DFQTX vs. FLPSX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Fidelity Low-Priced Stock Fund (FLPSX).
DFQTX is managed by Dimensional Fund Advisors LP. FLPSX is managed by T. Rowe Price. It was launched on Dec 27, 1989.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFQTX or FLPSX.
Key characteristics
| DFQTX | FLPSX | |
|---|---|---|
| YTD Return | 19.91% | 8.57% |
| 1Y Return | 33.12% | 20.09% |
| 3Y Return (Ann) | 8.12% | 5.71% |
| 5Y Return (Ann) | 14.32% | 11.02% |
| 10Y Return (Ann) | 11.53% | 9.24% |
| Sharpe Ratio | 2.61 | 1.69 |
| Sortino Ratio | 3.52 | 2.37 |
| Omega Ratio | 1.48 | 1.30 |
| Calmar Ratio | 4.00 | 2.80 |
| Martin Ratio | 16.50 | 9.72 |
| Ulcer Index | 1.99% | 2.18% |
| Daily Std Dev | 12.58% | 12.47% |
| Max Drawdown | -59.35% | -52.95% |
| Current Drawdown | -1.43% | -3.46% |
Correlation
The correlation between DFQTX and FLPSX is 0.92, 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.
Performance
DFQTX vs. FLPSX - Performance Comparison
In the year-to-date period, DFQTX achieves a 19.91% return, which is significantly higher than FLPSX's 8.57% return. Over the past 10 years, DFQTX has outperformed FLPSX with an annualized return of 11.53%, while FLPSX has yielded a comparatively lower 9.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFQTX vs. FLPSX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than FLPSX's 0.82% expense ratio.
Risk-Adjusted Performance
DFQTX vs. FLPSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Fidelity Low-Priced Stock Fund (FLPSX). 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.
Dividends
DFQTX vs. FLPSX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.50%, less than FLPSX's 15.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.50% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 2.52% | 2.28% | 3.78% | 2.17% | 2.29% |
FLPSX Fidelity Low-Priced Stock Fund | 15.04% | 18.29% | 9.45% | 12.11% | 11.14% | 8.14% | 13.45% | 8.91% | 4.85% | 5.15% | 6.91% | 7.46% |
Drawdowns
DFQTX vs. FLPSX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than FLPSX's maximum drawdown of -52.95%. Use the drawdown chart below to compare losses from any high point for DFQTX and FLPSX. For additional features, visit the drawdowns tool.
Volatility
DFQTX vs. FLPSX - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 3.12% compared to Fidelity Low-Priced Stock Fund (FLPSX) at 2.82%. This indicates that DFQTX's price experiences larger fluctuations and is considered to be riskier than FLPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.