DFQTX vs. DFLVX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA U.S. Large Cap Value Portfolio (DFLVX).
DFQTX is managed by Dimensional. DFLVX is managed by Dimensional. It was launched on Feb 19, 1993.
Performance
DFQTX vs. DFLVX - Performance Comparison
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DFQTX vs. DFLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
DFLVX DFA U.S. Large Cap Value Portfolio | 4.08% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
Returns By Period
In the year-to-date period, DFQTX achieves a -1.39% return, which is significantly lower than DFLVX's 4.08% return. Over the past 10 years, DFQTX has outperformed DFLVX with an annualized return of 12.92%, while DFLVX has yielded a comparatively lower 11.15% annualized return.
DFQTX
- 1D
- 2.74%
- 1M
- -5.00%
- YTD
- -1.39%
- 6M
- 0.96%
- 1Y
- 18.95%
- 3Y*
- 16.80%
- 5Y*
- 10.55%
- 10Y*
- 12.92%
DFLVX
- 1D
- 1.90%
- 1M
- -3.73%
- YTD
- 4.08%
- 6M
- 8.89%
- 1Y
- 18.62%
- 3Y*
- 14.87%
- 5Y*
- 10.06%
- 10Y*
- 11.15%
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DFQTX vs. DFLVX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DFLVX's 0.22% 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. DFLVX — Risk / Return Rank
DFQTX
DFLVX
DFQTX vs. DFLVX - 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 U.S. Large Cap Value Portfolio (DFLVX). 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 | DFLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.13 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.63 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.40 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.35 | 6.16 | +0.19 |
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 | DFLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.13 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.64 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.61 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.51 | -0.03 |
Correlation
The correlation between DFQTX and DFLVX is 0.95, 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. DFLVX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.09%, less than DFLVX's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.09% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
DFLVX DFA U.S. Large Cap Value Portfolio | 1.62% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
Drawdowns
DFQTX vs. DFLVX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, smaller than the maximum DFLVX drawdown of -65.65%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFLVX.
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Drawdown Indicators
| DFQTX | DFLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -65.65% | +6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -12.28% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -19.83% | -2.81% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -41.79% | +4.58% |
Current DrawdownCurrent decline from peak | -5.96% | -4.06% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -8.52% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.80% | -0.07% |
Volatility
DFQTX vs. DFLVX - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 5.24% compared to DFA U.S. Large Cap Value Portfolio (DFLVX) at 4.16%. This indicates that DFQTX's price experiences larger fluctuations and is considered to be riskier than DFLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DFLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 4.16% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 8.48% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 16.53% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 15.95% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 18.40% | -0.13% |