DFQTX vs. VTHRX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and Vanguard Target Retirement 2030 Fund (VTHRX).
DFQTX is managed by Dimensional. VTHRX is managed by Vanguard. It was launched on Jun 7, 2006.
Performance
DFQTX vs. VTHRX - Performance Comparison
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DFQTX vs. VTHRX - 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% |
VTHRX Vanguard Target Retirement 2030 Fund | -1.04% | 16.25% | 10.43% | 16.24% | -16.28% | 11.37% | 14.11% | 21.08% | -5.85% | 15.24% |
Returns By Period
In the year-to-date period, DFQTX achieves a -1.39% return, which is significantly lower than VTHRX's -1.04% return. Over the past 10 years, DFQTX has outperformed VTHRX with an annualized return of 12.92%, while VTHRX has yielded a comparatively lower 8.19% 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%
VTHRX
- 1D
- 1.80%
- 1M
- -4.21%
- YTD
- -1.04%
- 6M
- 0.92%
- 1Y
- 14.44%
- 3Y*
- 11.80%
- 5Y*
- 5.88%
- 10Y*
- 8.19%
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DFQTX vs. VTHRX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is higher than VTHRX's 0.08% 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. VTHRX — Risk / Return Rank
DFQTX
VTHRX
DFQTX vs. VTHRX - 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 Target Retirement 2030 Fund (VTHRX). 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 | VTHRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.46 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.09 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.05 | -0.70 |
Martin ratioReturn relative to average drawdown | 6.35 | 8.88 | -2.53 |
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 | VTHRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.46 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.57 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.73 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.47 | +0.01 |
Correlation
The correlation between DFQTX and VTHRX 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. VTHRX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.09%, less than VTHRX's 4.07% 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% |
VTHRX Vanguard Target Retirement 2030 Fund | 4.07% | 4.03% | 3.63% | 2.59% | 2.53% | 17.56% | 2.56% | 2.38% | 2.71% | 0.06% | 2.38% | 3.72% |
Drawdowns
DFQTX vs. VTHRX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than VTHRX's maximum drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for DFQTX and VTHRX.
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Drawdown Indicators
| DFQTX | VTHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -49.57% | -9.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -7.25% | -5.48% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -22.75% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | -24.86% | -12.35% |
Current DrawdownCurrent decline from peak | -5.96% | -4.88% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -6.23% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.67% | +1.06% |
Volatility
DFQTX vs. VTHRX - Volatility Comparison
DFA US Core Equity 2 Portfolio I (DFQTX) has a higher volatility of 5.24% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 4.07%. This indicates that DFQTX's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | VTHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 4.07% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 6.19% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 10.19% | +8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 10.33% | +6.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 11.24% | +7.03% |