DFQTX vs. PAGRX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX).
DFQTX is managed by Dimensional. PAGRX is managed by Permanent Portfolio. It was launched on Jan 2, 1990.
Performance
DFQTX vs. PAGRX - Performance Comparison
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DFQTX vs. PAGRX - 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% |
PAGRX Permanent Portfolio Aggressive Growth Portfolio | -0.28% | 36.92% | 44.52% | 38.73% | -26.06% | 24.84% | 37.65% | 40.34% | -12.41% | 21.19% |
Returns By Period
In the year-to-date period, DFQTX achieves a -1.39% return, which is significantly lower than PAGRX's -0.28% return. Over the past 10 years, DFQTX has underperformed PAGRX with an annualized return of 12.92%, while PAGRX has yielded a comparatively higher 19.12% 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%
PAGRX
- 1D
- 3.71%
- 1M
- -5.53%
- YTD
- -0.28%
- 6M
- 4.30%
- 1Y
- 43.96%
- 3Y*
- 35.66%
- 5Y*
- 17.52%
- 10Y*
- 19.12%
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DFQTX vs. PAGRX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than PAGRX's 1.21% expense ratio.
Return for Risk
DFQTX vs. PAGRX — Risk / Return Rank
DFQTX
PAGRX
DFQTX vs. PAGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Permanent Portfolio Aggressive Growth Portfolio (PAGRX). 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 | PAGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.74 | -0.66 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.49 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 3.21 | -1.86 |
Martin ratioReturn relative to average drawdown | 6.35 | 16.28 | -9.93 |
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 | PAGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.74 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.72 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.78 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.53 | -0.05 |
Correlation
The correlation between DFQTX and PAGRX 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.
Dividends
DFQTX vs. PAGRX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.09%, more than PAGRX's 0.03% 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% |
PAGRX Permanent Portfolio Aggressive Growth Portfolio | 0.03% | 0.03% | 5.62% | 2.72% | 7.79% | 6.82% | 15.08% | 17.51% | 12.33% | 8.70% | 16.94% | 6.31% |
Drawdowns
DFQTX vs. PAGRX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than PAGRX's maximum drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for DFQTX and PAGRX.
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Drawdown Indicators
| DFQTX | PAGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -55.87% | -3.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -13.80% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -36.52% | +13.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -38.01% | +0.80% |
Current DrawdownCurrent decline from peak | -5.96% | -5.77% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -10.09% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.73% | 0.00% |
Volatility
DFQTX vs. PAGRX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 5.24%, while Permanent Portfolio Aggressive Growth Portfolio (PAGRX) has a volatility of 6.77%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than PAGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | PAGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 6.77% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 13.91% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 25.69% | -7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 24.53% | -7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 24.49% | -6.22% |