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DFQTX vs. DFRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFQTX vs. DFRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US Core Equity 2 Portfolio I (DFQTX) and DFA Asia Pacific Small Company (DFRSX). The values are adjusted to include any dividend payments, if applicable.

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DFQTX vs. DFRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DFRSX
DFA Asia Pacific Small Company
-2.28%34.73%0.27%3.99%-16.96%12.59%14.24%13.30%-15.48%25.17%

Returns By Period

In the year-to-date period, DFQTX achieves a -1.39% return, which is significantly higher than DFRSX's -2.28% return. Over the past 10 years, DFQTX has outperformed DFRSX with an annualized return of 12.92%, while DFRSX has yielded a comparatively lower 6.28% 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%

DFRSX

1D
2.44%
1M
-9.65%
YTD
-2.28%
6M
-0.96%
1Y
30.26%
3Y*
10.58%
5Y*
3.81%
10Y*
6.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFQTX vs. DFRSX - Expense Ratio Comparison

DFQTX has a 0.19% expense ratio, which is lower than DFRSX's 0.42% expense ratio.


Return for Risk

DFQTX vs. DFRSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFQTX
DFQTX Risk / Return Rank: 6060
Overall Rank
DFQTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DFQTX Sortino Ratio Rank: 6161
Sortino Ratio Rank
DFQTX Omega Ratio Rank: 6262
Omega Ratio Rank
DFQTX Calmar Ratio Rank: 5454
Calmar Ratio Rank
DFQTX Martin Ratio Rank: 6565
Martin Ratio Rank

DFRSX
DFRSX Risk / Return Rank: 7777
Overall Rank
DFRSX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DFRSX Sortino Ratio Rank: 7979
Sortino Ratio Rank
DFRSX Omega Ratio Rank: 8080
Omega Ratio Rank
DFRSX Calmar Ratio Rank: 7676
Calmar Ratio Rank
DFRSX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFQTX vs. DFRSX - 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 Asia Pacific Small Company (DFRSX). 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.


DFQTXDFRSXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.65

-0.57

Sortino ratio

Return per unit of downside risk

1.63

2.14

-0.50

Omega ratio

Gain probability vs. loss probability

1.25

1.33

-0.09

Calmar ratio

Return relative to maximum drawdown

1.35

2.00

-0.64

Martin ratio

Return relative to average drawdown

6.35

7.17

-0.82

DFQTX vs. DFRSX - Sharpe Ratio Comparison

The current DFQTX Sharpe Ratio is 1.08, which is lower than the DFRSX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DFQTX and DFRSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFQTXDFRSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.65

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.22

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.37

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.32

+0.16

Correlation

The correlation between DFQTX and DFRSX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFQTX vs. DFRSX - Dividend Comparison

DFQTX's dividend yield for the trailing twelve months is around 1.09%, less than DFRSX's 5.03% yield.


TTM20252024202320222021202020192018201720162015
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%
DFRSX
DFA Asia Pacific Small Company
5.03%4.92%4.66%4.70%9.99%12.82%2.91%4.56%3.48%4.01%3.79%3.96%

Drawdowns

DFQTX vs. DFRSX - Drawdown Comparison

The maximum DFQTX drawdown since its inception was -59.35%, smaller than the maximum DFRSX drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFRSX.


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Drawdown Indicators


DFQTXDFRSXDifference

Max Drawdown

Largest peak-to-trough decline

-59.35%

-69.06%

+9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-14.20%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-30.18%

+7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.21%

-46.25%

+9.04%

Current Drawdown

Current decline from peak

-5.96%

-12.11%

+6.15%

Average Drawdown

Average peak-to-trough decline

-7.84%

-17.28%

+9.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.95%

-1.22%

Volatility

DFQTX vs. DFRSX - Volatility Comparison

The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 5.24%, while DFA Asia Pacific Small Company (DFRSX) has a volatility of 6.80%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than DFRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFQTXDFRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

6.80%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

12.26%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

18.66%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

17.17%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

16.99%

+1.28%