DFQTX vs. DURPX

In the year-to-date period, DFQTX achieves a 0.36% return, which is significantly lower than DURPX's 1.40% return.

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DFQTX has a 0.19% expense ratio, which is lower than DURPX's 0.23% 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%.

This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and DFA US High Relative Profitability Portfolio (DURPX). 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.

The current DFQTX Sharpe Ratio is 0.46, which is comparable to the DURPX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of DFQTX and DURPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFQTX's dividend yield for the trailing twelve months is around 1.17%, which matches DURPX's 1.17% yield.

The maximum DFQTX drawdown since its inception was -59.35%, which is greater than DURPX's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for DFQTX and DURPX. For additional features, visit the drawdowns tool.

DFA US Core Equity 2 Portfolio I (DFQTX) and DFA US High Relative Profitability Portfolio (DURPX) have volatilities of 5.97% and 5.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.