DFQTX vs. VPMAX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
DFQTX is managed by Dimensional. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
DFQTX vs. VPMAX - Performance Comparison
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DFQTX vs. VPMAX - 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% | 18.26% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -5.86% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly higher than VPMAX's -5.86% return. Over the past 10 years, DFQTX has underperformed VPMAX with an annualized return of 12.61%, while VPMAX has yielded a comparatively higher 16.53% annualized 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%
VPMAX
- 1D
- -1.19%
- 1M
- -10.43%
- YTD
- -5.86%
- 6M
- 22.85%
- 1Y
- 46.58%
- 3Y*
- 25.38%
- 5Y*
- 14.62%
- 10Y*
- 16.53%
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DFQTX vs. VPMAX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than VPMAX's 0.31% expense ratio.
Return for Risk
DFQTX vs. VPMAX — Risk / Return Rank
DFQTX
VPMAX
DFQTX vs. VPMAX - 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 PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.64 | -0.69 |
Sortino ratioReturn per unit of downside risk | 1.45 | 3.07 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.44 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 3.21 | -2.21 |
Martin ratioReturn relative to average drawdown | 4.74 | 14.01 | -9.27 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.64 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.73 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.83 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.61 | -0.14 |
Correlation
The correlation between DFQTX and VPMAX 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. VPMAX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, less than VPMAX's 33.83% 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 33.83% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
DFQTX vs. VPMAX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for DFQTX and VPMAX.
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Drawdown Indicators
| DFQTX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -48.32% | -11.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -13.75% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -25.21% | +2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -32.65% | -4.56% |
Current DrawdownCurrent decline from peak | -8.47% | -11.72% | +3.25% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -6.61% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.15% | -0.36% |
Volatility
DFQTX vs. VPMAX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 4.27%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 5.57%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 5.57% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 21.87% | -13.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 28.87% | -10.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 20.12% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 20.09% | -1.84% |