13.86%16.03%-15.25%36.55%

Returns By Period

In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than DFCEX's 0.90% return. Over the past 10 years, DFQTX has outperformed DFCEX with an annualized return of 12.61%, while DFCEX has yielded a comparatively lower 8.62% annualized 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%

DFCEX

1D
-0.97%
1M
-11.43%
YTD
0.90%
6M
4.73%
1Y
28.56%
3Y*
15.10%
5Y*
6.21%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFQTX vs. DFCEX - Expense Ratio Comparison

DFQTX has a 0.19% expense ratio, which is lower than DFCEX's 0.40% expense ratio.


Return for Risk

DFQTX vs. DFCEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFQTX
DFQTX Risk / Return Rank: 5050
Overall Rank
DFQTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DFQTX Sortino Ratio Rank: 5555
Sortino Ratio Rank
DFQTX Omega Ratio Rank: 5757
Omega Ratio Rank
DFQTX Calmar Ratio Rank: 3939
Calmar Ratio Rank
DFQTX Martin Ratio Rank: 4848
Martin Ratio Rank

DFCEX
DFCEX Risk / Return Rank: 8686
Overall Rank
DFCEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFCEX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DFCEX Omega Ratio Rank: 8686
Omega Ratio Rank
DFCEX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DFCEX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


DFQTXDFCEXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.87

-0.92

Sortino ratio

Return per unit of downside risk

1.45

2.43

-0.98

Omega ratio

Gain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratio

Return relative to maximum drawdown

1.00

2.12

-1.12

Martin ratio

Return relative to average drawdown

4.74

8.20

-3.46

DFQTX vs. DFCEX - Sharpe Ratio Comparison

The current DFQTX Sharpe Ratio is 0.95, which is lower than the DFCEX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DFQTX and DFCEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFQTXDFCEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.87

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.44

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.55

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.39

+0.08

Correlation

The correlation between DFQTX and DFCEX is 0.72, 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. DFCEX - Dividend Comparison

DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than DFCEX's 2.91% yield.


TTM20252024202320222021202020192018201720162015
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%
DFCEX
DFA Emerging Markets Core Equity Fund
2.91%2.90%3.43%3.53%3.78%2.59%1.70%2.42%2.33%1.92%1.99%2.28%

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

-12.73%

-12.12%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-30.05%

+7.41%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

-42.33%

+5.12%

Current Drawdown

Current decline from peak

-8.47%

-12.12%

+3.65%

Average Drawdown

Average peak-to-trough decline

-7.84%

-12.70%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.14%

-0.35%

Volatility

DFQTX vs. DFCEX - Volatility Comparison

The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 4.27%, while DFA Emerging Markets Core Equity Fund (DFCEX) has a volatility of 7.12%. 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

4.27%

7.12%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

10.75%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

15.12%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

14.32%

+2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

15.76%

+2.49%