DFQTX vs. DRIWX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Dimensional 2030 Target Date Retirement Income Fund (DRIWX).
DFQTX is managed by Dimensional. DRIWX is managed by Dimensional. It was launched on Nov 1, 2015.
Performance
DFQTX vs. DRIWX - Performance Comparison
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DFQTX vs. DRIWX - 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% |
DRIWX Dimensional 2030 Target Date Retirement Income Fund | -1.66% | 9.89% | 5.12% | 10.05% | -22.34% | 13.46% | 18.33% | 21.04% | -7.35% | 15.68% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than DRIWX's -1.66% return. Over the past 10 years, DFQTX has outperformed DRIWX with an annualized return of 12.61%, while DRIWX has yielded a comparatively lower 5.87% 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%
DRIWX
- 1D
- 0.67%
- 1M
- -5.04%
- YTD
- -1.66%
- 6M
- -1.03%
- 1Y
- 6.17%
- 3Y*
- 5.63%
- 5Y*
- 2.02%
- 10Y*
- 5.87%
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DFQTX vs. DRIWX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than DRIWX's 0.20% 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. DRIWX — Risk / Return Rank
DFQTX
DRIWX
DFQTX vs. DRIWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Dimensional 2030 Target Date Retirement Income Fund (DRIWX). 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 | DRIWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.75 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.08 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.96 | +0.04 |
Martin ratioReturn relative to average drawdown | 4.74 | 3.51 | +1.23 |
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 | DRIWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.75 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.19 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.58 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.61 | -0.14 |
Correlation
The correlation between DFQTX and DRIWX is 0.70, 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. DRIWX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than DRIWX's 7.09% 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% |
DRIWX Dimensional 2030 Target Date Retirement Income Fund | 7.09% | 6.89% | 6.04% | 4.10% | 6.63% | 5.81% | 3.93% | 2.39% | 2.45% | 1.33% | 1.40% | 0.00% |
Drawdowns
DFQTX vs. DRIWX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than DRIWX's maximum drawdown of -27.45%. Use the drawdown chart below to compare losses from any high point for DFQTX and DRIWX.
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Drawdown Indicators
| DFQTX | DRIWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -27.45% | -31.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -6.48% | -6.25% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -27.45% | +4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -27.45% | -9.76% |
Current DrawdownCurrent decline from peak | -8.47% | -5.11% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -6.44% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 1.78% | +1.01% |
Volatility
DFQTX vs. DRIWX - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 4.27% compared to Dimensional 2030 Target Date Retirement Income Fund (DRIWX) at 3.10%. This indicates that DFQTX's price experiences larger fluctuations and is considered to be riskier than DRIWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | DRIWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 3.10% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 4.85% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 9.11% | +8.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 10.65% | +6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 10.09% | +8.16% |