DFQTX vs. MUHLX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Muhlenkamp Fund (MUHLX).
DFQTX is managed by Dimensional. MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988.
Performance
DFQTX vs. MUHLX - Performance Comparison
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DFQTX vs. MUHLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | -1.39% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 18.26% |
MUHLX Muhlenkamp Fund | 9.11% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% | -13.29% | 18.78% |
Returns By Period
In the year-to-date period, DFQTX achieves a -1.39% return, which is significantly lower than MUHLX's 9.11% return. Over the past 10 years, DFQTX has outperformed MUHLX with an annualized return of 12.92%, while MUHLX has yielded a comparatively lower 10.68% annualized return.
DFQTX
- 1D
- 2.74%
- 1M
- -5.00%
- YTD
- -1.39%
- 6M
- 0.96%
- 1Y
- 18.95%
- 3Y*
- 16.80%
- 5Y*
- 10.55%
- 10Y*
- 12.92%
MUHLX
- 1D
- 2.42%
- 1M
- -5.65%
- YTD
- 9.11%
- 6M
- 10.37%
- 1Y
- 22.96%
- 3Y*
- 14.41%
- 5Y*
- 12.05%
- 10Y*
- 10.68%
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DFQTX vs. MUHLX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than MUHLX's 1.14% expense ratio.
Return for Risk
DFQTX vs. MUHLX — Risk / Return Rank
DFQTX
MUHLX
DFQTX vs. MUHLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Muhlenkamp Fund (MUHLX). 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 | MUHLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.42 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.97 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.37 | -1.02 |
Martin ratioReturn relative to average drawdown | 6.35 | 8.57 | -2.22 |
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 | MUHLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.42 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.82 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.63 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.51 | -0.04 |
Correlation
The correlation between DFQTX and MUHLX is 0.90, 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. MUHLX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.09%, less than MUHLX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.09% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
MUHLX Muhlenkamp Fund | 3.06% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
Drawdowns
DFQTX vs. MUHLX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum MUHLX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for DFQTX and MUHLX.
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Drawdown Indicators
| DFQTX | MUHLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -62.05% | +2.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -10.23% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -18.63% | -4.01% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -40.85% | +3.64% |
Current DrawdownCurrent decline from peak | -5.96% | -5.65% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -10.81% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.83% | -0.10% |
Volatility
DFQTX vs. MUHLX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 5.24%, while Muhlenkamp Fund (MUHLX) has a volatility of 6.01%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than MUHLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | MUHLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 6.01% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 12.06% | -3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 16.85% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 14.77% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 17.04% | +1.23% |