DFQTX vs. DFSTX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA U.S. Small Cap Portfolio (DFSTX).
DFQTX is managed by Dimensional. DFSTX is managed by Dimensional. It was launched on Mar 19, 1992.
Performance
DFQTX vs. DFSTX - Performance Comparison
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DFQTX vs. DFSTX - 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% |
DFSTX DFA U.S. Small Cap Portfolio | -0.13% | 8.07% | 11.50% | 17.66% | -13.50% | 30.50% | 11.19% | 21.78% | -13.20% | 11.19% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than DFSTX's -0.13% return. Over the past 10 years, DFQTX has outperformed DFSTX with an annualized return of 12.61%, while DFSTX has yielded a comparatively lower 9.69% 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%
DFSTX
- 1D
- -0.91%
- 1M
- -7.67%
- YTD
- -0.13%
- 6M
- 1.57%
- 1Y
- 17.08%
- 3Y*
- 11.14%
- 5Y*
- 6.19%
- 10Y*
- 9.69%
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DFQTX vs. DFSTX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DFSTX's 0.27% 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. DFSTX — Risk / Return Rank
DFQTX
DFSTX
DFQTX vs. DFSTX - 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. Small Cap Portfolio (DFSTX). 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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.80 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.27 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.03 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.74 | 4.16 | +0.58 |
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 | DFSTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.80 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.30 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.44 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.48 | -0.01 |
Correlation
The correlation between DFQTX and DFSTX 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. DFSTX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, more than DFSTX's 1.09% 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% |
DFSTX DFA U.S. Small Cap Portfolio | 1.09% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
Drawdowns
DFQTX vs. DFSTX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum DFSTX drawdown of -60.99%. Use the drawdown chart below to compare losses from any high point for DFQTX and DFSTX.
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Drawdown Indicators
| DFQTX | DFSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -60.99% | +1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -13.92% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -25.91% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -44.78% | +7.57% |
Current DrawdownCurrent decline from peak | -8.47% | -9.09% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -8.80% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.47% | -0.68% |
Volatility
DFQTX vs. DFSTX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 4.27%, while DFA U.S. Small Cap Portfolio (DFSTX) has a volatility of 5.43%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than DFSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DFSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 5.43% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 12.19% | -3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 21.77% | -3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 20.61% | -3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 22.06% | -3.81% |