DFQTX vs. ^GSPC

In the year-to-date period, DFQTX achieves a -6.68% return, which is significantly lower than ^GSPC's -6.06% return. Over the past 10 years, DFQTX has underperformed ^GSPC with an annualized return of 8.69%, while ^GSPC has yielded a comparatively higher 10.11% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for DFA US Core Equity 2 Portfolio I (DFQTX) and S&P 500 (^GSPC). 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 current DFQTX Sharpe Ratio is 0.31, which is lower than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of DFQTX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum DFQTX drawdown since its inception was -59.35%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DFQTX and ^GSPC. For additional features, visit the drawdowns tool.

DFA US Core Equity 2 Portfolio I (DFQTX) and S&P 500 (^GSPC) have volatilities of 14.05% and 14.23%, 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.