DFQTX vs. DFCEX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA Emerging Markets Core Equity Fund (DFCEX).
DFQTX is managed by Dimensional. DFCEX is managed by Dimensional. It was launched on Apr 4, 2005.
Performance
DFQTX vs. DFCEX - Performance Comparison
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DFQTX vs. DFCEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DFQTX
DFCEX
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.
| DFQTX | DFCEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.87 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.43 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.36 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.12 | -1.12 |
Martin ratioReturn relative to average drawdown | 4.74 | 8.20 | -3.46 |
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 | DFCEX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| DFQTX | DFCEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.47% | -12.12% | +3.65% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -12.70% | +4.86% |
Ulcer IndexDepth 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
| DFQTX | DFCEX | Difference | |
|---|---|---|---|
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% |