DFQTX vs. RCKSX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Rock Oak Core Growth Fund (RCKSX).
DFQTX is managed by Dimensional. RCKSX is managed by Oak Associates. It was launched on Dec 31, 2004.
Performance
DFQTX vs. RCKSX - Performance Comparison
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DFQTX vs. RCKSX - 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% |
RCKSX Rock Oak Core Growth Fund | 6.05% | 12.99% | 15.12% | 15.57% | -18.09% | 9.96% | 13.75% | 19.05% | -2.14% | 22.69% |
Returns By Period
In the year-to-date period, DFQTX achieves a -1.39% return, which is significantly lower than RCKSX's 6.05% return. Over the past 10 years, DFQTX has outperformed RCKSX with an annualized return of 12.92%, while RCKSX has yielded a comparatively lower 10.21% 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%
RCKSX
- 1D
- -0.32%
- 1M
- -3.25%
- YTD
- 6.05%
- 6M
- 6.54%
- 1Y
- 20.26%
- 3Y*
- 16.53%
- 5Y*
- 5.89%
- 10Y*
- 10.21%
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DFQTX vs. RCKSX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than RCKSX's 1.25% expense ratio.
Return for Risk
DFQTX vs. RCKSX — Risk / Return Rank
DFQTX
RCKSX
DFQTX vs. RCKSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Rock Oak Core Growth Fund (RCKSX). 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 | RCKSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.33 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.96 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.76 | -0.40 |
Martin ratioReturn relative to average drawdown | 6.35 | 9.21 | -2.86 |
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 | RCKSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.33 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.38 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.58 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.36 | +0.12 |
Correlation
The correlation between DFQTX and RCKSX 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. RCKSX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.09%, less than RCKSX's 5.90% 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% |
RCKSX Rock Oak Core Growth Fund | 5.90% | 6.26% | 0.47% | 0.71% | 1.00% | 4.31% | 16.56% | 3.18% | 0.59% | 5.91% | 0.70% | 3.21% |
Drawdowns
DFQTX vs. RCKSX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum RCKSX drawdown of -57.88%. Use the drawdown chart below to compare losses from any high point for DFQTX and RCKSX.
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Drawdown Indicators
| DFQTX | RCKSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -57.88% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -11.29% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -23.50% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -33.10% | -4.11% |
Current DrawdownCurrent decline from peak | -5.96% | -3.25% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -9.58% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.15% | +0.58% |
Volatility
DFQTX vs. RCKSX - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 5.24% compared to Rock Oak Core Growth Fund (RCKSX) at 3.42%. This indicates that DFQTX's price experiences larger fluctuations and is considered to be riskier than RCKSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | RCKSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 3.42% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 8.76% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 16.37% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 15.77% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 17.58% | +0.69% |