DFQTX vs. DFEOX
DFQTX (DFA US Core Equity 2 Portfolio I) and DFEOX (DFA US Core Equity 1 Portfolio I) are both Large Cap Blend Equities funds from Dimensional. Over the past 10 years, DFQTX returned 14.14%/yr vs 14.54%/yr for DFEOX. With a 1.00 correlation, they move nearly in lockstep. DFQTX charges 0.19%/yr vs 0.14%/yr for DFEOX.
Performance
DFQTX vs. DFEOX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DFQTX having a 11.69% return and DFEOX slightly lower at 11.59%. Both investments have delivered pretty close results over the past 10 years, with DFQTX having a 14.14% annualized return and DFEOX not far ahead at 14.54%.
DFQTX
- 1D
- 0.94%
- 1M
- 1.40%
- YTD
- 11.69%
- 6M
- 10.66%
- 1Y
- 28.21%
- 3Y*
- 19.62%
- 5Y*
- 12.94%
- 10Y*
- 14.14%
DFEOX
- 1D
- 0.90%
- 1M
- 1.06%
- YTD
- 11.59%
- 6M
- 10.74%
- 1Y
- 27.74%
- 3Y*
- 19.90%
- 5Y*
- 13.12%
- 10Y*
- 14.54%
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 | 11.69% | 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 | 11.59% | 16.00% | 21.35% | 22.97% | -14.99% | 27.51% | 16.44% | 30.20% | -7.81% | 20.26% |
Correlation
The correlation between DFQTX and DFEOX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2005 | 1.00 |
The correlation between DFQTX and DFEOX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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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.
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.
| DFQTX | DFEOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 3.38 | -0.02 |
| Martin ratioReturn relative to average drawdown | 14.50 | 15.06 | -0.57 |
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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 | -8.47% | -8.28% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.71% | -19.24% | -0.47% |
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 | -0.67% | -0.68% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -7.18% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.85% | +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 4.34% and 4.29%, 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 | 4.34% | 4.29% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 9.46% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 11.89% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 16.95% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 18.03% | +0.26% |
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%.
Dividends
DFQTX vs. DFEOX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 0.96%, which matches DFEOX's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEOX DFA US Core Equity 1 Portfolio I | 0.96% | 1.06% | 1.13% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 1.61% | 1.61% | 2.98% |
DFQTX DFA US Core Equity 2 Portfolio I | 0.96% | 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
With a correlation of 1.00, DFQTX and DFEOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DFQTX has higher volatility (4.34%) compared to DFEOX (4.29%). In terms of maximum drawdown, DFQTX dropped -59.35% vs DFEOX's -56.77%.
DFEOX currently has the higher Sharpe Ratio (2.36 vs 2.35), 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.
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