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DFQTX vs. DFEOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFQTX and DFEOX is 0.96, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

DFQTX vs. DFEOX - 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 US Core Equity 1 Portfolio I (DFEOX). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
402.23%
470.44%
DFQTX
DFEOX

Key characteristics

Sharpe Ratio

DFQTX:

0.36

DFEOX:

0.40

Sortino Ratio

DFQTX:

0.63

DFEOX:

0.69

Omega Ratio

DFQTX:

1.09

DFEOX:

1.10

Calmar Ratio

DFQTX:

0.35

DFEOX:

0.40

Martin Ratio

DFQTX:

1.39

DFEOX:

1.61

Ulcer Index

DFQTX:

4.98%

DFEOX:

4.77%

Daily Std Dev

DFQTX:

19.45%

DFEOX:

19.35%

Max Drawdown

DFQTX:

-59.35%

DFEOX:

-56.77%

Current Drawdown

DFQTX:

-11.77%

DFEOX:

-11.13%

Returns By Period

The year-to-date returns for both investments are quite close, with DFQTX having a -6.99% return and DFEOX slightly higher at -6.69%. Over the past 10 years, DFQTX has underperformed DFEOX with an annualized return of 8.70%, while DFEOX has yielded a comparatively higher 9.75% annualized return.


DFQTX

YTD

-6.99%

1M

-5.43%

6M

-6.69%

1Y

5.66%

5Y*

14.92%

10Y*

8.70%

DFEOX

YTD

-6.69%

1M

-5.18%

6M

-6.14%

1Y

6.41%

5Y*

15.17%

10Y*

9.75%

*Annualized

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DFQTX vs. DFEOX - Expense Ratio Comparison

DFQTX has a 0.19% expense ratio, which is higher than DFEOX's 0.14% 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%.


Expense ratio chart for DFQTX: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFQTX: 0.19%
Expense ratio chart for DFEOX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFEOX: 0.14%

Risk-Adjusted Performance

DFQTX vs. DFEOX — Risk-Adjusted Performance Rank

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

DFQTX
The Risk-Adjusted Performance Rank of DFQTX is 5050
Overall Rank
The Sharpe Ratio Rank of DFQTX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of DFQTX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DFQTX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of DFQTX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of DFQTX is 5050
Martin Ratio Rank

DFEOX
The Risk-Adjusted Performance Rank of DFEOX is 5353
Overall Rank
The Sharpe Ratio Rank of DFEOX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of DFEOX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of DFEOX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of DFEOX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of DFEOX is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFQTX vs. DFEOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and DFA US Core Equity 1 Portfolio I (DFEOX). 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.


The chart of Sharpe ratio for DFQTX, currently valued at 0.36, compared to the broader market-1.000.001.002.003.00
DFQTX: 0.36
DFEOX: 0.40
The chart of Sortino ratio for DFQTX, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
DFQTX: 0.63
DFEOX: 0.69
The chart of Omega ratio for DFQTX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
DFQTX: 1.09
DFEOX: 1.10
The chart of Calmar ratio for DFQTX, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.00
DFQTX: 0.35
DFEOX: 0.40
The chart of Martin ratio for DFQTX, currently valued at 1.39, compared to the broader market0.0010.0020.0030.0040.0050.00
DFQTX: 1.39
DFEOX: 1.61

The current DFQTX Sharpe Ratio is 0.36, which is comparable to the DFEOX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of DFQTX and DFEOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.36
0.40
DFQTX
DFEOX

Dividends

DFQTX vs. DFEOX - Dividend Comparison

DFQTX's dividend yield for the trailing twelve months is around 1.26%, more than DFEOX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
DFQTX
DFA US Core Equity 2 Portfolio I
1.26%1.15%1.74%4.43%4.74%1.29%3.50%2.84%2.52%2.28%3.78%2.17%
DFEOX
DFA US Core Equity 1 Portfolio I
1.23%1.13%1.43%1.57%1.12%1.36%1.41%1.67%1.58%1.72%1.74%1.48%

Drawdowns

DFQTX vs. DFEOX - Drawdown Comparison

The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum DFEOX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFEOX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.77%
-11.13%
DFQTX
DFEOX

Volatility

DFQTX vs. DFEOX - Volatility Comparison

DFA US Core Equity 2 Portfolio I (DFQTX) and DFA US Core Equity 1 Portfolio I (DFEOX) have volatilities of 14.05% and 14.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.05%
14.04%
DFQTX
DFEOX