DFQTX vs. DISVX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and DFA International Small Cap Value Portfolio (DISVX).
DFQTX is managed by Dimensional. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DFQTX vs. DISVX - Performance Comparison
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DFQTX vs. DISVX - 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% |
DISVX DFA International Small Cap Value Portfolio | 0.00% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Returns By Period
Over the past 10 years, DFQTX has outperformed DISVX with an annualized return of 12.61%, while DISVX has yielded a comparatively lower 10.01% 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%
DISVX
- 1D
- -0.35%
- 1M
- -12.61%
- YTD
- 0.00%
- 6M
- 7.44%
- 1Y
- 37.90%
- 3Y*
- 21.91%
- 5Y*
- 13.28%
- 10Y*
- 10.01%
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DFQTX vs. DISVX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DFQTX vs. DISVX — Risk / Return Rank
DFQTX
DISVX
DFQTX vs. DISVX - 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 International Small Cap Value Portfolio (DISVX). 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 | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 2.26 | -1.31 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.78 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.45 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.59 | -1.59 |
Martin ratioReturn relative to average drawdown | 4.74 | 10.39 | -5.66 |
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 | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.26 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.84 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.60 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.50 | -0.03 |
Correlation
The correlation between DFQTX and DISVX is 0.74, 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. DISVX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than DISVX's 7.21% 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% |
DISVX DFA International Small Cap Value Portfolio | 7.21% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
Drawdowns
DFQTX vs. DISVX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFQTX and DISVX.
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Drawdown Indicators
| DFQTX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -61.57% | +2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -13.26% | +0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -27.43% | +4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -49.24% | +12.03% |
Current DrawdownCurrent decline from peak | -8.47% | -12.61% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -12.24% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.30% | -0.51% |
Volatility
DFQTX vs. DISVX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 4.27%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 6.40% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 10.69% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 16.28% | +1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 15.93% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 16.71% | +1.54% |