DFQTX vs. DGCFX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA Global Core Plus Fixed Income Portfolio (DGCFX).
DFQTX is managed by Dimensional. DGCFX is managed by Dimensional. It was launched on Jan 10, 2018.
Performance
DFQTX vs. DGCFX - Performance Comparison
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DFQTX vs. DGCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -7.63% |
DGCFX DFA Global Core Plus Fixed Income Portfolio | -0.73% | 6.12% | 3.57% | 10.01% | -15.88% | -2.04% | 8.51% | 11.55% | 1.13% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than DGCFX's -0.73% 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%
DGCFX
- 1D
- 0.46%
- 1M
- -2.74%
- YTD
- -0.73%
- 6M
- -0.24%
- 1Y
- 3.73%
- 3Y*
- 5.03%
- 5Y*
- 0.56%
- 10Y*
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DFQTX vs. DGCFX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DGCFX's 0.25% 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. DGCFX — Risk / Return Rank
DFQTX
DGCFX
DFQTX vs. DGCFX - 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 Global Core Plus Fixed Income Portfolio (DGCFX). 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 | DGCFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.12 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.55 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.35 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.74 | 5.42 | -0.69 |
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 | DGCFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.12 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.10 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.02 |
Correlation
The correlation between DFQTX and DGCFX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DFQTX vs. DGCFX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than DGCFX's 4.85% 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% |
DGCFX DFA Global Core Plus Fixed Income Portfolio | 4.85% | 4.22% | 4.40% | 4.03% | 2.26% | 2.45% | 1.78% | 1.92% | 6.17% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFQTX vs. DGCFX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than DGCFX's maximum drawdown of -21.77%. Use the drawdown chart below to compare losses from any high point for DFQTX and DGCFX.
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Drawdown Indicators
| DFQTX | DGCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -21.77% | -37.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -3.19% | -9.54% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -21.77% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | — | — |
Current DrawdownCurrent decline from peak | -8.47% | -2.74% | -5.73% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -5.46% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 0.79% | +2.00% |
Volatility
DFQTX vs. DGCFX - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 4.27% compared to DFA Global Core Plus Fixed Income Portfolio (DGCFX) at 1.71%. This indicates that DFQTX's price experiences larger fluctuations and is considered to be riskier than DGCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DGCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 1.71% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 2.32% | +6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 3.58% | +14.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 5.42% | +11.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 4.93% | +13.32% |