DFQTX vs. DHAMX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Centre American Select Equity Fund (DHAMX).
DFQTX is managed by Dimensional. DHAMX is managed by Centre Funds. It was launched on Dec 21, 2011.
Performance
DFQTX vs. DHAMX - Performance Comparison
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DFQTX vs. DHAMX - 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% |
DHAMX Centre American Select Equity Fund | 4.86% | 19.37% | 1.33% | 14.91% | -3.34% | 27.41% | 30.79% | 16.38% | -3.82% | 25.26% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than DHAMX's 4.86% return. Both investments have delivered pretty close results over the past 10 years, with DFQTX having a 12.61% annualized return and DHAMX not far ahead at 12.78%.
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%
DHAMX
- 1D
- -1.20%
- 1M
- -8.07%
- YTD
- 4.86%
- 6M
- 13.32%
- 1Y
- 32.49%
- 3Y*
- 11.47%
- 5Y*
- 10.62%
- 10Y*
- 12.78%
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DFQTX vs. DHAMX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DHAMX's 1.46% expense ratio.
Return for Risk
DFQTX vs. DHAMX — Risk / Return Rank
DFQTX
DHAMX
DFQTX vs. DHAMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Centre American Select Equity Fund (DHAMX). 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 | DHAMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.69 | -0.74 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.37 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.65 | -1.65 |
Martin ratioReturn relative to average drawdown | 4.74 | 9.91 | -5.17 |
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 | DHAMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.69 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.61 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.74 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.80 | -0.32 |
Correlation
The correlation between DFQTX and DHAMX is 0.87, 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. DHAMX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than DHAMX's 34.38% 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% |
DHAMX Centre American Select Equity Fund | 34.38% | 36.05% | 0.00% | 2.58% | 1.37% | 16.31% | 4.52% | 9.94% | 22.37% | 13.14% | 3.57% | 11.03% |
Drawdowns
DFQTX vs. DHAMX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for DFQTX and DHAMX.
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Drawdown Indicators
| DFQTX | DHAMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -28.47% | -30.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -11.65% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -28.47% | +5.83% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -28.47% | -8.74% |
Current DrawdownCurrent decline from peak | -8.47% | -9.84% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -4.19% | -3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.11% | -0.32% |
Volatility
DFQTX vs. DHAMX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 4.27%, while Centre American Select Equity Fund (DHAMX) has a volatility of 5.11%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than DHAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DHAMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 5.11% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 12.36% | -3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 19.74% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 17.61% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 17.25% | +1.00% |