DFQTX vs. VFFSX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX).
DFQTX is managed by Dimensional. VFFSX is managed by Vanguard.
Performance
DFQTX vs. VFFSX - Performance Comparison
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DFQTX vs. VFFSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | -4.02% | 15.99% | 20.27% | 21.88% | -14.21% | 28.46% | 15.72% | 29.41% | -9.65% | 17.26% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | -7.06% | 17.87% | 25.00% | 26.28% | -18.14% | 29.24% | 18.35% | 31.88% | -4.42% | 20.80% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly higher than VFFSX's -7.06% return.
DFQTX
- 1D
- -0.54%
- 1M
- -7.31%
- YTD
- -4.02%
- 6M
- -1.55%
- 1Y
- 16.25%
- 3Y*
- 15.75%
- 5Y*
- 10.23%
- 10Y*
- 12.61%
VFFSX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.59%
- 1Y
- 14.44%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
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DFQTX vs. VFFSX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is higher than VFFSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFQTX vs. VFFSX — Risk / Return Rank
DFQTX
VFFSX
DFQTX vs. VFFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.84 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.30 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.06 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.74 | 5.14 | -0.41 |
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 | VFFSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.84 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.75 | -0.27 |
Correlation
The correlation between DFQTX and VFFSX is 0.95, 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. VFFSX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than VFFSX's 1.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFQTX DFA US Core Equity 2 Portfolio I | 1.12% | 1.06% | 1.15% | 1.74% | 4.43% | 4.74% | 1.29% | 3.50% | 2.84% | 1.97% | 1.80% | 3.78% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.24% | 1.14% | 1.24% | 1.46% | 1.70% | 1.61% | 1.56% | 2.15% | 2.09% | 1.81% | 0.00% | 0.00% |
Drawdowns
DFQTX vs. VFFSX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than VFFSX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for DFQTX and VFFSX.
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Drawdown Indicators
| DFQTX | VFFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -33.82% | -25.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -12.12% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -24.51% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | — | — |
Current DrawdownCurrent decline from peak | -8.47% | -8.90% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -4.57% | -3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.49% | +0.30% |
Volatility
DFQTX vs. VFFSX - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX) have volatilities of 4.27% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | VFFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.24% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 9.08% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 18.13% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 16.86% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 18.50% | -0.25% |