DFQTX vs. DFEOX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA US Core Equity 1 Portfolio I (DFEOX).
DFQTX is managed by Dimensional. DFEOX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFQTX vs. DFEOX - Performance Comparison
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DFQTX vs. DFEOX - 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% |
DFEOX DFA US Core Equity 1 Portfolio I | -4.34% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly higher than DFEOX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with DFQTX having a 12.61% annualized return and DFEOX not far ahead at 12.94%.
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%
DFEOX
- 1D
- -0.49%
- 1M
- -7.30%
- YTD
- -4.34%
- 6M
- -1.81%
- 1Y
- 15.78%
- 3Y*
- 16.13%
- 5Y*
- 10.46%
- 10Y*
- 12.94%
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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%.
Return for Risk
DFQTX vs. DFEOX — Risk / Return Rank
DFQTX
DFEOX
DFQTX vs. DFEOX - 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 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.
| DFQTX | DFEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.93 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.43 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.98 | +0.03 |
Martin ratioReturn relative to average drawdown | 4.74 | 4.74 | -0.01 |
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 | DFEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.93 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.62 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.72 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.51 | -0.03 |
Correlation
The correlation between DFQTX and DFEOX is 1.00, 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. DFEOX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, which matches DFEOX's 1.12% 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% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.12% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
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.
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Drawdown Indicators
| DFQTX | DFEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -56.77% | -2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -12.58% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -22.86% | +0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -36.55% | -0.66% |
Current DrawdownCurrent decline from peak | -8.47% | -8.28% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -7.25% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.69% | +0.10% |
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 4.27% and 4.20%, 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.
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Volatility by Period
| DFQTX | DFEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.20% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 8.49% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 17.87% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 16.88% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 17.98% | +0.27% |