DFQTX vs. YFSIX
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and AMG Yacktman Global Fund (YFSIX).
DFQTX is managed by Dimensional. YFSIX is managed by AMG. It was launched on Jan 30, 2017.
Performance
DFQTX vs. YFSIX - Performance Comparison
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DFQTX vs. YFSIX - 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% | 16.57% |
YFSIX AMG Yacktman Global Fund | 8.16% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Returns By Period
In the year-to-date period, DFQTX achieves a -4.02% return, which is significantly lower than YFSIX's 8.16% 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%
YFSIX
- 1D
- -1.07%
- 1M
- -10.67%
- YTD
- 8.16%
- 6M
- 0.34%
- 1Y
- 22.29%
- 3Y*
- 11.70%
- 5Y*
- 6.73%
- 10Y*
- —
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DFQTX vs. YFSIX - Expense Ratio Comparison
DFQTX has a 0.19% expense ratio, which is lower than YFSIX's 0.95% expense ratio.
Return for Risk
DFQTX vs. YFSIX — Risk / Return Rank
DFQTX
YFSIX
DFQTX vs. YFSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and AMG Yacktman Global Fund (YFSIX). 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 | YFSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.99 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.16 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.36 | -0.36 |
Martin ratioReturn relative to average drawdown | 4.74 | 4.42 | +0.32 |
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 | YFSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.99 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.45 | +0.16 |
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 | 0.71 | -0.24 |
Correlation
The correlation between DFQTX and YFSIX is 0.72, 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. YFSIX - Dividend Comparison
DFQTX's dividend yield for the trailing twelve months is around 1.12%, while YFSIX has not paid dividends to shareholders.
| 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% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Drawdowns
DFQTX vs. YFSIX - Drawdown Comparison
The maximum DFQTX drawdown since its inception was -59.35%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for DFQTX and YFSIX.
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Drawdown Indicators
| DFQTX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.35% | -35.10% | -24.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -14.20% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -25.14% | +2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -37.21% | — | — |
Current DrawdownCurrent decline from peak | -8.47% | -11.03% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -4.93% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 4.38% | -1.59% |
Volatility
DFQTX vs. YFSIX - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 4.27%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFQTX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 9.23% | -4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 19.89% | -11.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 21.29% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 15.11% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 16.20% | +2.05% |