DFQTX vs. QUERX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
DFQTX is managed by Dimensional. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
DFQTX vs. QUERX - Performance Comparison
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DFQTX vs. QUERX - 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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 22.22% |
Returns By Period
In the year-to-date period, DFQTX achieves a -1.39% return, which is significantly lower than QUERX's 1.76% return. Over the past 10 years, DFQTX has outperformed QUERX with an annualized return of 12.92%, while QUERX has yielded a comparatively lower 10.65% 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%
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
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DFQTX vs. QUERX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than QUERX's 0.31% expense ratio.
Return for Risk
DFQTX vs. QUERX — Risk / Return Rank
DFQTX
QUERX
DFQTX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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 | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.34 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.63 | 0.56 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.08 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.45 | +0.90 |
Martin ratioReturn relative to average drawdown | 6.35 | 2.06 | +4.29 |
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 | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.34 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.53 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.70 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.70 | -0.22 |
Correlation
The correlation between DFQTX and QUERX is 0.86, 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. QUERX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.09%, less than QUERX's 22.46% 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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
DFQTX vs. QUERX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for DFQTX and QUERX.
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Drawdown Indicators
| DFQTX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -30.81% | -28.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -8.92% | -3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -22.04% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -30.81% | -6.40% |
Current DrawdownCurrent decline from peak | -5.96% | -4.33% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -3.95% | -3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.95% | +0.78% |
Volatility
DFQTX vs. QUERX - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 5.24% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that DFQTX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 2.81% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 5.75% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 12.05% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 13.08% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 15.23% | +3.04% |