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 Fund Advisors LP. DFEOX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFQTX or DFEOX.
Key characteristics
| DFQTX | DFEOX | |
|---|---|---|
| YTD Return | 19.91% | 20.58% |
| 1Y Return | 33.12% | 33.34% |
| 3Y Return (Ann) | 8.12% | 8.33% |
| 5Y Return (Ann) | 14.32% | 14.43% |
| 10Y Return (Ann) | 11.53% | 12.08% |
| Sharpe Ratio | 2.61 | 2.67 |
| Sortino Ratio | 3.52 | 3.59 |
| Omega Ratio | 1.48 | 1.49 |
| Calmar Ratio | 4.00 | 4.00 |
| Martin Ratio | 16.50 | 16.95 |
| Ulcer Index | 1.99% | 1.96% |
| Daily Std Dev | 12.58% | 12.42% |
| Max Drawdown | -59.35% | -56.78% |
| Current Drawdown | -1.43% | -1.42% |
Correlation
The correlation between DFQTX and DFEOX is 0.99, 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.
Performance
DFQTX vs. DFEOX - Performance Comparison
The year-to-date returns for both investments are quite close, with DFQTX having a 19.91% return and DFEOX slightly higher at 20.58%. Both investments have delivered pretty close results over the past 10 years, with DFQTX having a 11.53% annualized return and DFEOX not far ahead at 12.08%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
DFQTX vs. DFEOX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.50%, more than DFEOX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.50% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 2.52% | 2.28% | 3.78% | 2.17% | 2.29% |
DFEOX DFA US Core Equity 1 Portfolio I | 1.22% | 1.43% | 4.08% | 3.69% | 1.36% | 3.02% | 2.37% | 2.13% | 2.16% | 2.98% | 1.92% | 1.81% |
Drawdowns
DFQTX vs. DFEOX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum DFEOX drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFEOX. For additional features, visit the drawdowns tool.
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 3.12% and 3.06%, 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.