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DFQTX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFQTX and VOO 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.


-0.50.00.51.0
Correlation: 1.0

Performance

DFQTX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
381.83%
557.08%
DFQTX
VOO

Key characteristics

Sharpe Ratio

DFQTX:

0.31

VOO:

0.54

Sortino Ratio

DFQTX:

0.57

VOO:

0.88

Omega Ratio

DFQTX:

1.08

VOO:

1.13

Calmar Ratio

DFQTX:

0.30

VOO:

0.55

Martin Ratio

DFQTX:

1.19

VOO:

2.27

Ulcer Index

DFQTX:

5.03%

VOO:

4.55%

Daily Std Dev

DFQTX:

19.45%

VOO:

19.19%

Max Drawdown

DFQTX:

-59.35%

VOO:

-33.99%

Current Drawdown

DFQTX:

-11.47%

VOO:

-9.90%

Returns By Period

In the year-to-date period, DFQTX achieves a -6.68% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, DFQTX has underperformed VOO with an annualized return of 8.69%, while VOO has yielded a comparatively higher 12.07% annualized return.


DFQTX

YTD

-6.68%

1M

-4.28%

6M

-6.18%

1Y

6.48%

5Y*

14.98%

10Y*

8.69%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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DFQTX vs. VOO - Expense Ratio Comparison

DFQTX has a 0.19% expense ratio, which is higher than VOO's 0.03% 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%.


Expense ratio chart for DFQTX: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFQTX: 0.19%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

DFQTX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFQTX
The Risk-Adjusted Performance Rank of DFQTX is 4343
Overall Rank
The Sharpe Ratio Rank of DFQTX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DFQTX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of DFQTX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DFQTX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DFQTX is 4343
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFQTX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for DFQTX, currently valued at 0.31, compared to the broader market-1.000.001.002.003.00
DFQTX: 0.31
VOO: 0.54
The chart of Sortino ratio for DFQTX, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.00
DFQTX: 0.57
VOO: 0.88
The chart of Omega ratio for DFQTX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
DFQTX: 1.08
VOO: 1.13
The chart of Calmar ratio for DFQTX, currently valued at 0.30, compared to the broader market0.002.004.006.008.0010.00
DFQTX: 0.30
VOO: 0.55
The chart of Martin ratio for DFQTX, currently valued at 1.19, compared to the broader market0.0010.0020.0030.0040.0050.00
DFQTX: 1.19
VOO: 2.27

The current DFQTX Sharpe Ratio is 0.31, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DFQTX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.31
0.54
DFQTX
VOO

Dividends

DFQTX vs. VOO - Dividend Comparison

DFQTX's dividend yield for the trailing twelve months is around 1.26%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
DFQTX
DFA US Core Equity 2 Portfolio I
1.26%1.15%1.34%1.51%1.10%1.30%1.39%1.64%1.58%1.61%1.73%1.49%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DFQTX vs. VOO - Drawdown Comparison

The maximum DFQTX drawdown since its inception was -59.35%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFQTX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.47%
-9.90%
DFQTX
VOO

Volatility

DFQTX vs. VOO - Volatility Comparison

DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.05% and 13.96%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.05%
13.96%
DFQTX
VOO