DFQTX vs. DFIVX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA International Value Portfolio (DFIVX).
DFQTX is managed by Dimensional. DFIVX is managed by Dimensional. It was launched on Feb 14, 1994.
Performance
DFQTX vs. DFIVX - Performance Comparison
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DFQTX vs. DFIVX - 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% |
DFIVX DFA International Value Portfolio | 2.99% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than DFIVX's 2.99% return. Over the past 10 years, DFQTX has outperformed DFIVX with an annualized return of 12.61%, while DFIVX has yielded a comparatively lower 11.29% 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%
DFIVX
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
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DFQTX vs. DFIVX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DFIVX's 0.30% expense ratio.
Return for Risk
DFQTX vs. DFIVX — Risk / Return Rank
DFQTX
DFIVX
DFQTX vs. DFIVX - 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 Value Portfolio (DFIVX). 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 | DFIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 2.03 | -1.08 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.59 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.40 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.56 | -1.56 |
Martin ratioReturn relative to average drawdown | 4.74 | 11.62 | -6.89 |
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 | DFIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.03 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.87 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.63 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.38 | +0.10 |
Correlation
The correlation between DFQTX and DFIVX is 0.79, 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. DFIVX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than DFIVX's 4.09% 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% |
DFIVX DFA International Value Portfolio | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
Drawdowns
DFQTX vs. DFIVX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, smaller than the maximum DFIVX drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFIVX.
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Drawdown Indicators
| DFQTX | DFIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -66.61% | +7.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -11.99% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -25.29% | +2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -48.11% | +10.90% |
Current DrawdownCurrent decline from peak | -8.47% | -8.44% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -12.30% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.75% | +0.04% |
Volatility
DFQTX vs. DFIVX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 4.27%, while DFA International Value Portfolio (DFIVX) has a volatility of 6.28%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DFIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 6.28% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 10.36% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 16.49% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 16.24% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 18.06% | +0.19% |