DFQTX vs. ^GSPC
Compare and contrast key facts about DFA US Core Equity 2 Portfolio I (DFQTX) and S&P 500 (^GSPC).
DFQTX is managed by Dimensional Fund Advisors LP.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFQTX or ^GSPC.
Correlation
The correlation between DFQTX and ^GSPC is 0.96, 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.
Performance
DFQTX vs. ^GSPC - Performance Comparison
Key characteristics
DFQTX:
0.10
^GSPC:
-0.17
DFQTX:
0.23
^GSPC:
-0.11
DFQTX:
1.03
^GSPC:
0.98
DFQTX:
0.11
^GSPC:
-0.15
DFQTX:
0.42
^GSPC:
-0.79
DFQTX:
3.55%
^GSPC:
3.36%
DFQTX:
15.17%
^GSPC:
15.95%
DFQTX:
-59.35%
^GSPC:
-56.78%
DFQTX:
-13.05%
^GSPC:
-17.42%
Returns By Period
In the year-to-date period, DFQTX achieves a -8.35% return, which is significantly higher than ^GSPC's -13.73% return. Over the past 10 years, DFQTX has underperformed ^GSPC with an annualized return of 8.61%, while ^GSPC has yielded a comparatively higher 9.37% annualized return.
DFQTX
-8.35%
-6.41%
-6.42%
1.26%
17.76%
8.61%
^GSPC
-13.73%
-13.15%
-11.77%
-1.42%
15.35%
9.37%
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Risk-Adjusted Performance
DFQTX vs. ^GSPC — Risk-Adjusted Performance Rank
DFQTX
^GSPC
DFQTX vs. ^GSPC - Risk-Adjusted Performance Comparison
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.
Drawdowns
DFQTX vs. ^GSPC - Drawdown Comparison
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.
Volatility
DFQTX vs. ^GSPC - Volatility Comparison
The current volatility for DFA US Core Equity 2 Portfolio I (DFQTX) is 7.68%, while S&P 500 (^GSPC) has a volatility of 9.30%. This indicates that DFQTX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.