DFQTX vs. DFIEX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA International Core Equity Portfolio I (DFIEX).
DFQTX is managed by Dimensional. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
DFQTX vs. DFIEX - Performance Comparison
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DFQTX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than DFIEX's -0.21% return. Over the past 10 years, DFQTX has outperformed DFIEX with an annualized return of 12.61%, while DFIEX has yielded a comparatively lower 9.31% 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%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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DFQTX vs. DFIEX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DFIEX's 0.24% expense ratio. Despite the difference, 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. DFIEX — Risk / Return Rank
DFQTX
DFIEX
DFQTX vs. DFIEX - 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 International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.66 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.18 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.16 | -1.16 |
Martin ratioReturn relative to average drawdown | 4.74 | 8.72 | -3.99 |
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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.66 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.58 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.57 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.34 | +0.13 |
Correlation
The correlation between DFQTX and DFIEX is 0.80, 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. DFIEX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than DFIEX's 3.24% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
DFQTX vs. DFIEX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFIEX.
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Drawdown Indicators
| DFQTX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -62.22% | +2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -11.01% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -28.66% | +6.02% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -41.04% | +3.83% |
Current DrawdownCurrent decline from peak | -8.47% | -10.45% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -12.26% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.84% | -0.05% |
Volatility
DFQTX vs. DFIEX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 4.27%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 6.26% | -1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 10.04% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 15.66% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 15.60% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 16.32% | +1.93% |